NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 45.50 47.15 1.65 3.6% 48.65
High 47.35 47.71 0.36 0.8% 48.69
Low 45.38 45.44 0.06 0.1% 45.69
Close 47.32 45.68 -1.64 -3.5% 45.85
Range 1.97 2.27 0.30 15.2% 3.00
ATR 1.59 1.64 0.05 3.0% 0.00
Volume 64,573 109,693 45,120 69.9% 377,745
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.09 51.65 46.93
R3 50.82 49.38 46.30
R2 48.55 48.55 46.10
R1 47.11 47.11 45.89 46.70
PP 46.28 46.28 46.28 46.07
S1 44.84 44.84 45.47 44.43
S2 44.01 44.01 45.26
S3 41.74 42.57 45.06
S4 39.47 40.30 44.43
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 6.3% 1.65 3.6% 10% False False 81,045
10 51.08 45.38 5.70 12.5% 1.58 3.4% 5% False False 75,067
20 55.30 45.38 9.92 21.7% 1.49 3.3% 3% False False 67,570
40 62.98 45.38 17.60 38.5% 1.63 3.6% 2% False False 60,973
60 63.39 45.38 18.01 39.4% 1.62 3.6% 2% False False 57,289
80 65.38 45.38 20.00 43.8% 1.61 3.5% 2% False False 56,389
100 65.38 45.38 20.00 43.8% 1.67 3.7% 2% False False 55,070
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 57.36
2.618 53.65
1.618 51.38
1.000 49.98
0.618 49.11
HIGH 47.71
0.618 46.84
0.500 46.58
0.382 46.31
LOW 45.44
0.618 44.04
1.000 43.17
1.618 41.77
2.618 39.50
4.250 35.79
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 46.58 46.55
PP 46.28 46.26
S1 45.98 45.97

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

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