NYMEX Light Sweet Crude Oil Future December 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 41.71 39.64 -2.07 -5.0% 44.93
High 41.95 41.26 -0.69 -1.6% 45.27
Low 39.22 39.59 0.37 0.9% 41.38
Close 39.65 40.64 0.99 2.5% 41.91
Range 2.73 1.67 -1.06 -38.8% 3.89
ATR 1.62 1.62 0.00 0.2% 0.00
Volume 118,962 125,946 6,984 5.9% 507,046
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.51 44.74 41.56
R3 43.84 43.07 41.10
R2 42.17 42.17 40.95
R1 41.40 41.40 40.79 41.79
PP 40.50 40.50 40.50 40.69
S1 39.73 39.73 40.49 40.12
S2 38.83 38.83 40.33
S3 37.16 38.06 40.18
S4 35.49 36.39 39.72
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.52 52.11 44.05
R3 50.63 48.22 42.98
R2 46.74 46.74 42.62
R1 44.33 44.33 42.27 43.59
PP 42.85 42.85 42.85 42.49
S1 40.44 40.44 41.55 39.70
S2 38.96 38.96 41.20
S3 35.07 36.55 40.84
S4 31.18 32.66 39.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.88 39.22 5.66 13.9% 1.87 4.6% 25% False False 117,801
10 46.40 39.22 7.18 17.7% 1.53 3.8% 20% False False 114,043
20 51.08 39.22 11.86 29.2% 1.55 3.8% 12% False False 94,555
40 61.00 39.22 21.78 53.6% 1.65 4.1% 7% False False 78,478
60 63.12 39.22 23.90 58.8% 1.59 3.9% 6% False False 68,250
80 65.38 39.22 26.16 64.4% 1.61 4.0% 5% False False 63,644
100 65.38 39.22 26.16 64.4% 1.62 4.0% 5% False False 62,643
120 65.38 39.22 26.16 64.4% 1.68 4.1% 5% False False 59,136
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 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.36
2.618 45.63
1.618 43.96
1.000 42.93
0.618 42.29
HIGH 41.26
0.618 40.62
0.500 40.43
0.382 40.23
LOW 39.59
0.618 38.56
1.000 37.92
1.618 36.89
2.618 35.22
4.250 32.49
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 40.57 41.01
PP 40.50 40.89
S1 40.43 40.76

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

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