NYMEX Light Sweet Crude Oil Future September 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 42.18 41.88 -0.30 -0.7% 43.58
High 42.69 42.90 0.21 0.5% 45.34
Low 41.64 41.43 -0.21 -0.5% 41.35
Close 41.87 42.62 0.75 1.8% 42.50
Range 1.05 1.47 0.42 40.0% 3.99
ATR 1.63 1.62 -0.01 -0.7% 0.00
Volume 314,275 200,185 -114,090 -36.3% 2,259,066
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.73 46.14 43.43
R3 45.26 44.67 43.02
R2 43.79 43.79 42.89
R1 43.20 43.20 42.75 43.50
PP 42.32 42.32 42.32 42.46
S1 41.73 41.73 42.49 42.03
S2 40.85 40.85 42.35
S3 39.38 40.26 42.22
S4 37.91 38.79 41.81
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.03 52.76 44.69
R3 51.04 48.77 43.60
R2 47.05 47.05 43.23
R1 44.78 44.78 42.87 43.92
PP 43.06 43.06 43.06 42.64
S1 40.79 40.79 42.13 39.93
S2 39.07 39.07 41.77
S3 35.08 36.80 41.40
S4 31.09 32.81 40.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.87 41.35 2.52 5.9% 1.40 3.3% 50% False False 348,817
10 46.70 41.35 5.35 12.6% 1.57 3.7% 24% False False 390,189
20 50.71 41.35 9.36 22.0% 1.55 3.6% 14% False False 353,089
40 61.87 41.35 20.52 48.1% 1.68 3.9% 6% False False 244,366
60 62.51 41.35 21.16 49.6% 1.68 3.9% 6% False False 185,309
80 64.45 41.35 23.10 54.2% 1.67 3.9% 5% False False 148,846
100 64.45 41.35 23.10 54.2% 1.71 4.0% 5% False False 127,304
120 64.45 41.35 23.10 54.2% 1.73 4.1% 5% False False 110,971
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.15
2.618 46.75
1.618 45.28
1.000 44.37
0.618 43.81
HIGH 42.90
0.618 42.34
0.500 42.17
0.382 41.99
LOW 41.43
0.618 40.52
1.000 39.96
1.618 39.05
2.618 37.58
4.250 35.18
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 42.47 42.47
PP 42.32 42.31
S1 42.17 42.16

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

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