NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 46.71 46.84 0.13 0.3% 47.67
High 47.33 47.10 -0.23 -0.5% 49.61
Low 46.54 44.90 -1.64 -3.5% 46.88
Close 47.22 45.31 -1.91 -4.0% 47.77
Range 0.79 2.20 1.41 178.5% 2.73
ATR 1.30 1.38 0.07 5.6% 0.00
Volume 21,472 27,565 6,093 28.4% 112,979
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 52.37 51.04 46.52
R3 50.17 48.84 45.92
R2 47.97 47.97 45.71
R1 46.64 46.64 45.51 46.21
PP 45.77 45.77 45.77 45.55
S1 44.44 44.44 45.11 44.01
S2 43.57 43.57 44.91
S3 41.37 42.24 44.71
S4 39.17 40.04 44.10
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.28 54.75 49.27
R3 53.55 52.02 48.52
R2 50.82 50.82 48.27
R1 49.29 49.29 48.02 50.06
PP 48.09 48.09 48.09 48.47
S1 46.56 46.56 47.52 47.33
S2 45.36 45.36 47.27
S3 42.63 43.83 47.02
S4 39.90 41.10 46.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.60 44.90 3.70 8.2% 1.25 2.7% 11% False True 21,824
10 49.61 44.90 4.71 10.4% 1.30 2.9% 9% False True 20,933
20 53.01 44.90 8.11 17.9% 1.28 2.8% 5% False True 16,421
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.20
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 56.45
2.618 52.86
1.618 50.66
1.000 49.30
0.618 48.46
HIGH 47.10
0.618 46.26
0.500 46.00
0.382 45.74
LOW 44.90
0.618 43.54
1.000 42.70
1.618 41.34
2.618 39.14
4.250 35.55
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 46.00 46.36
PP 45.77 46.01
S1 45.54 45.66

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

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