NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 43.57 43.28 -0.29 -0.7% 45.83
High 44.20 43.51 -0.69 -1.6% 46.13
Low 42.89 42.13 -0.76 -1.8% 42.13
Close 43.67 42.63 -1.04 -2.4% 42.63
Range 1.31 1.38 0.07 5.3% 4.00
ATR 1.47 1.47 0.01 0.4% 0.00
Volume 49,305 32,700 -16,605 -33.7% 172,218
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.90 46.14 43.39
R3 45.52 44.76 43.01
R2 44.14 44.14 42.88
R1 43.38 43.38 42.76 43.07
PP 42.76 42.76 42.76 42.60
S1 42.00 42.00 42.50 41.69
S2 41.38 41.38 42.38
S3 40.00 40.62 42.25
S4 38.62 39.24 41.87
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.63 53.13 44.83
R3 51.63 49.13 43.73
R2 47.63 47.63 43.36
R1 45.13 45.13 43.00 44.38
PP 43.63 43.63 43.63 43.26
S1 41.13 41.13 42.26 40.38
S2 39.63 39.63 41.90
S3 35.63 37.13 41.53
S4 31.63 33.13 40.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.13 42.13 4.00 9.4% 1.36 3.2% 13% False True 34,443
10 48.45 42.13 6.32 14.8% 1.45 3.4% 8% False True 39,039
20 51.67 42.13 9.54 22.4% 1.42 3.3% 5% False True 30,584
40 61.36 42.13 19.23 45.1% 1.53 3.6% 3% False True 22,861
60 63.32 42.13 21.19 49.7% 1.47 3.5% 2% False True 18,245
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.38
2.618 47.12
1.618 45.74
1.000 44.89
0.618 44.36
HIGH 43.51
0.618 42.98
0.500 42.82
0.382 42.66
LOW 42.13
0.618 41.28
1.000 40.75
1.618 39.90
2.618 38.52
4.250 36.27
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 42.82 43.87
PP 42.76 43.45
S1 42.69 43.04

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

View Archives - Comment on this page... - Back to Index of Symbols