NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 44.93 44.41 -0.52 -1.2% 45.50
High 45.27 45.14 -0.13 -0.3% 47.71
Low 44.35 44.00 -0.35 -0.8% 44.34
Close 44.47 44.91 0.44 1.0% 45.24
Range 0.92 1.14 0.22 23.9% 3.37
ATR 1.53 1.50 -0.03 -1.8% 0.00
Volume 90,597 72,351 -18,246 -20.1% 562,746
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.10 47.65 45.54
R3 46.96 46.51 45.22
R2 45.82 45.82 45.12
R1 45.37 45.37 45.01 45.60
PP 44.68 44.68 44.68 44.80
S1 44.23 44.23 44.81 44.46
S2 43.54 43.54 44.70
S3 42.40 43.09 44.60
S4 41.26 41.95 44.28
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.87 53.93 47.09
R3 52.50 50.56 46.17
R2 49.13 49.13 45.86
R1 47.19 47.19 45.55 46.48
PP 45.76 45.76 45.76 45.41
S1 43.82 43.82 44.93 43.11
S2 42.39 42.39 44.62
S3 39.02 40.45 44.31
S4 35.65 37.08 43.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.40 44.00 2.40 5.3% 1.19 2.7% 38% False True 110,285
10 48.25 44.00 4.25 9.5% 1.42 3.2% 21% False True 95,665
20 52.42 44.00 8.42 18.7% 1.44 3.2% 11% False True 80,616
40 62.80 44.00 18.80 41.9% 1.59 3.5% 5% False True 69,122
60 63.12 44.00 19.12 42.6% 1.59 3.5% 5% False True 63,000
80 65.38 44.00 21.38 47.6% 1.58 3.5% 4% False True 59,929
100 65.38 44.00 21.38 47.6% 1.62 3.6% 4% False True 59,031
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.99
2.618 48.12
1.618 46.98
1.000 46.28
0.618 45.84
HIGH 45.14
0.618 44.70
0.500 44.57
0.382 44.44
LOW 44.00
0.618 43.30
1.000 42.86
1.618 42.16
2.618 41.02
4.250 39.16
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 44.80 44.87
PP 44.68 44.83
S1 44.57 44.79

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

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