NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 46.84 45.11 -1.73 -3.7% 47.67
High 47.10 45.53 -1.57 -3.3% 49.61
Low 44.90 44.14 -0.76 -1.7% 46.88
Close 45.31 44.99 -0.32 -0.7% 47.77
Range 2.20 1.39 -0.81 -36.8% 2.73
ATR 1.38 1.38 0.00 0.1% 0.00
Volume 27,565 36,604 9,039 32.8% 112,979
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.06 48.41 45.75
R3 47.67 47.02 45.37
R2 46.28 46.28 45.24
R1 45.63 45.63 45.12 45.26
PP 44.89 44.89 44.89 44.70
S1 44.24 44.24 44.86 43.87
S2 43.50 43.50 44.74
S3 42.11 42.85 44.61
S4 40.72 41.46 44.23
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 48.03 44.14 3.89 8.6% 1.30 2.9% 22% False True 22,538
10 49.61 44.14 5.47 12.2% 1.36 3.0% 16% False True 22,933
20 52.66 44.14 8.52 18.9% 1.29 2.9% 10% False True 17,547
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 0.24
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.44
2.618 49.17
1.618 47.78
1.000 46.92
0.618 46.39
HIGH 45.53
0.618 45.00
0.500 44.84
0.382 44.67
LOW 44.14
0.618 43.28
1.000 42.75
1.618 41.89
2.618 40.50
4.250 38.23
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 44.94 45.74
PP 44.89 45.49
S1 44.84 45.24

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

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