NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 44.41 44.55 0.14 0.3% 45.50
High 45.14 44.88 -0.26 -0.6% 47.71
Low 44.00 42.57 -1.43 -3.3% 44.34
Close 44.91 43.01 -1.90 -4.2% 45.24
Range 1.14 2.31 1.17 102.6% 3.37
ATR 1.50 1.56 0.06 4.0% 0.00
Volume 72,351 93,292 20,941 28.9% 562,746
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.42 49.02 44.28
R3 48.11 46.71 43.65
R2 45.80 45.80 43.43
R1 44.40 44.40 43.22 43.95
PP 43.49 43.49 43.49 43.26
S1 42.09 42.09 42.80 41.64
S2 41.18 41.18 42.59
S3 38.87 39.78 42.37
S4 36.56 37.47 41.74
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 46.40 42.57 3.83 8.9% 1.44 3.3% 11% False True 104,420
10 47.71 42.57 5.14 12.0% 1.47 3.4% 9% False True 99,552
20 51.43 42.57 8.86 20.6% 1.48 3.4% 5% False True 82,740
40 62.80 42.57 20.23 47.0% 1.60 3.7% 2% False True 70,403
60 63.12 42.57 20.55 47.8% 1.59 3.7% 2% False True 63,932
80 65.38 42.57 22.81 53.0% 1.59 3.7% 2% False True 60,274
100 65.38 42.57 22.81 53.0% 1.62 3.8% 2% False True 59,216
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 0.34
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 54.70
2.618 50.93
1.618 48.62
1.000 47.19
0.618 46.31
HIGH 44.88
0.618 44.00
0.500 43.73
0.382 43.45
LOW 42.57
0.618 41.14
1.000 40.26
1.618 38.83
2.618 36.52
4.250 32.75
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 43.73 43.92
PP 43.49 43.62
S1 43.25 43.31

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

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