NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 14-Aug-2015
Day Change Summary
Previous Current
13-Aug-2015 14-Aug-2015 Change Change % Previous Week
Open 45.12 44.18 -0.94 -2.1% 44.78
High 45.50 44.67 -0.83 -1.8% 46.89
Low 43.87 43.35 -0.52 -1.2% 43.35
Close 44.18 44.31 0.13 0.3% 44.31
Range 1.63 1.32 -0.31 -19.0% 3.54
ATR 1.61 1.59 -0.02 -1.3% 0.00
Volume 144,909 143,588 -1,321 -0.9% 588,272
Daily Pivots for day following 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.07 47.51 45.04
R3 46.75 46.19 44.67
R2 45.43 45.43 44.55
R1 44.87 44.87 44.43 45.15
PP 44.11 44.11 44.11 44.25
S1 43.55 43.55 44.19 43.83
S2 42.79 42.79 44.07
S3 41.47 42.23 43.95
S4 40.15 40.91 43.58
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.47 53.43 46.26
R3 51.93 49.89 45.28
R2 48.39 48.39 44.96
R1 46.35 46.35 44.63 45.60
PP 44.85 44.85 44.85 44.48
S1 42.81 42.81 43.99 42.06
S2 41.31 41.31 43.66
S3 37.77 39.27 43.34
S4 34.23 35.73 42.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.89 43.35 3.54 8.0% 1.66 3.7% 27% False True 117,654
10 48.00 43.35 4.65 10.5% 1.51 3.4% 21% False True 82,940
20 52.45 43.35 9.10 20.5% 1.47 3.3% 11% False True 54,884
40 62.41 43.35 19.06 43.0% 1.61 3.6% 5% False True 38,566
60 62.87 43.35 19.52 44.1% 1.60 3.6% 5% False True 32,294
80 65.03 43.35 21.68 48.9% 1.57 3.5% 4% False True 27,450
100 65.03 43.35 21.68 48.9% 1.59 3.6% 4% False True 23,986
120 65.03 43.35 21.68 48.9% 1.57 3.5% 4% False True 21,209
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.28
2.618 48.13
1.618 46.81
1.000 45.99
0.618 45.49
HIGH 44.67
0.618 44.17
0.500 44.01
0.382 43.85
LOW 43.35
0.618 42.53
1.000 42.03
1.618 41.21
2.618 39.89
4.250 37.74
Fisher Pivots for day following 14-Aug-2015
Pivot 1 day 3 day
R1 44.21 44.45
PP 44.11 44.40
S1 44.01 44.36

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

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