NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 45.24 43.57 -1.67 -3.7% 46.20
High 45.60 44.20 -1.40 -3.1% 48.45
Low 43.39 42.89 -0.50 -1.2% 45.31
Close 43.81 43.67 -0.14 -0.3% 46.13
Range 2.21 1.31 -0.90 -40.7% 3.14
ATR 1.48 1.47 -0.01 -0.8% 0.00
Volume 30,838 49,305 18,467 59.9% 218,178
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.52 46.90 44.39
R3 46.21 45.59 44.03
R2 44.90 44.90 43.91
R1 44.28 44.28 43.79 44.59
PP 43.59 43.59 43.59 43.74
S1 42.97 42.97 43.55 43.28
S2 42.28 42.28 43.43
S3 40.97 41.66 43.31
S4 39.66 40.35 42.95
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 46.46 42.89 3.57 8.2% 1.32 3.0% 22% False True 33,299
10 48.45 42.89 5.56 12.7% 1.44 3.3% 14% False True 37,964
20 51.67 42.89 8.78 20.1% 1.41 3.2% 9% False True 29,713
40 61.86 42.89 18.97 43.4% 1.52 3.5% 4% False True 22,279
60 63.32 42.89 20.43 46.8% 1.47 3.4% 4% False True 17,897
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 False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.77
2.618 47.63
1.618 46.32
1.000 45.51
0.618 45.01
HIGH 44.20
0.618 43.70
0.500 43.55
0.382 43.39
LOW 42.89
0.618 42.08
1.000 41.58
1.618 40.77
2.618 39.46
4.250 37.32
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 43.63 44.40
PP 43.59 44.16
S1 43.55 43.91

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

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