NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 45.89 44.78 -1.11 -2.4% 47.98
High 46.28 46.55 0.27 0.6% 48.00
Low 44.94 44.63 -0.31 -0.7% 44.94
Close 45.11 46.53 1.42 3.1% 45.11
Range 1.34 1.92 0.58 43.3% 3.06
ATR 1.57 1.59 0.03 1.6% 0.00
Volume 73,201 63,166 -10,035 -13.7% 241,136
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.66 51.02 47.59
R3 49.74 49.10 47.06
R2 47.82 47.82 46.88
R1 47.18 47.18 46.71 47.50
PP 45.90 45.90 45.90 46.07
S1 45.26 45.26 46.35 45.58
S2 43.98 43.98 46.18
S3 42.06 43.34 46.00
S4 40.14 41.42 45.47
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.20 53.21 46.79
R3 52.14 50.15 45.95
R2 49.08 49.08 45.67
R1 47.09 47.09 45.39 46.56
PP 46.02 46.02 46.02 45.75
S1 44.03 44.03 44.83 43.50
S2 42.96 42.96 44.55
S3 39.90 40.97 44.27
S4 36.84 37.91 43.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.63 44.63 3.00 6.4% 1.36 2.9% 63% False True 54,862
10 50.46 44.63 5.83 12.5% 1.53 3.3% 33% False True 42,390
20 54.78 44.63 10.15 21.8% 1.50 3.2% 19% False True 33,787
40 62.68 44.63 18.05 38.8% 1.59 3.4% 11% False True 27,236
60 63.00 44.63 18.37 39.5% 1.59 3.4% 10% False True 24,229
80 65.03 44.63 20.40 43.8% 1.56 3.3% 9% False True 21,354
100 65.03 44.63 20.40 43.8% 1.58 3.4% 9% False True 19,065
120 65.03 44.63 20.40 43.8% 1.56 3.3% 9% False True 17,081
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 54.71
2.618 51.58
1.618 49.66
1.000 48.47
0.618 47.74
HIGH 46.55
0.618 45.82
0.500 45.59
0.382 45.36
LOW 44.63
0.618 43.44
1.000 42.71
1.618 41.52
2.618 39.60
4.250 36.47
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 46.22 46.22
PP 45.90 45.90
S1 45.59 45.59

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

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