NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 42.42 40.42 -2.00 -4.7% 45.83
High 42.67 41.93 -0.74 -1.7% 46.13
Low 39.97 40.23 0.26 0.7% 42.13
Close 40.37 41.34 0.97 2.4% 42.63
Range 2.70 1.70 -1.00 -37.0% 4.00
ATR 1.56 1.57 0.01 0.6% 0.00
Volume 34,182 41,000 6,818 19.9% 172,218
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.27 45.50 42.28
R3 44.57 43.80 41.81
R2 42.87 42.87 41.65
R1 42.10 42.10 41.50 42.49
PP 41.17 41.17 41.17 41.36
S1 40.40 40.40 41.18 40.79
S2 39.47 39.47 41.03
S3 37.77 38.70 40.87
S4 36.07 37.00 40.41
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 45.60 39.97 5.63 13.6% 1.86 4.5% 24% False False 37,605
10 47.17 39.97 7.20 17.4% 1.49 3.6% 19% False False 38,206
20 51.67 39.97 11.70 28.3% 1.50 3.6% 12% False False 32,663
40 61.26 39.97 21.29 51.5% 1.60 3.9% 6% False False 24,429
60 63.32 39.97 23.35 56.5% 1.49 3.6% 6% False False 19,142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.16
2.618 46.38
1.618 44.68
1.000 43.63
0.618 42.98
HIGH 41.93
0.618 41.28
0.500 41.08
0.382 40.88
LOW 40.23
0.618 39.18
1.000 38.53
1.618 37.48
2.618 35.78
4.250 33.01
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 41.25 41.74
PP 41.17 41.61
S1 41.08 41.47

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

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