NYMEX Light Sweet Crude Oil Future September 2015


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 44.81 43.27 -1.54 -3.4% 46.86
High 45.34 43.87 -1.47 -3.2% 46.94
Low 42.69 42.80 0.11 0.3% 43.70
Close 43.08 43.30 0.22 0.5% 43.87
Range 2.65 1.07 -1.58 -59.6% 3.24
ATR 1.72 1.68 -0.05 -2.7% 0.00
Volume 538,005 492,271 -45,734 -8.5% 1,785,244
Daily Pivots for day following 12-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.53 45.99 43.89
R3 45.46 44.92 43.59
R2 44.39 44.39 43.50
R1 43.85 43.85 43.40 44.12
PP 43.32 43.32 43.32 43.46
S1 42.78 42.78 43.20 43.05
S2 42.25 42.25 43.10
S3 41.18 41.71 43.01
S4 40.11 40.64 42.71
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.56 52.45 45.65
R3 51.32 49.21 44.76
R2 48.08 48.08 44.46
R1 45.97 45.97 44.17 45.41
PP 44.84 44.84 44.84 44.55
S1 42.73 42.73 43.57 42.17
S2 41.60 41.60 43.28
S3 38.36 39.49 42.98
S4 35.12 36.25 42.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.34 42.69 2.65 6.1% 1.58 3.7% 23% False False 456,551
10 49.36 42.69 6.67 15.4% 1.55 3.6% 9% False False 388,908
20 52.54 42.69 9.85 22.7% 1.51 3.5% 6% False False 337,354
40 62.20 42.69 19.51 45.1% 1.71 4.0% 3% False False 220,425
60 62.51 42.69 19.82 45.8% 1.69 3.9% 3% False False 167,021
80 64.45 42.69 21.76 50.3% 1.68 3.9% 3% False False 135,239
100 64.45 42.69 21.76 50.3% 1.74 4.0% 3% False False 115,897
120 64.45 42.69 21.76 50.3% 1.74 4.0% 3% False False 101,466
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 48.42
2.618 46.67
1.618 45.60
1.000 44.94
0.618 44.53
HIGH 43.87
0.618 43.46
0.500 43.34
0.382 43.21
LOW 42.80
0.618 42.14
1.000 41.73
1.618 41.07
2.618 40.00
4.250 38.25
Fisher Pivots for day following 12-Aug-2015
Pivot 1 day 3 day
R1 43.34 44.02
PP 43.32 43.78
S1 43.31 43.54

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

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