NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 41.01 38.90 -2.11 -5.1% 44.00
High 41.22 40.56 -0.66 -1.6% 44.36
Low 38.51 38.85 0.34 0.9% 40.63
Close 38.93 39.95 1.02 2.6% 41.19
Range 2.71 1.71 -1.00 -36.9% 3.73
ATR 1.63 1.63 0.01 0.4% 0.00
Volume 88,859 100,016 11,157 12.6% 476,525
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 44.92 44.14 40.89
R3 43.21 42.43 40.42
R2 41.50 41.50 40.26
R1 40.72 40.72 40.11 41.11
PP 39.79 39.79 39.79 39.98
S1 39.01 39.01 39.79 39.40
S2 38.08 38.08 39.64
S3 36.37 37.30 39.48
S4 34.66 35.59 39.01
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 44.09 38.51 5.58 14.0% 1.88 4.7% 26% False False 98,289
10 45.54 38.51 7.03 17.6% 1.56 3.9% 20% False False 108,148
20 50.46 38.51 11.95 29.9% 1.58 3.9% 12% False False 79,391
40 60.65 38.51 22.14 55.4% 1.66 4.2% 7% False False 52,183
60 62.87 38.51 24.36 61.0% 1.58 4.0% 6% False False 41,382
80 65.03 38.51 26.52 66.4% 1.60 4.0% 5% False False 34,661
100 65.03 38.51 26.52 66.4% 1.57 3.9% 5% False False 30,035
120 65.03 38.51 26.52 66.4% 1.59 4.0% 5% False False 26,390
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.36
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.83
2.618 45.04
1.618 43.33
1.000 42.27
0.618 41.62
HIGH 40.56
0.618 39.91
0.500 39.71
0.382 39.50
LOW 38.85
0.618 37.79
1.000 37.14
1.618 36.08
2.618 34.37
4.250 31.58
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 39.87 40.30
PP 39.79 40.18
S1 39.71 40.07

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

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