NYMEX Light Sweet Crude Oil Future December 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 47.15 45.71 -1.44 -3.1% 48.65
High 47.71 46.36 -1.35 -2.8% 48.69
Low 45.44 45.27 -0.17 -0.4% 45.69
Close 45.68 45.94 0.26 0.6% 45.85
Range 2.27 1.09 -1.18 -52.0% 3.00
ATR 1.64 1.60 -0.04 -2.4% 0.00
Volume 109,693 122,619 12,926 11.8% 377,745
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.13 48.62 46.54
R3 48.04 47.53 46.24
R2 46.95 46.95 46.14
R1 46.44 46.44 46.04 46.70
PP 45.86 45.86 45.86 45.98
S1 45.35 45.35 45.84 45.61
S2 44.77 44.77 45.74
S3 43.68 44.26 45.64
S4 42.59 43.17 45.34
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 47.71 45.27 2.44 5.3% 1.51 3.3% 27% False True 94,685
10 50.88 45.27 5.61 12.2% 1.48 3.2% 12% False True 80,100
20 53.94 45.27 8.67 18.9% 1.43 3.1% 8% False True 69,460
40 62.98 45.27 17.71 38.6% 1.63 3.5% 4% False True 63,187
60 63.12 45.27 17.85 38.9% 1.61 3.5% 4% False True 58,705
80 65.38 45.27 20.11 43.8% 1.60 3.5% 3% False True 57,225
100 65.38 45.27 20.11 43.8% 1.66 3.6% 3% False True 55,843
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 0.29
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 50.99
2.618 49.21
1.618 48.12
1.000 47.45
0.618 47.03
HIGH 46.36
0.618 45.94
0.500 45.82
0.382 45.69
LOW 45.27
0.618 44.60
1.000 44.18
1.618 43.51
2.618 42.42
4.250 40.64
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 45.90 46.49
PP 45.86 46.31
S1 45.82 46.12

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

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