NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 48.42 47.00 -1.42 -2.9% 49.76
High 48.94 47.87 -1.07 -2.2% 50.03
Low 47.00 46.83 -0.17 -0.4% 47.15
Close 47.22 47.55 0.33 0.7% 47.28
Range 1.94 1.04 -0.90 -46.4% 2.88
ATR 1.47 1.44 -0.03 -2.1% 0.00
Volume 22,769 22,115 -654 -2.9% 46,199
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.54 50.08 48.12
R3 49.50 49.04 47.84
R2 48.46 48.46 47.74
R1 48.00 48.00 47.65 48.23
PP 47.42 47.42 47.42 47.53
S1 46.96 46.96 47.45 47.19
S2 46.38 46.38 47.36
S3 45.34 45.92 47.26
S4 44.30 44.88 46.98
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.79 54.92 48.86
R3 53.91 52.04 48.07
R2 51.03 51.03 47.81
R1 49.16 49.16 47.54 48.66
PP 48.15 48.15 48.15 47.90
S1 46.28 46.28 47.02 45.78
S2 45.27 45.27 46.75
S3 42.39 43.40 46.49
S4 39.51 40.52 45.70
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.94 46.83 2.11 4.4% 1.36 2.9% 34% False True 16,563
10 51.96 46.83 5.13 10.8% 1.35 2.8% 14% False True 12,724
20 54.58 46.83 7.75 16.3% 1.28 2.7% 9% False True 9,792
40 63.33 46.83 16.50 34.7% 1.45 3.0% 4% False True 7,660
Crabel Price Patterns
NR True
NR4 True
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 0.23
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 52.29
2.618 50.59
1.618 49.55
1.000 48.91
0.618 48.51
HIGH 47.87
0.618 47.47
0.500 47.35
0.382 47.23
LOW 46.83
0.618 46.19
1.000 45.79
1.618 45.15
2.618 44.11
4.250 42.41
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 47.48 47.89
PP 47.42 47.77
S1 47.35 47.66

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

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