NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 44.40 43.82 -0.58 -1.3% 47.65
High 44.68 43.91 -0.77 -1.7% 47.82
Low 43.41 41.25 -2.16 -5.0% 43.41
Close 43.88 41.66 -2.22 -5.1% 43.88
Range 1.27 2.66 1.39 109.4% 4.41
ATR 1.39 1.48 0.09 6.5% 0.00
Volume 23,876 28,875 4,999 20.9% 125,072
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.25 48.62 43.12
R3 47.59 45.96 42.39
R2 44.93 44.93 42.15
R1 43.30 43.30 41.90 42.79
PP 42.27 42.27 42.27 42.02
S1 40.64 40.64 41.42 40.13
S2 39.61 39.61 41.17
S3 36.95 37.98 40.93
S4 34.29 35.32 40.20
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 47.33 41.25 6.08 14.6% 1.66 4.0% 7% False True 27,678
10 49.61 41.25 8.36 20.1% 1.45 3.5% 5% False True 24,546
20 52.66 41.25 11.41 27.4% 1.39 3.3% 4% False True 19,378
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 0.24
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 55.22
2.618 50.87
1.618 48.21
1.000 46.57
0.618 45.55
HIGH 43.91
0.618 42.89
0.500 42.58
0.382 42.27
LOW 41.25
0.618 39.61
1.000 38.59
1.618 36.95
2.618 34.29
4.250 29.95
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 42.58 43.39
PP 42.27 42.81
S1 41.97 42.24

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

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