NYMEX Light Sweet Crude Oil Future February 2016


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 42.71 41.55 -1.16 -2.7% 46.58
High 42.71 42.54 -0.17 -0.4% 46.94
Low 40.67 41.45 0.78 1.9% 42.80
Close 41.03 42.00 0.97 2.4% 43.27
Range 2.04 1.09 -0.95 -46.6% 4.14
ATR 1.47 1.48 0.00 0.2% 0.00
Volume 18,885 14,887 -3,998 -21.2% 87,018
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.27 44.72 42.60
R3 44.18 43.63 42.30
R2 43.09 43.09 42.20
R1 42.54 42.54 42.10 42.82
PP 42.00 42.00 42.00 42.13
S1 41.45 41.45 41.90 41.73
S2 40.91 40.91 41.80
S3 39.82 40.36 41.70
S4 38.73 39.27 41.40
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.76 54.15 45.55
R3 52.62 50.01 44.41
R2 48.48 48.48 44.03
R1 45.87 45.87 43.65 45.11
PP 44.34 44.34 44.34 43.95
S1 41.73 41.73 42.89 40.97
S2 40.20 40.20 42.51
S3 36.06 37.59 42.13
S4 31.92 33.45 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.35 40.67 5.68 13.5% 1.59 3.8% 23% False False 17,820
10 47.96 40.67 7.29 17.4% 1.27 3.0% 18% False False 17,575
20 52.15 40.67 11.48 27.3% 1.35 3.2% 12% False False 14,492
40 61.44 40.67 20.77 49.5% 1.48 3.5% 6% False False 10,510
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.24
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 47.17
2.618 45.39
1.618 44.30
1.000 43.63
0.618 43.21
HIGH 42.54
0.618 42.12
0.500 42.00
0.382 41.87
LOW 41.45
0.618 40.78
1.000 40.36
1.618 39.69
2.618 38.60
4.250 36.82
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 42.00 42.37
PP 42.00 42.25
S1 42.00 42.12

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

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