NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 43.28 42.42 -0.86 -2.0% 45.83
High 43.51 42.67 -0.84 -1.9% 46.13
Low 42.13 39.97 -2.16 -5.1% 42.13
Close 42.63 40.37 -2.26 -5.3% 42.63
Range 1.38 2.70 1.32 95.7% 4.00
ATR 1.47 1.56 0.09 6.0% 0.00
Volume 32,700 34,182 1,482 4.5% 172,218
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.10 47.44 41.86
R3 46.40 44.74 41.11
R2 43.70 43.70 40.87
R1 42.04 42.04 40.62 41.52
PP 41.00 41.00 41.00 40.75
S1 39.34 39.34 40.12 38.82
S2 38.30 38.30 39.88
S3 35.60 36.64 39.63
S4 32.90 33.94 38.89
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.63 53.13 44.83
R3 51.63 49.13 43.73
R2 47.63 47.63 43.36
R1 45.13 45.13 43.00 44.38
PP 43.63 43.63 43.63 43.26
S1 41.13 41.13 42.26 40.38
S2 39.63 39.63 41.90
S3 35.63 37.13 41.53
S4 31.63 33.13 40.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.91 39.97 5.94 14.7% 1.72 4.3% 7% False True 35,579
10 48.45 39.97 8.48 21.0% 1.53 3.8% 5% False True 38,553
20 51.67 39.97 11.70 29.0% 1.49 3.7% 3% False True 31,345
40 61.26 39.97 21.29 52.7% 1.58 3.9% 2% False True 23,530
60 63.32 39.97 23.35 57.8% 1.48 3.7% 2% False True 18,666
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 0.37
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 54.15
2.618 49.74
1.618 47.04
1.000 45.37
0.618 44.34
HIGH 42.67
0.618 41.64
0.500 41.32
0.382 41.00
LOW 39.97
0.618 38.30
1.000 37.27
1.618 35.60
2.618 32.90
4.250 28.50
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 41.32 42.09
PP 41.00 41.51
S1 40.69 40.94

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

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