NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 02-Sep-2015
Day Change Summary
Previous Current
01-Sep-2015 02-Sep-2015 Change Change % Previous Week
Open 50.61 46.82 -3.79 -7.5% 42.71
High 51.56 49.29 -2.27 -4.4% 49.18
Low 46.92 46.10 -0.82 -1.7% 40.67
Close 48.05 48.88 0.83 1.7% 48.45
Range 4.64 3.19 -1.45 -31.3% 8.51
ATR 2.32 2.38 0.06 2.7% 0.00
Volume 30,608 25,805 -4,803 -15.7% 95,923
Daily Pivots for day following 02-Sep-2015
Classic Woodie Camarilla DeMark
R4 57.66 56.46 50.63
R3 54.47 53.27 49.76
R2 51.28 51.28 49.46
R1 50.08 50.08 49.17 50.68
PP 48.09 48.09 48.09 48.39
S1 46.89 46.89 48.59 47.49
S2 44.90 44.90 48.30
S3 41.71 43.70 48.00
S4 38.52 40.51 47.13
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 42.16 10.31 21.1% 4.25 8.7% 65% False False 27,544
10 52.47 40.67 11.80 24.1% 2.79 5.7% 70% False False 22,872
20 52.47 40.67 11.80 24.1% 2.03 4.2% 70% False False 19,685
40 56.31 40.67 15.64 32.0% 1.71 3.5% 52% False False 13,537
60 63.43 40.67 22.76 46.6% 1.60 3.3% 36% False False 10,731
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Bull Hook False
Stretch 0.41
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.85
2.618 57.64
1.618 54.45
1.000 52.48
0.618 51.26
HIGH 49.29
0.618 48.07
0.500 47.70
0.382 47.32
LOW 46.10
0.618 44.13
1.000 42.91
1.618 40.94
2.618 37.75
4.250 32.54
Fisher Pivots for day following 02-Sep-2015
Pivot 1 day 3 day
R1 48.49 49.29
PP 48.09 49.15
S1 47.70 49.02

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

View Archives - Comment on this page... - Back to Index of Symbols