NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 27-Aug-2015
Day Change Summary
Previous Current
26-Aug-2015 27-Aug-2015 Change Change % Previous Week
Open 42.34 42.16 -0.18 -0.4% 46.58
High 42.45 46.11 3.66 8.6% 46.94
Low 41.56 42.16 0.60 1.4% 42.80
Close 41.73 45.96 4.23 10.1% 43.27
Range 0.89 3.95 3.06 343.8% 4.14
ATR 1.43 1.64 0.21 14.7% 0.00
Volume 19,530 23,041 3,511 18.0% 87,018
Daily Pivots for day following 27-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.59 55.23 48.13
R3 52.64 51.28 47.05
R2 48.69 48.69 46.68
R1 47.33 47.33 46.32 48.01
PP 44.74 44.74 44.74 45.09
S1 43.38 43.38 45.60 44.06
S2 40.79 40.79 45.24
S3 36.84 39.43 44.87
S4 32.89 35.48 43.79
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 46.11 40.67 5.44 11.8% 1.85 4.0% 97% True False 18,120
10 47.26 40.67 6.59 14.3% 1.52 3.3% 80% False False 17,196
20 51.44 40.67 10.77 23.4% 1.46 3.2% 49% False False 15,625
40 60.00 40.67 19.33 42.1% 1.52 3.3% 27% False False 11,339
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 0.20
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 62.90
2.618 56.45
1.618 52.50
1.000 50.06
0.618 48.55
HIGH 46.11
0.618 44.60
0.500 44.14
0.382 43.67
LOW 42.16
0.618 39.72
1.000 38.21
1.618 35.77
2.618 31.82
4.250 25.37
Fisher Pivots for day following 27-Aug-2015
Pivot 1 day 3 day
R1 45.35 45.23
PP 44.74 44.51
S1 44.14 43.78

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

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