NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 10-Aug-2015
Day Change Summary
Previous Current
07-Aug-2015 10-Aug-2015 Change Change % Previous Week
Open 48.60 47.67 -0.93 -1.9% 50.47
High 48.98 49.42 0.44 0.9% 50.65
Low 47.75 47.64 -0.11 -0.2% 47.75
Close 47.90 49.37 1.47 3.1% 47.90
Range 1.23 1.78 0.55 44.7% 2.90
ATR 1.37 1.40 0.03 2.1% 0.00
Volume 15,163 21,464 6,301 41.6% 71,175
Daily Pivots for day following 10-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.15 53.54 50.35
R3 52.37 51.76 49.86
R2 50.59 50.59 49.70
R1 49.98 49.98 49.53 50.29
PP 48.81 48.81 48.81 48.96
S1 48.20 48.20 49.21 48.51
S2 47.03 47.03 49.04
S3 45.25 46.42 48.88
S4 43.47 44.64 48.39
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 57.47 55.58 49.50
R3 54.57 52.68 48.70
R2 51.67 51.67 48.43
R1 49.78 49.78 48.17 49.28
PP 48.77 48.77 48.77 48.51
S1 46.88 46.88 47.63 46.38
S2 45.87 45.87 47.37
S3 42.97 43.98 47.10
S4 40.07 41.08 46.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.94 47.64 2.30 4.7% 1.24 2.5% 75% False True 15,811
10 52.66 47.64 5.02 10.2% 1.34 2.7% 34% False True 14,210
20 56.44 47.64 8.80 17.8% 1.27 2.6% 20% False True 12,001
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.23
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 56.99
2.618 54.08
1.618 52.30
1.000 51.20
0.618 50.52
HIGH 49.42
0.618 48.74
0.500 48.53
0.382 48.32
LOW 47.64
0.618 46.54
1.000 45.86
1.618 44.76
2.618 42.98
4.250 40.08
Fisher Pivots for day following 10-Aug-2015
Pivot 1 day 3 day
R1 49.09 49.09
PP 48.81 48.81
S1 48.53 48.53

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

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