NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 45.71 46.02 0.31 0.7% 48.65
High 46.36 46.40 0.04 0.1% 48.69
Low 45.27 44.83 -0.44 -1.0% 45.69
Close 45.94 45.16 -0.78 -1.7% 45.85
Range 1.09 1.57 0.48 44.0% 3.00
ATR 1.60 1.60 0.00 -0.1% 0.00
Volume 122,619 137,673 15,054 12.3% 377,745
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.17 49.24 46.02
R3 48.60 47.67 45.59
R2 47.03 47.03 45.45
R1 46.10 46.10 45.30 45.78
PP 45.46 45.46 45.46 45.31
S1 44.53 44.53 45.02 44.21
S2 43.89 43.89 44.87
S3 42.32 42.96 44.73
S4 40.75 41.39 44.30
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 44.83 2.88 6.4% 1.64 3.6% 11% False True 107,322
10 50.33 44.83 5.50 12.2% 1.55 3.4% 6% False True 86,346
20 53.06 44.83 8.23 18.2% 1.45 3.2% 4% False True 73,214
40 62.80 44.83 17.97 39.8% 1.62 3.6% 2% False True 65,524
60 63.12 44.83 18.29 40.5% 1.60 3.5% 2% False True 60,518
80 65.38 44.83 20.55 45.5% 1.60 3.5% 2% False True 58,418
100 65.38 44.83 20.55 45.5% 1.66 3.7% 2% False True 56,932
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.07
2.618 50.51
1.618 48.94
1.000 47.97
0.618 47.37
HIGH 46.40
0.618 45.80
0.500 45.62
0.382 45.43
LOW 44.83
0.618 43.86
1.000 43.26
1.618 42.29
2.618 40.72
4.250 38.16
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 45.62 46.27
PP 45.46 45.90
S1 45.31 45.53

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

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