NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 44.18 44.00 -0.18 -0.4% 44.78
High 44.67 44.36 -0.31 -0.7% 46.89
Low 43.35 43.44 0.09 0.2% 43.35
Close 44.31 43.56 -0.75 -1.7% 44.31
Range 1.32 0.92 -0.40 -30.3% 3.54
ATR 1.59 1.54 -0.05 -3.0% 0.00
Volume 143,588 95,995 -47,593 -33.1% 588,272
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.55 45.97 44.07
R3 45.63 45.05 43.81
R2 44.71 44.71 43.73
R1 44.13 44.13 43.64 43.96
PP 43.79 43.79 43.79 43.70
S1 43.21 43.21 43.48 43.04
S2 42.87 42.87 43.39
S3 41.95 42.29 43.31
S4 41.03 41.37 43.05
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.47 53.43 46.26
R3 51.93 49.89 45.28
R2 48.39 48.39 44.96
R1 46.35 46.35 44.63 45.60
PP 44.85 44.85 44.85 44.48
S1 42.81 42.81 43.99 42.06
S2 41.31 41.31 43.66
S3 37.77 39.27 43.34
S4 34.23 35.73 42.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.89 43.35 3.54 8.1% 1.46 3.3% 6% False False 124,220
10 47.63 43.35 4.28 9.8% 1.41 3.2% 5% False False 89,541
20 52.41 43.35 9.06 20.8% 1.46 3.4% 2% False False 58,716
40 62.41 43.35 19.06 43.8% 1.59 3.7% 1% False False 40,561
60 62.87 43.35 19.52 44.8% 1.58 3.6% 1% False False 33,598
80 65.03 43.35 21.68 49.8% 1.55 3.6% 1% False False 28,529
100 65.03 43.35 21.68 49.8% 1.58 3.6% 1% False False 24,862
120 65.03 43.35 21.68 49.8% 1.55 3.6% 1% False False 21,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 48.27
2.618 46.77
1.618 45.85
1.000 45.28
0.618 44.93
HIGH 44.36
0.618 44.01
0.500 43.90
0.382 43.79
LOW 43.44
0.618 42.87
1.000 42.52
1.618 41.95
2.618 41.03
4.250 39.53
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 43.90 44.43
PP 43.79 44.14
S1 43.67 43.85

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

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