NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 44.35 43.62 -0.73 -1.6% 46.58
High 44.89 44.07 -0.82 -1.8% 46.94
Low 43.55 42.80 -0.75 -1.7% 42.80
Close 44.35 43.27 -1.08 -2.4% 43.27
Range 1.34 1.27 -0.07 -5.2% 4.14
ATR 1.37 1.39 0.01 0.9% 0.00
Volume 23,443 14,261 -9,182 -39.2% 87,018
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.19 46.50 43.97
R3 45.92 45.23 43.62
R2 44.65 44.65 43.50
R1 43.96 43.96 43.39 43.67
PP 43.38 43.38 43.38 43.24
S1 42.69 42.69 43.15 42.40
S2 42.11 42.11 43.04
S3 40.84 41.42 42.92
S4 39.57 40.15 42.57
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.76 54.15 45.55
R3 52.62 50.01 44.41
R2 48.48 48.48 44.03
R1 45.87 45.87 43.65 45.11
PP 44.34 44.34 44.34 43.95
S1 41.73 41.73 42.89 40.97
S2 40.20 40.20 42.51
S3 36.06 37.59 42.13
S4 31.92 33.45 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.94 42.80 4.14 9.6% 1.33 3.1% 11% False True 17,403
10 48.94 42.80 6.14 14.2% 1.33 3.1% 8% False True 18,077
20 52.15 42.80 9.35 21.6% 1.32 3.1% 5% False True 13,629
40 61.65 42.80 18.85 43.6% 1.44 3.3% 2% False True 9,811
Crabel Price Patterns
NR True
NR4 False
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 0.29
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.47
2.618 47.39
1.618 46.12
1.000 45.34
0.618 44.85
HIGH 44.07
0.618 43.58
0.500 43.44
0.382 43.29
LOW 42.80
0.618 42.02
1.000 41.53
1.618 40.75
2.618 39.48
4.250 37.40
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 43.44 44.58
PP 43.38 44.14
S1 43.33 43.71

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

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