NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 31-Aug-2015
Day Change Summary
Previous Current
28-Aug-2015 31-Aug-2015 Change Change % Previous Week
Open 45.92 47.50 1.58 3.4% 42.71
High 49.18 52.47 3.29 6.7% 49.18
Low 45.23 46.94 1.71 3.8% 40.67
Close 48.45 52.38 3.93 8.1% 48.45
Range 3.95 5.53 1.58 40.0% 8.51
ATR 1.81 2.07 0.27 14.7% 0.00
Volume 19,580 38,686 19,106 97.6% 95,923
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 67.19 65.31 55.42
R3 61.66 59.78 53.90
R2 56.13 56.13 53.39
R1 54.25 54.25 52.89 55.19
PP 50.60 50.60 50.60 51.07
S1 48.72 48.72 51.87 49.66
S2 45.07 45.07 51.37
S3 39.54 43.19 50.86
S4 34.01 37.66 49.34
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 52.47 41.45 11.02 21.0% 3.08 5.9% 99% True False 23,144
10 52.47 40.67 11.80 22.5% 2.32 4.4% 99% True False 20,492
20 52.47 40.67 11.80 22.5% 1.76 3.4% 99% True False 17,608
40 56.31 40.67 15.64 29.9% 1.62 3.1% 75% False False 12,505
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 0.29
Widest range in 59 trading days
Fibonacci Retracements and Extensions
4.250 75.97
2.618 66.95
1.618 61.42
1.000 58.00
0.618 55.89
HIGH 52.47
0.618 50.36
0.500 49.71
0.382 49.05
LOW 46.94
0.618 43.52
1.000 41.41
1.618 37.99
2.618 32.46
4.250 23.44
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 51.49 50.69
PP 50.60 49.00
S1 49.71 47.32

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

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