NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 44.55 42.65 -1.90 -4.3% 45.50
High 44.88 43.44 -1.44 -3.2% 47.71
Low 42.57 42.20 -0.37 -0.9% 44.34
Close 43.01 42.90 -0.11 -0.3% 45.24
Range 2.31 1.24 -1.07 -46.3% 3.37
ATR 1.56 1.54 -0.02 -1.5% 0.00
Volume 93,292 114,820 21,528 23.1% 562,746
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.57 45.97 43.58
R3 45.33 44.73 43.24
R2 44.09 44.09 43.13
R1 43.49 43.49 43.01 43.79
PP 42.85 42.85 42.85 43.00
S1 42.25 42.25 42.79 42.55
S2 41.61 41.61 42.67
S3 40.37 41.01 42.56
S4 39.13 39.77 42.22
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.87 53.93 47.09
R3 52.50 50.56 46.17
R2 49.13 49.13 45.86
R1 47.19 47.19 45.55 46.48
PP 45.76 45.76 45.76 45.41
S1 43.82 43.82 44.93 43.11
S2 42.39 42.39 44.62
S3 39.02 40.45 44.31
S4 35.65 37.08 43.39
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.58 42.20 3.38 7.9% 1.37 3.2% 21% False True 99,849
10 47.71 42.20 5.51 12.8% 1.51 3.5% 13% False True 103,586
20 51.08 42.20 8.88 20.7% 1.47 3.4% 8% False True 85,000
40 61.70 42.20 19.50 45.5% 1.59 3.7% 4% False True 71,789
60 63.12 42.20 20.92 48.8% 1.58 3.7% 3% False True 65,120
80 65.38 42.20 23.18 54.0% 1.59 3.7% 3% False True 61,278
100 65.38 42.20 23.18 54.0% 1.62 3.8% 3% False True 60,022
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 0.38
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.71
2.618 46.69
1.618 45.45
1.000 44.68
0.618 44.21
HIGH 43.44
0.618 42.97
0.500 42.82
0.382 42.67
LOW 42.20
0.618 41.43
1.000 40.96
1.618 40.19
2.618 38.95
4.250 36.93
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 42.87 43.67
PP 42.85 43.41
S1 42.82 43.16

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

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