NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 39.64 40.96 1.32 3.3% 44.93
High 41.26 41.19 -0.07 -0.2% 45.27
Low 39.59 40.10 0.51 1.3% 41.38
Close 40.64 40.20 -0.44 -1.1% 41.91
Range 1.67 1.09 -0.58 -34.7% 3.89
ATR 1.62 1.59 -0.04 -2.4% 0.00
Volume 125,946 107,908 -18,038 -14.3% 507,046
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 43.77 43.07 40.80
R3 42.68 41.98 40.50
R2 41.59 41.59 40.40
R1 40.89 40.89 40.30 40.70
PP 40.50 40.50 40.50 40.40
S1 39.80 39.80 40.10 39.61
S2 39.41 39.41 40.00
S3 38.32 38.71 39.90
S4 37.23 37.62 39.60
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 43.44 39.22 4.22 10.5% 1.63 4.1% 23% False False 120,724
10 46.40 39.22 7.18 17.9% 1.53 3.8% 14% False False 112,572
20 50.88 39.22 11.66 29.0% 1.51 3.8% 8% False False 96,336
40 60.26 39.22 21.04 52.3% 1.63 4.1% 5% False False 80,403
60 63.12 39.22 23.90 59.5% 1.58 3.9% 4% False False 69,176
80 65.38 39.22 26.16 65.1% 1.61 4.0% 4% False False 64,464
100 65.38 39.22 26.16 65.1% 1.60 4.0% 4% False False 63,233
120 65.38 39.22 26.16 65.1% 1.67 4.2% 4% False False 59,610
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 45.82
2.618 44.04
1.618 42.95
1.000 42.28
0.618 41.86
HIGH 41.19
0.618 40.77
0.500 40.65
0.382 40.52
LOW 40.10
0.618 39.43
1.000 39.01
1.618 38.34
2.618 37.25
4.250 35.47
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 40.65 40.59
PP 40.50 40.46
S1 40.35 40.33

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

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