NYMEX Light Sweet Crude Oil Future January 2016


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 45.83 45.35 -0.48 -1.0% 46.20
High 46.13 45.91 -0.22 -0.5% 48.45
Low 45.22 44.90 -0.32 -0.7% 45.31
Close 45.35 45.71 0.36 0.8% 46.13
Range 0.91 1.01 0.10 11.0% 3.14
ATR 1.45 1.41 -0.03 -2.2% 0.00
Volume 28,501 30,874 2,373 8.3% 218,178
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.54 48.13 46.27
R3 47.53 47.12 45.99
R2 46.52 46.52 45.90
R1 46.11 46.11 45.80 46.32
PP 45.51 45.51 45.51 45.61
S1 45.10 45.10 45.62 45.31
S2 44.50 44.50 45.52
S3 43.49 44.09 45.43
S4 42.48 43.08 45.15
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.05 54.23 47.86
R3 52.91 51.09 46.99
R2 49.77 49.77 46.71
R1 47.95 47.95 46.42 47.29
PP 46.63 46.63 46.63 46.30
S1 44.81 44.81 45.84 44.15
S2 43.49 43.49 45.55
S3 40.35 41.67 45.27
S4 37.21 38.53 44.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.17 44.90 2.27 5.0% 1.11 2.4% 36% False True 38,808
10 48.90 44.90 4.00 8.8% 1.36 3.0% 20% False True 36,464
20 52.94 44.90 8.04 17.6% 1.37 3.0% 10% False True 27,788
40 62.97 44.90 18.07 39.5% 1.51 3.3% 4% False True 20,743
60 63.32 44.90 18.42 40.3% 1.47 3.2% 4% False True 16,868
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.20
2.618 48.55
1.618 47.54
1.000 46.92
0.618 46.53
HIGH 45.91
0.618 45.52
0.500 45.41
0.382 45.29
LOW 44.90
0.618 44.28
1.000 43.89
1.618 43.27
2.618 42.26
4.250 40.61
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 45.61 45.70
PP 45.51 45.69
S1 45.41 45.68

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

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