NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 11-Aug-2015
Day Change Summary
Previous Current
10-Aug-2015 11-Aug-2015 Change Change % Previous Week
Open 46.20 47.85 1.65 3.6% 49.18
High 48.12 48.45 0.33 0.7% 49.37
Low 46.20 46.29 0.09 0.2% 46.46
Close 48.08 46.49 -1.59 -3.3% 46.61
Range 1.92 2.16 0.24 12.5% 2.91
ATR 1.51 1.56 0.05 3.1% 0.00
Volume 39,048 44,461 5,413 13.9% 123,766
Daily Pivots for day following 11-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.56 52.18 47.68
R3 51.40 50.02 47.08
R2 49.24 49.24 46.89
R1 47.86 47.86 46.69 47.47
PP 47.08 47.08 47.08 46.88
S1 45.70 45.70 46.29 45.31
S2 44.92 44.92 46.09
S3 42.76 43.54 45.90
S4 40.60 41.38 45.30
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 5.8% 1.60 3.4% 11% False False 34,119
10 51.67 46.20 5.47 11.8% 1.51 3.3% 5% False False 27,120
20 55.64 46.20 9.44 20.3% 1.40 3.0% 3% False False 21,480
40 63.15 46.20 16.95 36.5% 1.54 3.3% 2% False False 16,947
60 63.68 46.20 17.48 37.6% 1.50 3.2% 2% False False 14,300
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 0.27
Widest range in 25 trading days
Fibonacci Retracements and Extensions
4.250 57.63
2.618 54.10
1.618 51.94
1.000 50.61
0.618 49.78
HIGH 48.45
0.618 47.62
0.500 47.37
0.382 47.12
LOW 46.29
0.618 44.96
1.000 44.13
1.618 42.80
2.618 40.64
4.250 37.11
Fisher Pivots for day following 11-Aug-2015
Pivot 1 day 3 day
R1 47.37 47.33
PP 47.08 47.05
S1 46.78 46.77

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

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