NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 25-Sep-2015
Day Change Summary
Previous Current
24-Sep-2015 25-Sep-2015 Change Change % Previous Week
Open 44.62 45.05 0.43 1.0% 45.31
High 45.18 46.38 1.20 2.7% 47.15
Low 43.71 44.86 1.15 2.6% 43.71
Close 44.91 45.70 0.79 1.8% 45.70
Range 1.47 1.52 0.05 3.4% 3.44
ATR 2.17 2.13 -0.05 -2.1% 0.00
Volume 371,976 338,622 -33,354 -9.0% 1,812,620
Daily Pivots for day following 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 50.21 49.47 46.54
R3 48.69 47.95 46.12
R2 47.17 47.17 45.98
R1 46.43 46.43 45.84 46.80
PP 45.65 45.65 45.65 45.83
S1 44.91 44.91 45.56 45.28
S2 44.13 44.13 45.42
S3 42.61 43.39 45.28
S4 41.09 41.87 44.86
Weekly Pivots for week ending 25-Sep-2015
Classic Woodie Camarilla DeMark
R4 55.84 54.21 47.59
R3 52.40 50.77 46.65
R2 48.96 48.96 46.33
R1 47.33 47.33 46.02 48.15
PP 45.52 45.52 45.52 45.93
S1 43.89 43.89 45.38 44.71
S2 42.08 42.08 45.07
S3 38.64 40.45 44.75
S4 35.20 37.01 43.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.15 43.71 3.44 7.5% 1.82 4.0% 58% False False 362,524
10 48.07 43.71 4.36 9.5% 1.84 4.0% 46% False False 290,913
20 50.04 42.60 7.44 16.3% 2.48 5.4% 42% False False 225,444
40 50.04 38.51 11.53 25.2% 2.08 4.5% 62% False False 155,669
60 59.00 38.51 20.49 44.8% 1.95 4.3% 35% False False 112,742
80 62.87 38.51 24.36 53.3% 1.83 4.0% 30% False False 89,164
100 65.03 38.51 26.52 58.0% 1.80 3.9% 27% False False 74,567
120 65.03 38.51 26.52 58.0% 1.73 3.8% 27% False False 64,124
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 52.84
2.618 50.36
1.618 48.84
1.000 47.90
0.618 47.32
HIGH 46.38
0.618 45.80
0.500 45.62
0.382 45.44
LOW 44.86
0.618 43.92
1.000 43.34
1.618 42.40
2.618 40.88
4.250 38.40
Fisher Pivots for day following 25-Sep-2015
Pivot 1 day 3 day
R1 45.67 45.61
PP 45.65 45.52
S1 45.62 45.43

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

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