NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 42.99 42.84 -0.15 -0.3% 44.27
High 43.54 43.22 -0.32 -0.7% 46.01
Low 42.16 42.27 0.11 0.3% 42.16
Close 43.11 42.41 -0.70 -1.6% 43.11
Range 1.38 0.95 -0.43 -31.2% 3.85
ATR 1.64 1.59 -0.05 -3.0% 0.00
Volume 185,423 212,805 27,382 14.8% 1,272,890
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.48 44.90 42.93
R3 44.53 43.95 42.67
R2 43.58 43.58 42.58
R1 43.00 43.00 42.50 42.82
PP 42.63 42.63 42.63 42.54
S1 42.05 42.05 42.32 41.87
S2 41.68 41.68 42.24
S3 40.73 41.10 42.15
S4 39.78 40.15 41.89
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.31 53.06 45.23
R3 51.46 49.21 44.17
R2 47.61 47.61 43.82
R1 45.36 45.36 43.46 44.56
PP 43.76 43.76 43.76 43.36
S1 41.51 41.51 42.76 40.71
S2 39.91 39.91 42.40
S3 36.06 37.66 42.05
S4 32.21 33.81 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.01 42.16 3.85 9.1% 1.54 3.6% 6% False False 245,626
10 47.07 42.16 4.91 11.6% 1.47 3.5% 5% False False 202,923
20 51.83 42.16 9.67 22.8% 1.51 3.6% 3% False False 129,599
40 62.11 42.16 19.95 47.0% 1.64 3.9% 1% False False 84,076
60 62.65 42.16 20.49 48.3% 1.63 3.8% 1% False False 65,342
80 64.74 42.16 22.58 53.2% 1.60 3.8% 1% False False 54,093
100 64.74 42.16 22.58 53.2% 1.64 3.9% 1% False False 46,446
120 64.74 42.16 22.58 53.2% 1.63 3.8% 1% False False 40,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.26
2.618 45.71
1.618 44.76
1.000 44.17
0.618 43.81
HIGH 43.22
0.618 42.86
0.500 42.75
0.382 42.63
LOW 42.27
0.618 41.68
1.000 41.32
1.618 40.73
2.618 39.78
4.250 38.23
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 42.75 43.32
PP 42.63 43.02
S1 42.52 42.71

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

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