NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 46.57 49.85 3.28 7.0% 41.71
High 50.89 50.22 -0.67 -1.3% 47.58
Low 45.23 45.48 0.25 0.6% 39.22
Close 50.77 46.69 -4.08 -8.0% 46.86
Range 5.66 4.74 -0.92 -16.3% 8.36
ATR 2.21 2.43 0.22 9.9% 0.00
Volume 145,924 170,190 24,266 16.6% 571,809
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 61.68 58.93 49.30
R3 56.94 54.19 47.99
R2 52.20 52.20 47.56
R1 49.45 49.45 47.12 48.46
PP 47.46 47.46 47.46 46.97
S1 44.71 44.71 46.26 43.72
S2 42.72 42.72 45.82
S3 37.98 39.97 45.39
S4 33.24 35.23 44.08
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 69.63 66.61 51.46
R3 61.27 58.25 49.16
R2 52.91 52.91 48.39
R1 49.89 49.89 47.63 51.40
PP 44.55 44.55 44.55 45.31
S1 41.53 41.53 46.09 43.04
S2 36.19 36.19 45.33
S3 27.83 33.17 44.56
S4 19.47 24.81 42.26
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.89 40.10 10.79 23.1% 3.90 8.4% 61% False False 128,603
10 50.89 39.22 11.67 25.0% 2.89 6.2% 64% False False 123,202
20 50.89 39.22 11.67 25.0% 2.15 4.6% 64% False False 109,433
40 55.70 39.22 16.48 35.3% 1.86 4.0% 45% False False 86,938
60 63.12 39.22 23.90 51.2% 1.77 3.8% 31% False False 73,999
80 64.39 39.22 25.17 53.9% 1.74 3.7% 30% False False 68,217
100 65.38 39.22 26.16 56.0% 1.72 3.7% 29% False False 66,041
120 65.38 39.22 26.16 56.0% 1.78 3.8% 29% False False 62,669
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 70.37
2.618 62.63
1.618 57.89
1.000 54.96
0.618 53.15
HIGH 50.22
0.618 48.41
0.500 47.85
0.382 47.29
LOW 45.48
0.618 42.55
1.000 40.74
1.618 37.81
2.618 33.07
4.250 25.34
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 47.85 47.20
PP 47.46 47.03
S1 47.08 46.86

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

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