NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 12-Aug-2015
Day Change Summary
Previous Current
11-Aug-2015 12-Aug-2015 Change Change % Previous Week
Open 47.85 46.41 -1.44 -3.0% 49.18
High 48.45 47.13 -1.32 -2.7% 49.37
Low 46.29 46.05 -0.24 -0.5% 46.46
Close 46.49 46.78 0.29 0.6% 46.61
Range 2.16 1.08 -1.08 -50.0% 2.91
ATR 1.56 1.52 -0.03 -2.2% 0.00
Volume 44,461 46,525 2,064 4.6% 123,766
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.89 49.42 47.37
R3 48.81 48.34 47.08
R2 47.73 47.73 46.98
R1 47.26 47.26 46.88 47.50
PP 46.65 46.65 46.65 46.77
S1 46.18 46.18 46.68 46.42
S2 45.57 45.57 46.58
S3 44.49 45.10 46.48
S4 43.41 44.02 46.19
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.21 54.32 48.21
R3 53.30 51.41 47.41
R2 50.39 50.39 47.14
R1 48.50 48.50 46.88 47.99
PP 47.48 47.48 47.48 47.23
S1 45.59 45.59 46.34 45.08
S2 44.57 44.57 46.08
S3 41.66 42.68 45.81
S4 38.75 39.77 45.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.45 46.05 2.40 5.1% 1.47 3.1% 30% False True 38,763
10 51.47 46.05 5.42 11.6% 1.43 3.1% 13% False True 29,816
20 54.37 46.05 8.32 17.8% 1.35 2.9% 9% False True 23,006
40 63.15 46.05 17.10 36.6% 1.55 3.3% 4% False True 17,916
60 63.32 46.05 17.27 36.9% 1.49 3.2% 4% False True 15,004
Crabel Price Patterns
NR True
NR4 True
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 0.28
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 51.72
2.618 49.96
1.618 48.88
1.000 48.21
0.618 47.80
HIGH 47.13
0.618 46.72
0.500 46.59
0.382 46.46
LOW 46.05
0.618 45.38
1.000 44.97
1.618 44.30
2.618 43.22
4.250 41.46
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 46.72 47.25
PP 46.65 47.09
S1 46.59 46.94

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

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