NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 46.61 45.50 -1.11 -2.4% 48.65
High 47.01 47.35 0.34 0.7% 48.69
Low 45.69 45.38 -0.31 -0.7% 45.69
Close 45.85 47.32 1.47 3.2% 45.85
Range 1.32 1.97 0.65 49.2% 3.00
ATR 1.56 1.59 0.03 1.8% 0.00
Volume 102,056 64,573 -37,483 -36.7% 377,745
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 52.59 51.93 48.40
R3 50.62 49.96 47.86
R2 48.65 48.65 47.68
R1 47.99 47.99 47.50 48.32
PP 46.68 46.68 46.68 46.85
S1 46.02 46.02 47.14 46.35
S2 44.71 44.71 46.96
S3 42.74 44.05 46.78
S4 40.77 42.08 46.24
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.74 53.80 47.50
R3 52.74 50.80 46.68
R2 49.74 49.74 46.40
R1 47.80 47.80 46.13 47.27
PP 46.74 46.74 46.74 46.48
S1 44.80 44.80 45.58 44.27
S2 43.74 43.74 45.30
S3 40.74 41.80 45.03
S4 37.74 38.80 44.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.25 45.38 2.87 6.1% 1.36 2.9% 68% False True 74,212
10 51.08 45.38 5.70 12.0% 1.52 3.2% 34% False True 70,469
20 55.30 45.38 9.92 21.0% 1.49 3.1% 20% False True 64,849
40 62.98 45.38 17.60 37.2% 1.60 3.4% 11% False True 59,124
60 63.39 45.38 18.01 38.1% 1.61 3.4% 11% False True 56,162
80 65.38 45.38 20.00 42.3% 1.60 3.4% 10% False True 55,823
100 65.38 45.38 20.00 42.3% 1.67 3.5% 10% False True 54,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 55.72
2.618 52.51
1.618 50.54
1.000 49.32
0.618 48.57
HIGH 47.35
0.618 46.60
0.500 46.37
0.382 46.13
LOW 45.38
0.618 44.16
1.000 43.41
1.618 42.19
2.618 40.22
4.250 37.01
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 47.00 47.00
PP 46.68 46.68
S1 46.37 46.37

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

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