NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 47.70 48.38 0.68 1.4% 50.47
High 48.55 48.60 0.05 0.1% 50.65
Low 47.49 47.47 -0.02 0.0% 47.75
Close 48.28 47.72 -0.56 -1.2% 47.90
Range 1.06 1.13 0.07 6.6% 2.90
ATR 1.41 1.39 -0.02 -1.4% 0.00
Volume 24,812 33,035 8,223 33.1% 71,175
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.32 50.65 48.34
R3 50.19 49.52 48.03
R2 49.06 49.06 47.93
R1 48.39 48.39 47.82 48.16
PP 47.93 47.93 47.93 47.82
S1 47.26 47.26 47.62 47.03
S2 46.80 46.80 47.51
S3 45.67 46.13 47.41
S4 44.54 45.00 47.10
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 57.47 55.58 49.50
R3 54.57 52.68 48.70
R2 51.67 51.67 48.43
R1 49.78 49.78 48.17 49.28
PP 48.77 48.77 48.77 48.51
S1 46.88 46.88 47.63 46.38
S2 45.87 45.87 47.37
S3 42.97 43.98 47.10
S4 40.07 41.08 46.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.61 47.47 2.14 4.5% 1.42 3.0% 12% False True 23,329
10 52.01 47.47 4.54 9.5% 1.37 2.9% 6% False True 18,461
20 54.45 47.47 6.98 14.6% 1.22 2.6% 4% False True 14,287
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.26
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.40
2.618 51.56
1.618 50.43
1.000 49.73
0.618 49.30
HIGH 48.60
0.618 48.17
0.500 48.04
0.382 47.90
LOW 47.47
0.618 46.77
1.000 46.34
1.618 45.64
2.618 44.51
4.250 42.67
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 48.04 48.54
PP 47.93 48.27
S1 47.83 47.99

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

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