NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 42.68 45.00 2.32 5.4% 40.30
High 45.90 49.33 3.43 7.5% 45.90
Low 41.78 43.60 1.82 4.4% 37.75
Close 45.22 49.20 3.98 8.8% 45.22
Range 4.12 5.73 1.61 39.1% 8.15
ATR 2.01 2.28 0.27 13.2% 0.00
Volume 666,328 757,503 91,175 13.7% 2,412,748
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 64.57 62.61 52.35
R3 58.84 56.88 50.78
R2 53.11 53.11 50.25
R1 51.15 51.15 49.73 52.13
PP 47.38 47.38 47.38 47.87
S1 45.42 45.42 48.67 46.40
S2 41.65 41.65 48.15
S3 35.92 39.69 47.62
S4 30.19 33.96 46.05
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 67.41 64.46 49.70
R3 59.26 56.31 47.46
R2 51.11 51.11 46.71
R1 48.16 48.16 45.97 49.64
PP 42.96 42.96 42.96 43.69
S1 40.01 40.01 44.47 41.49
S2 34.81 34.81 43.73
S3 26.66 31.86 42.98
S4 18.51 23.71 40.74
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.33 38.16 11.17 22.7% 3.37 6.8% 99% True False 540,377
10 49.33 37.75 11.58 23.5% 2.62 5.3% 99% True False 463,420
20 49.33 37.75 11.58 23.5% 2.05 4.2% 99% True False 333,171
40 54.70 37.75 16.95 34.5% 1.88 3.8% 68% False False 192,802
60 62.65 37.75 24.90 50.6% 1.76 3.6% 46% False False 137,793
80 63.75 37.75 26.00 52.8% 1.74 3.5% 44% False False 109,290
100 64.74 37.75 26.99 54.9% 1.72 3.5% 42% False False 91,253
120 64.74 37.75 26.99 54.9% 1.74 3.5% 42% False False 78,304
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.43
Widest range in 167 trading days
Fibonacci Retracements and Extensions
4.250 73.68
2.618 64.33
1.618 58.60
1.000 55.06
0.618 52.87
HIGH 49.33
0.618 47.14
0.500 46.47
0.382 45.79
LOW 43.60
0.618 40.06
1.000 37.87
1.618 34.33
2.618 28.60
4.250 19.25
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 48.29 47.51
PP 47.38 45.83
S1 46.47 44.14

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

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