NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 47.62 46.70 -0.92 -1.9% 47.00
High 47.96 47.26 -0.70 -1.5% 48.94
Low 46.66 46.70 0.04 0.1% 46.66
Close 46.91 46.96 0.05 0.1% 46.96
Range 1.30 0.56 -0.74 -56.9% 2.28
ATR 1.43 1.36 -0.06 -4.3% 0.00
Volume 24,249 8,603 -15,646 -64.5% 93,755
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.65 48.37 47.27
R3 48.09 47.81 47.11
R2 47.53 47.53 47.06
R1 47.25 47.25 47.01 47.39
PP 46.97 46.97 46.97 47.05
S1 46.69 46.69 46.91 46.83
S2 46.41 46.41 46.86
S3 45.85 46.13 46.81
S4 45.29 45.57 46.65
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.36 52.94 48.21
R3 52.08 50.66 47.59
R2 49.80 49.80 47.38
R1 48.38 48.38 47.17 47.95
PP 47.52 47.52 47.52 47.31
S1 46.10 46.10 46.75 45.67
S2 45.24 45.24 46.54
S3 42.96 43.82 46.33
S4 40.68 41.54 45.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.94 46.66 2.28 4.9% 1.34 2.8% 13% False False 18,751
10 50.03 46.66 3.37 7.2% 1.31 2.8% 9% False False 13,995
20 54.03 46.66 7.37 15.7% 1.28 2.7% 4% False False 10,949
40 63.11 46.66 16.45 35.0% 1.42 3.0% 2% False False 8,160
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.21
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 49.64
2.618 48.73
1.618 48.17
1.000 47.82
0.618 47.61
HIGH 47.26
0.618 47.05
0.500 46.98
0.382 46.91
LOW 46.70
0.618 46.35
1.000 46.14
1.618 45.79
2.618 45.23
4.250 44.32
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 46.98 47.31
PP 46.97 47.19
S1 46.97 47.08

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

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