NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 43.62 42.71 -0.91 -2.1% 46.58
High 44.07 42.71 -1.36 -3.1% 46.94
Low 42.80 40.67 -2.13 -5.0% 42.80
Close 43.27 41.03 -2.24 -5.2% 43.27
Range 1.27 2.04 0.77 60.6% 4.14
ATR 1.39 1.47 0.09 6.3% 0.00
Volume 14,261 18,885 4,624 32.4% 87,018
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.59 46.35 42.15
R3 45.55 44.31 41.59
R2 43.51 43.51 41.40
R1 42.27 42.27 41.22 41.87
PP 41.47 41.47 41.47 41.27
S1 40.23 40.23 40.84 39.83
S2 39.43 39.43 40.66
S3 37.39 38.19 40.47
S4 35.35 36.15 39.91
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 46.69 40.67 6.02 14.7% 1.56 3.8% 6% False True 17,840
10 48.94 40.67 8.27 20.2% 1.35 3.3% 4% False True 18,363
20 52.15 40.67 11.48 28.0% 1.37 3.3% 3% False True 14,181
40 61.44 40.67 20.77 50.6% 1.47 3.6% 2% False True 10,204
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 0.28
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.38
2.618 48.05
1.618 46.01
1.000 44.75
0.618 43.97
HIGH 42.71
0.618 41.93
0.500 41.69
0.382 41.45
LOW 40.67
0.618 39.41
1.000 38.63
1.618 37.37
2.618 35.33
4.250 32.00
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 41.69 42.78
PP 41.47 42.20
S1 41.25 41.61

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

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