NYMEX Light Sweet Crude Oil Future November 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 45.00 45.12 0.12 0.3% 47.98
High 45.54 45.50 -0.04 -0.1% 48.00
Low 44.46 43.87 -0.59 -1.3% 44.94
Close 45.04 44.18 -0.86 -1.9% 45.11
Range 1.08 1.63 0.55 50.9% 3.06
ATR 1.61 1.61 0.00 0.1% 0.00
Volume 127,586 144,909 17,323 13.6% 241,136
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.41 48.42 45.08
R3 47.78 46.79 44.63
R2 46.15 46.15 44.48
R1 45.16 45.16 44.33 44.84
PP 44.52 44.52 44.52 44.36
S1 43.53 43.53 44.03 43.21
S2 42.89 42.89 43.88
S3 41.26 41.90 43.73
S4 39.63 40.27 43.28
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 46.89 43.87 3.02 6.8% 1.66 3.8% 10% False True 103,577
10 49.65 43.87 5.78 13.1% 1.56 3.5% 5% False True 71,023
20 52.45 43.87 8.58 19.4% 1.46 3.3% 4% False True 48,702
40 62.41 43.87 18.54 42.0% 1.61 3.6% 2% False True 35,782
60 62.87 43.87 19.00 43.0% 1.59 3.6% 2% False True 30,128
80 65.03 43.87 21.16 47.9% 1.57 3.5% 1% False True 25,746
100 65.03 43.87 21.16 47.9% 1.58 3.6% 1% False True 22,604
120 65.03 43.87 21.16 47.9% 1.56 3.5% 1% False True 20,083
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 52.43
2.618 49.77
1.618 48.14
1.000 47.13
0.618 46.51
HIGH 45.50
0.618 44.88
0.500 44.69
0.382 44.49
LOW 43.87
0.618 42.86
1.000 42.24
1.618 41.23
2.618 39.60
4.250 36.94
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 44.69 45.38
PP 44.52 44.98
S1 44.35 44.58

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

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