NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 46.33 45.00 -1.33 -2.9% 47.98
High 46.89 45.54 -1.35 -2.9% 48.00
Low 44.56 44.46 -0.10 -0.2% 44.94
Close 44.83 45.04 0.21 0.5% 45.11
Range 2.33 1.08 -1.25 -53.6% 3.06
ATR 1.65 1.61 -0.04 -2.5% 0.00
Volume 109,023 127,586 18,563 17.0% 241,136
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.25 47.73 45.63
R3 47.17 46.65 45.34
R2 46.09 46.09 45.24
R1 45.57 45.57 45.14 45.83
PP 45.01 45.01 45.01 45.15
S1 44.49 44.49 44.94 44.75
S2 43.93 43.93 44.84
S3 42.85 43.41 44.74
S4 41.77 42.33 44.45
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.20 53.21 46.79
R3 52.14 50.15 45.95
R2 49.08 49.08 45.67
R1 47.09 47.09 45.39 46.56
PP 46.02 46.02 46.02 45.75
S1 44.03 44.03 44.83 43.50
S2 42.96 42.96 44.55
S3 39.90 40.97 44.27
S4 36.84 37.91 43.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.89 44.46 2.43 5.4% 1.53 3.4% 24% False True 84,699
10 50.26 44.46 5.80 12.9% 1.49 3.3% 10% False True 59,982
20 53.42 44.46 8.96 19.9% 1.44 3.2% 6% False True 42,761
40 62.68 44.46 18.22 40.5% 1.62 3.6% 3% False True 32,527
60 62.87 44.46 18.41 40.9% 1.60 3.5% 3% False True 27,852
80 65.03 44.46 20.57 45.7% 1.56 3.5% 3% False True 24,064
100 65.03 44.46 20.57 45.7% 1.58 3.5% 3% False True 21,206
120 65.03 44.46 20.57 45.7% 1.56 3.5% 3% False True 18,922
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.13
2.618 48.37
1.618 47.29
1.000 46.62
0.618 46.21
HIGH 45.54
0.618 45.13
0.500 45.00
0.382 44.87
LOW 44.46
0.618 43.79
1.000 43.38
1.618 42.71
2.618 41.63
4.250 39.87
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 45.03 45.68
PP 45.01 45.46
S1 45.00 45.25

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These figures are updated between 7pm and 10pm EST after a trading day.

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