NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 46.02 45.19 -0.83 -1.8% 45.50
High 46.40 45.58 -0.82 -1.8% 47.71
Low 44.83 44.34 -0.49 -1.1% 44.34
Close 45.16 45.24 0.08 0.2% 45.24
Range 1.57 1.24 -0.33 -21.0% 3.37
ATR 1.60 1.57 -0.03 -1.6% 0.00
Volume 137,673 128,188 -9,485 -6.9% 562,746
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.77 48.25 45.92
R3 47.53 47.01 45.58
R2 46.29 46.29 45.47
R1 45.77 45.77 45.35 46.03
PP 45.05 45.05 45.05 45.19
S1 44.53 44.53 45.13 44.79
S2 43.81 43.81 45.01
S3 42.57 43.29 44.90
S4 41.33 42.05 44.56
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.87 53.93 47.09
R3 52.50 50.56 46.17
R2 49.13 49.13 45.86
R1 47.19 47.19 45.55 46.48
PP 45.76 45.76 45.76 45.41
S1 43.82 43.82 44.93 43.11
S2 42.39 42.39 44.62
S3 39.02 40.45 44.31
S4 35.65 37.08 43.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.71 44.34 3.37 7.4% 1.63 3.6% 27% False True 112,549
10 48.69 44.34 4.35 9.6% 1.49 3.3% 21% False True 94,049
20 53.06 44.34 8.72 19.3% 1.46 3.2% 10% False True 76,946
40 62.80 44.34 18.46 40.8% 1.61 3.6% 5% False True 66,762
60 63.12 44.34 18.78 41.5% 1.61 3.6% 5% False True 61,862
80 65.38 44.34 21.04 46.5% 1.59 3.5% 4% False True 59,532
100 65.38 44.34 21.04 46.5% 1.65 3.7% 4% False True 58,009
Crabel Price Patterns
NR True
NR4 False
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.85
2.618 48.83
1.618 47.59
1.000 46.82
0.618 46.35
HIGH 45.58
0.618 45.11
0.500 44.96
0.382 44.81
LOW 44.34
0.618 43.57
1.000 43.10
1.618 42.33
2.618 41.09
4.250 39.07
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 45.15 45.37
PP 45.05 45.33
S1 44.96 45.28

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

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