NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 28-Aug-2015
Day Change Summary
Previous Current
27-Aug-2015 28-Aug-2015 Change Change % Previous Week
Open 42.16 45.92 3.76 8.9% 42.71
High 46.11 49.18 3.07 6.7% 49.18
Low 42.16 45.23 3.07 7.3% 40.67
Close 45.96 48.45 2.49 5.4% 48.45
Range 3.95 3.95 0.00 0.0% 8.51
ATR 1.64 1.81 0.16 10.0% 0.00
Volume 23,041 19,580 -3,461 -15.0% 95,923
Daily Pivots for day following 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 59.47 57.91 50.62
R3 55.52 53.96 49.54
R2 51.57 51.57 49.17
R1 50.01 50.01 48.81 50.79
PP 47.62 47.62 47.62 48.01
S1 46.06 46.06 48.09 46.84
S2 43.67 43.67 47.73
S3 39.72 42.11 47.36
S4 35.77 38.16 46.28
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 71.63 68.55 53.13
R3 63.12 60.04 50.79
R2 54.61 54.61 50.01
R1 51.53 51.53 49.23 53.07
PP 46.10 46.10 46.10 46.87
S1 43.02 43.02 47.67 44.56
S2 37.59 37.59 46.89
S3 29.08 34.51 46.11
S4 20.57 26.00 43.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.18 40.67 8.51 17.6% 2.38 4.9% 91% True False 19,184
10 49.18 40.67 8.51 17.6% 1.86 3.8% 91% True False 18,294
20 50.03 40.67 9.36 19.3% 1.58 3.3% 83% False False 16,144
40 58.89 40.67 18.22 37.6% 1.59 3.3% 43% False False 11,733
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.27
Fibonacci Retracements and Extensions
4.250 65.97
2.618 59.52
1.618 55.57
1.000 53.13
0.618 51.62
HIGH 49.18
0.618 47.67
0.500 47.21
0.382 46.74
LOW 45.23
0.618 42.79
1.000 41.28
1.618 38.84
2.618 34.89
4.250 28.44
Fisher Pivots for day following 28-Aug-2015
Pivot 1 day 3 day
R1 48.04 47.42
PP 47.62 46.40
S1 47.21 45.37

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

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