NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 45.11 44.40 -0.71 -1.6% 47.65
High 45.53 44.68 -0.85 -1.9% 47.82
Low 44.14 43.41 -0.73 -1.7% 43.41
Close 44.99 43.88 -1.11 -2.5% 43.88
Range 1.39 1.27 -0.12 -8.6% 4.41
ATR 1.38 1.39 0.01 1.1% 0.00
Volume 36,604 23,876 -12,728 -34.8% 125,072
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.80 47.11 44.58
R3 46.53 45.84 44.23
R2 45.26 45.26 44.11
R1 44.57 44.57 44.00 44.28
PP 43.99 43.99 43.99 43.85
S1 43.30 43.30 43.76 43.01
S2 42.72 42.72 43.65
S3 41.45 42.03 43.53
S4 40.18 40.76 43.18
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 58.27 55.48 46.31
R3 53.86 51.07 45.09
R2 49.45 49.45 44.69
R1 46.66 46.66 44.28 45.85
PP 45.04 45.04 45.04 44.63
S1 42.25 42.25 43.48 41.44
S2 40.63 40.63 43.07
S3 36.22 37.84 42.67
S4 31.81 33.43 41.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.82 43.41 4.41 10.1% 1.32 3.0% 11% False True 25,014
10 49.61 43.41 6.20 14.1% 1.36 3.1% 8% False True 23,805
20 52.66 43.41 9.25 21.1% 1.30 3.0% 5% False True 18,420
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 0.23
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 50.08
2.618 48.00
1.618 46.73
1.000 45.95
0.618 45.46
HIGH 44.68
0.618 44.19
0.500 44.05
0.382 43.90
LOW 43.41
0.618 42.63
1.000 42.14
1.618 41.36
2.618 40.09
4.250 38.01
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 44.05 45.26
PP 43.99 44.80
S1 43.94 44.34

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

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