NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 45.42 45.83 0.41 0.9% 46.20
High 46.46 46.13 -0.33 -0.7% 48.45
Low 45.31 45.22 -0.09 -0.2% 45.31
Close 46.13 45.35 -0.78 -1.7% 46.13
Range 1.15 0.91 -0.24 -20.9% 3.14
ATR 1.49 1.45 -0.04 -2.8% 0.00
Volume 26,979 28,501 1,522 5.6% 218,178
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.30 47.73 45.85
R3 47.39 46.82 45.60
R2 46.48 46.48 45.52
R1 45.91 45.91 45.43 45.74
PP 45.57 45.57 45.57 45.48
S1 45.00 45.00 45.27 44.83
S2 44.66 44.66 45.18
S3 43.75 44.09 45.10
S4 42.84 43.18 44.85
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 45.22 3.23 7.1% 1.34 3.0% 4% False True 41,526
10 48.90 45.22 3.68 8.1% 1.33 2.9% 4% False True 35,121
20 53.60 45.22 8.38 18.5% 1.38 3.0% 2% False True 27,113
40 62.97 45.22 17.75 39.1% 1.51 3.3% 1% False True 20,257
60 63.32 45.22 18.10 39.9% 1.48 3.3% 1% False True 16,479
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.29
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 50.00
2.618 48.51
1.618 47.60
1.000 47.04
0.618 46.69
HIGH 46.13
0.618 45.78
0.500 45.68
0.382 45.57
LOW 45.22
0.618 44.66
1.000 44.31
1.618 43.75
2.618 42.84
4.250 41.35
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 45.68 46.20
PP 45.57 45.91
S1 45.46 45.63

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

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