NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 40.42 41.60 1.18 2.9% 45.83
High 41.93 41.88 -0.05 -0.1% 46.13
Low 40.23 40.86 0.63 1.6% 42.13
Close 41.34 41.01 -0.33 -0.8% 42.63
Range 1.70 1.02 -0.68 -40.0% 4.00
ATR 1.57 1.53 -0.04 -2.5% 0.00
Volume 41,000 38,521 -2,479 -6.0% 172,218
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 44.31 43.68 41.57
R3 43.29 42.66 41.29
R2 42.27 42.27 41.20
R1 41.64 41.64 41.10 41.45
PP 41.25 41.25 41.25 41.15
S1 40.62 40.62 40.92 40.43
S2 40.23 40.23 40.82
S3 39.21 39.60 40.73
S4 38.19 38.58 40.45
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 44.20 39.97 4.23 10.3% 1.62 4.0% 25% False False 39,141
10 47.17 39.97 7.20 17.6% 1.48 3.6% 14% False False 37,406
20 51.47 39.97 11.50 28.0% 1.45 3.5% 9% False False 33,611
40 60.46 39.97 20.49 50.0% 1.58 3.9% 5% False False 25,142
60 63.32 39.97 23.35 56.9% 1.48 3.6% 4% False False 19,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 46.22
2.618 44.55
1.618 43.53
1.000 42.90
0.618 42.51
HIGH 41.88
0.618 41.49
0.500 41.37
0.382 41.25
LOW 40.86
0.618 40.23
1.000 39.84
1.618 39.21
2.618 38.19
4.250 36.53
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 41.37 41.32
PP 41.25 41.22
S1 41.13 41.11

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

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