NYMEX Light Sweet Crude Oil Future January 2016


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 46.41 46.75 0.34 0.7% 49.18
High 47.13 47.17 0.04 0.1% 49.37
Low 46.05 45.77 -0.28 -0.6% 46.46
Close 46.78 46.07 -0.71 -1.5% 46.61
Range 1.08 1.40 0.32 29.6% 2.91
ATR 1.52 1.51 -0.01 -0.6% 0.00
Volume 46,525 61,165 14,640 31.5% 123,766
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.54 49.70 46.84
R3 49.14 48.30 46.46
R2 47.74 47.74 46.33
R1 46.90 46.90 46.20 46.62
PP 46.34 46.34 46.34 46.20
S1 45.50 45.50 45.94 45.22
S2 44.94 44.94 45.81
S3 43.54 44.10 45.69
S4 42.14 42.70 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 48.45 45.77 2.68 5.8% 1.57 3.4% 11% False True 42,629
10 50.95 45.77 5.18 11.2% 1.49 3.2% 6% False True 34,232
20 53.60 45.77 7.83 17.0% 1.36 3.0% 4% False True 25,409
40 62.97 45.77 17.20 37.3% 1.53 3.3% 2% False True 19,115
60 63.32 45.77 17.55 38.1% 1.48 3.2% 2% False True 15,896
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.12
2.618 50.84
1.618 49.44
1.000 48.57
0.618 48.04
HIGH 47.17
0.618 46.64
0.500 46.47
0.382 46.30
LOW 45.77
0.618 44.90
1.000 44.37
1.618 43.50
2.618 42.10
4.250 39.82
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 46.47 47.11
PP 46.34 46.76
S1 46.20 46.42

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

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