NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 44.00 43.50 -0.50 -1.1% 44.78
High 44.36 44.34 -0.02 0.0% 46.89
Low 43.44 43.09 -0.35 -0.8% 43.35
Close 43.56 44.09 0.53 1.2% 44.31
Range 0.92 1.25 0.33 35.9% 3.54
ATR 1.54 1.52 -0.02 -1.3% 0.00
Volume 95,995 77,957 -18,038 -18.8% 588,272
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.59 47.09 44.78
R3 46.34 45.84 44.43
R2 45.09 45.09 44.32
R1 44.59 44.59 44.20 44.84
PP 43.84 43.84 43.84 43.97
S1 43.34 43.34 43.98 43.59
S2 42.59 42.59 43.86
S3 41.34 42.09 43.75
S4 40.09 40.84 43.40
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 45.54 43.09 2.45 5.6% 1.24 2.8% 41% False True 118,007
10 47.63 43.09 4.54 10.3% 1.46 3.3% 22% False True 93,025
20 51.75 43.09 8.66 19.6% 1.46 3.3% 12% False True 61,510
40 62.41 43.09 19.32 43.8% 1.59 3.6% 5% False True 42,046
60 62.87 43.09 19.78 44.9% 1.58 3.6% 5% False True 34,602
80 65.03 43.09 21.94 49.8% 1.56 3.5% 5% False True 29,302
100 65.03 43.09 21.94 49.8% 1.56 3.5% 5% False True 25,560
120 65.03 43.09 21.94 49.8% 1.55 3.5% 5% False True 22,558
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.65
2.618 47.61
1.618 46.36
1.000 45.59
0.618 45.11
HIGH 44.34
0.618 43.86
0.500 43.72
0.382 43.57
LOW 43.09
0.618 42.32
1.000 41.84
1.618 41.07
2.618 39.82
4.250 37.78
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 43.97 44.02
PP 43.84 43.95
S1 43.72 43.88

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

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