NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 43.82 41.70 -2.12 -4.8% 47.65
High 43.91 43.12 -0.79 -1.8% 47.82
Low 41.25 41.57 0.32 0.8% 43.41
Close 41.66 42.64 0.98 2.4% 43.88
Range 2.66 1.55 -1.11 -41.7% 4.41
ATR 1.48 1.49 0.00 0.3% 0.00
Volume 28,875 17,563 -11,312 -39.2% 125,072
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.09 46.42 43.49
R3 45.54 44.87 43.07
R2 43.99 43.99 42.92
R1 43.32 43.32 42.78 43.66
PP 42.44 42.44 42.44 42.61
S1 41.77 41.77 42.50 42.11
S2 40.89 40.89 42.36
S3 39.34 40.22 42.21
S4 37.79 38.67 41.79
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 47.10 41.25 5.85 13.7% 1.81 4.3% 24% False False 26,896
10 48.60 41.25 7.35 17.2% 1.42 3.3% 19% False False 24,085
20 52.66 41.25 11.41 26.8% 1.40 3.3% 12% False False 19,661
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.71
2.618 47.18
1.618 45.63
1.000 44.67
0.618 44.08
HIGH 43.12
0.618 42.53
0.500 42.35
0.382 42.16
LOW 41.57
0.618 40.61
1.000 40.02
1.618 39.06
2.618 37.51
4.250 34.98
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 42.54 42.97
PP 42.44 42.86
S1 42.35 42.75

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

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