NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 46.58 46.00 -0.58 -1.2% 47.00
High 46.94 46.69 -0.25 -0.5% 48.94
Low 46.06 45.75 -0.31 -0.7% 46.66
Close 46.19 46.48 0.29 0.6% 46.96
Range 0.88 0.94 0.06 6.8% 2.28
ATR 1.33 1.30 -0.03 -2.1% 0.00
Volume 16,702 14,987 -1,715 -10.3% 93,755
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.13 48.74 47.00
R3 48.19 47.80 46.74
R2 47.25 47.25 46.65
R1 46.86 46.86 46.57 47.06
PP 46.31 46.31 46.31 46.40
S1 45.92 45.92 46.39 46.12
S2 45.37 45.37 46.31
S3 44.43 44.98 46.22
S4 43.49 44.04 45.96
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 47.96 45.75 2.21 4.8% 0.94 2.0% 33% False True 17,331
10 49.45 45.75 3.70 8.0% 1.22 2.6% 20% False True 15,527
20 53.42 45.75 7.67 16.5% 1.27 2.7% 10% False True 11,979
40 63.11 45.75 17.36 37.3% 1.41 3.0% 4% False True 8,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.69
2.618 49.15
1.618 48.21
1.000 47.63
0.618 47.27
HIGH 46.69
0.618 46.33
0.500 46.22
0.382 46.11
LOW 45.75
0.618 45.17
1.000 44.81
1.618 44.23
2.618 43.29
4.250 41.76
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 46.39 46.51
PP 46.31 46.50
S1 46.22 46.49

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

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