NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 47.43 46.20 -1.23 -2.6% 49.18
High 47.75 48.12 0.37 0.8% 49.37
Low 46.46 46.20 -0.26 -0.6% 46.46
Close 46.61 48.08 1.47 3.2% 46.61
Range 1.29 1.92 0.63 48.8% 2.91
ATR 1.48 1.51 0.03 2.1% 0.00
Volume 21,947 39,048 17,101 77.9% 123,766
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.23 52.57 49.14
R3 51.31 50.65 48.61
R2 49.39 49.39 48.43
R1 48.73 48.73 48.26 49.06
PP 47.47 47.47 47.47 47.63
S1 46.81 46.81 47.90 47.14
S2 45.55 45.55 47.73
S3 43.63 44.89 47.55
S4 41.71 42.97 47.02
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.21 54.32 48.21
R3 53.30 51.41 47.41
R2 50.39 50.39 47.14
R1 48.50 48.50 46.88 47.99
PP 47.48 47.48 47.48 47.23
S1 45.59 45.59 46.34 45.08
S2 44.57 44.57 46.08
S3 41.66 42.68 45.81
S4 38.75 39.77 45.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.90 46.20 2.70 5.6% 1.31 2.7% 70% False True 28,716
10 51.67 46.20 5.47 11.4% 1.46 3.0% 34% False True 24,138
20 55.70 46.20 9.50 19.8% 1.40 2.9% 20% False True 20,394
40 63.15 46.20 16.95 35.3% 1.52 3.2% 11% False True 15,977
60 63.68 46.20 17.48 36.4% 1.49 3.1% 11% False True 13,640
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.25
Widest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 56.28
2.618 53.15
1.618 51.23
1.000 50.04
0.618 49.31
HIGH 48.12
0.618 47.39
0.500 47.16
0.382 46.93
LOW 46.20
0.618 45.01
1.000 44.28
1.618 43.09
2.618 41.17
4.250 38.04
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 47.77 47.77
PP 47.47 47.47
S1 47.16 47.16

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

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