NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 41.55 42.34 0.79 1.9% 46.58
High 42.54 42.45 -0.09 -0.2% 46.94
Low 41.45 41.56 0.11 0.3% 42.80
Close 42.00 41.73 -0.27 -0.6% 43.27
Range 1.09 0.89 -0.20 -18.3% 4.14
ATR 1.48 1.43 -0.04 -2.8% 0.00
Volume 14,887 19,530 4,643 31.2% 87,018
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 44.58 44.05 42.22
R3 43.69 43.16 41.97
R2 42.80 42.80 41.89
R1 42.27 42.27 41.81 42.09
PP 41.91 41.91 41.91 41.83
S1 41.38 41.38 41.65 41.20
S2 41.02 41.02 41.57
S3 40.13 40.49 41.49
S4 39.24 39.60 41.24
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 44.89 40.67 4.22 10.1% 1.33 3.2% 25% False False 18,201
10 47.96 40.67 7.29 17.5% 1.25 3.0% 15% False False 17,317
20 51.96 40.67 11.29 27.1% 1.30 3.1% 9% False False 15,021
40 60.69 40.67 20.02 48.0% 1.46 3.5% 5% False False 10,859
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 46.23
2.618 44.78
1.618 43.89
1.000 43.34
0.618 43.00
HIGH 42.45
0.618 42.11
0.500 42.01
0.382 41.90
LOW 41.56
0.618 41.01
1.000 40.67
1.618 40.12
2.618 39.23
4.250 37.78
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 42.01 41.72
PP 41.91 41.70
S1 41.82 41.69

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

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