NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 44.03 42.99 -1.04 -2.4% 44.27
High 44.48 43.54 -0.94 -2.1% 46.01
Low 42.66 42.16 -0.50 -1.2% 42.16
Close 42.98 43.11 0.13 0.3% 43.11
Range 1.82 1.38 -0.44 -24.2% 3.85
ATR 1.66 1.64 -0.02 -1.2% 0.00
Volume 262,886 185,423 -77,463 -29.5% 1,272,890
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.08 46.47 43.87
R3 45.70 45.09 43.49
R2 44.32 44.32 43.36
R1 43.71 43.71 43.24 44.02
PP 42.94 42.94 42.94 43.09
S1 42.33 42.33 42.98 42.64
S2 41.56 41.56 42.86
S3 40.18 40.95 42.73
S4 38.80 39.57 42.35
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.31 53.06 45.23
R3 51.46 49.21 44.17
R2 47.61 47.61 43.82
R1 45.36 45.36 43.46 44.56
PP 43.76 43.76 43.76 43.36
S1 41.51 41.51 42.76 40.71
S2 39.91 39.91 42.40
S3 36.06 37.66 42.05
S4 32.21 33.81 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.01 42.16 3.85 8.9% 1.72 4.0% 25% False True 254,578
10 47.32 42.16 5.16 12.0% 1.56 3.6% 18% False True 188,773
20 51.94 42.16 9.78 22.7% 1.53 3.6% 10% False True 120,747
40 62.11 42.16 19.95 46.3% 1.65 3.8% 5% False True 79,366
60 62.65 42.16 20.49 47.5% 1.64 3.8% 5% False True 62,163
80 64.74 42.16 22.58 52.4% 1.62 3.8% 4% False True 51,639
100 64.74 42.16 22.58 52.4% 1.65 3.8% 4% False True 44,462
120 64.74 42.16 22.58 52.4% 1.64 3.8% 4% False True 38,977
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.41
2.618 47.15
1.618 45.77
1.000 44.92
0.618 44.39
HIGH 43.54
0.618 43.01
0.500 42.85
0.382 42.69
LOW 42.16
0.618 41.31
1.000 40.78
1.618 39.93
2.618 38.55
4.250 36.30
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 43.02 43.40
PP 42.94 43.30
S1 42.85 43.21

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

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