NYMEX Light Sweet Crude Oil Future January 2016


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 46.75 45.42 -1.33 -2.8% 46.20
High 47.17 46.46 -0.71 -1.5% 48.45
Low 45.77 45.31 -0.46 -1.0% 45.31
Close 46.07 46.13 0.06 0.1% 46.13
Range 1.40 1.15 -0.25 -17.9% 3.14
ATR 1.51 1.49 -0.03 -1.7% 0.00
Volume 61,165 26,979 -34,186 -55.9% 218,178
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.42 48.92 46.76
R3 48.27 47.77 46.45
R2 47.12 47.12 46.34
R1 46.62 46.62 46.24 46.87
PP 45.97 45.97 45.97 46.09
S1 45.47 45.47 46.02 45.72
S2 44.82 44.82 45.92
S3 43.67 44.32 45.81
S4 42.52 43.17 45.50
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.05 54.23 47.86
R3 52.91 51.09 46.99
R2 49.77 49.77 46.71
R1 47.95 47.95 46.42 47.29
PP 46.63 46.63 46.63 46.30
S1 44.81 44.81 45.84 44.15
S2 43.49 43.49 45.55
S3 40.35 41.67 45.27
S4 37.21 38.53 44.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.45 45.31 3.14 6.8% 1.54 3.3% 26% False True 43,635
10 49.37 45.31 4.06 8.8% 1.42 3.1% 20% False True 34,194
20 53.60 45.31 8.29 18.0% 1.38 3.0% 10% False True 26,392
40 62.97 45.31 17.66 38.3% 1.53 3.3% 5% False True 19,658
60 63.32 45.31 18.01 39.0% 1.49 3.2% 5% False True 16,222
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 True
Bull Hook False
Stretch 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.35
2.618 49.47
1.618 48.32
1.000 47.61
0.618 47.17
HIGH 46.46
0.618 46.02
0.500 45.89
0.382 45.75
LOW 45.31
0.618 44.60
1.000 44.16
1.618 43.45
2.618 42.30
4.250 40.42
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 46.05 46.24
PP 45.97 46.20
S1 45.89 46.17

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

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