NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 43.27 43.34 0.07 0.2% 46.86
High 43.87 43.72 -0.15 -0.3% 46.94
Low 42.80 41.91 -0.89 -2.1% 43.70
Close 43.30 42.23 -1.07 -2.5% 43.87
Range 1.07 1.81 0.74 69.2% 3.24
ATR 1.68 1.68 0.01 0.6% 0.00
Volume 492,271 420,146 -72,125 -14.7% 1,785,244
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.05 46.95 43.23
R3 46.24 45.14 42.73
R2 44.43 44.43 42.56
R1 43.33 43.33 42.40 42.98
PP 42.62 42.62 42.62 42.44
S1 41.52 41.52 42.06 41.17
S2 40.81 40.81 41.90
S3 39.00 39.71 41.73
S4 37.19 37.90 41.23
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 41.91 3.43 8.1% 1.73 4.1% 9% False True 468,385
10 48.62 41.91 6.71 15.9% 1.63 3.9% 5% False True 406,157
20 51.58 41.91 9.67 22.9% 1.54 3.6% 3% False True 348,068
40 61.87 41.91 19.96 47.3% 1.70 4.0% 2% False True 229,276
60 62.51 41.91 20.60 48.8% 1.68 4.0% 2% False True 173,470
80 64.45 41.91 22.54 53.4% 1.68 4.0% 1% False True 140,112
100 64.45 41.91 22.54 53.4% 1.74 4.1% 1% False True 119,850
120 64.45 41.91 22.54 53.4% 1.74 4.1% 1% False True 104,778
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.41
2.618 48.46
1.618 46.65
1.000 45.53
0.618 44.84
HIGH 43.72
0.618 43.03
0.500 42.82
0.382 42.60
LOW 41.91
0.618 40.79
1.000 40.10
1.618 38.98
2.618 37.17
4.250 34.22
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 42.82 43.63
PP 42.62 43.16
S1 42.43 42.70

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

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