NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 47.65 46.71 -0.94 -2.0% 47.67
High 47.82 47.33 -0.49 -1.0% 49.61
Low 46.86 46.54 -0.32 -0.7% 46.88
Close 46.99 47.22 0.23 0.5% 47.77
Range 0.96 0.79 -0.17 -17.7% 2.73
ATR 1.34 1.30 -0.04 -2.9% 0.00
Volume 15,555 21,472 5,917 38.0% 112,979
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.40 49.10 47.65
R3 48.61 48.31 47.44
R2 47.82 47.82 47.36
R1 47.52 47.52 47.29 47.67
PP 47.03 47.03 47.03 47.11
S1 46.73 46.73 47.15 46.88
S2 46.24 46.24 47.08
S3 45.45 45.94 47.00
S4 44.66 45.15 46.79
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.28 54.75 49.27
R3 53.55 52.02 48.52
R2 50.82 50.82 48.27
R1 49.29 49.29 48.02 50.06
PP 48.09 48.09 48.09 48.47
S1 46.56 46.56 47.52 47.33
S2 45.36 45.36 47.27
S3 42.63 43.83 47.02
S4 39.90 41.10 46.27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.60 46.54 2.06 4.4% 1.02 2.2% 33% False True 21,273
10 49.94 46.54 3.40 7.2% 1.24 2.6% 20% False True 19,693
20 53.88 46.54 7.34 15.5% 1.24 2.6% 9% False True 15,617
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.23
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 50.69
2.618 49.40
1.618 48.61
1.000 48.12
0.618 47.82
HIGH 47.33
0.618 47.03
0.500 46.94
0.382 46.84
LOW 46.54
0.618 46.05
1.000 45.75
1.618 45.26
2.618 44.47
4.250 43.18
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 47.13 47.29
PP 47.03 47.26
S1 46.94 47.24

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

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