NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 46.00 46.16 0.16 0.3% 47.00
High 46.69 46.35 -0.34 -0.7% 48.94
Low 45.75 44.14 -1.61 -3.5% 46.66
Close 46.48 44.57 -1.91 -4.1% 46.96
Range 0.94 2.21 1.27 135.1% 2.28
ATR 1.30 1.38 0.07 5.7% 0.00
Volume 14,987 17,625 2,638 17.6% 93,755
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.65 50.32 45.79
R3 49.44 48.11 45.18
R2 47.23 47.23 44.98
R1 45.90 45.90 44.77 45.46
PP 45.02 45.02 45.02 44.80
S1 43.69 43.69 44.37 43.25
S2 42.81 42.81 44.16
S3 40.60 41.48 43.96
S4 38.39 39.27 43.35
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.36 52.94 48.21
R3 52.08 50.66 47.59
R2 49.80 49.80 47.38
R1 48.38 48.38 47.17 47.95
PP 47.52 47.52 47.52 47.31
S1 46.10 46.10 46.75 45.67
S2 45.24 45.24 46.54
S3 42.96 43.82 46.33
S4 40.68 41.54 45.71
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.96 44.14 3.82 8.6% 1.18 2.6% 11% False True 16,433
10 48.94 44.14 4.80 10.8% 1.27 2.9% 9% False True 16,498
20 52.53 44.14 8.39 18.8% 1.31 2.9% 5% False True 12,349
40 63.05 44.14 18.91 42.4% 1.43 3.2% 2% False True 9,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.21
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 55.74
2.618 52.14
1.618 49.93
1.000 48.56
0.618 47.72
HIGH 46.35
0.618 45.51
0.500 45.25
0.382 44.98
LOW 44.14
0.618 42.77
1.000 41.93
1.618 40.56
2.618 38.35
4.250 34.75
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 45.25 45.54
PP 45.02 45.22
S1 44.80 44.89

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

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