NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 41.71 41.01 -0.70 -1.7% 44.00
High 42.08 41.22 -0.86 -2.0% 44.36
Low 40.63 38.51 -2.12 -5.2% 40.63
Close 41.19 38.93 -2.26 -5.5% 41.19
Range 1.45 2.71 1.26 86.9% 3.73
ATR 1.54 1.63 0.08 5.4% 0.00
Volume 108,537 88,859 -19,678 -18.1% 476,525
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.68 46.02 40.42
R3 44.97 43.31 39.68
R2 42.26 42.26 39.43
R1 40.60 40.60 39.18 40.08
PP 39.55 39.55 39.55 39.29
S1 37.89 37.89 38.68 37.37
S2 36.84 36.84 38.43
S3 34.13 35.18 38.18
S4 31.42 32.47 37.44
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.25 50.95 43.24
R3 49.52 47.22 42.22
R2 45.79 45.79 41.87
R1 43.49 43.49 41.53 42.78
PP 42.06 42.06 42.06 41.70
S1 39.76 39.76 40.85 39.05
S2 38.33 38.33 40.51
S3 34.60 36.03 40.16
S4 30.87 32.30 39.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.34 38.51 5.83 15.0% 1.79 4.6% 7% False True 93,877
10 46.89 38.51 8.38 21.5% 1.62 4.2% 5% False True 109,049
20 50.46 38.51 11.95 30.7% 1.58 4.1% 4% False True 75,719
40 60.65 38.51 22.14 56.9% 1.65 4.2% 2% False True 49,992
60 62.87 38.51 24.36 62.6% 1.57 4.0% 2% False True 40,070
80 65.03 38.51 26.52 68.1% 1.59 4.1% 2% False True 33,556
100 65.03 38.51 26.52 68.1% 1.57 4.0% 2% False True 29,138
120 65.03 38.51 26.52 68.1% 1.58 4.1% 2% False True 25,626
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 0.41
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 52.74
2.618 48.31
1.618 45.60
1.000 43.93
0.618 42.89
HIGH 41.22
0.618 40.18
0.500 39.87
0.382 39.55
LOW 38.51
0.618 36.84
1.000 35.80
1.618 34.13
2.618 31.42
4.250 26.99
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 39.87 40.57
PP 39.55 40.02
S1 39.24 39.48

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

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