NYMEX Light Sweet Crude Oil Future March 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 46.62 48.25 1.63 3.5% 43.82
High 49.82 53.08 3.26 6.5% 49.82
Low 45.92 47.58 1.66 3.6% 41.25
Close 49.06 52.98 3.92 8.0% 49.06
Range 3.90 5.50 1.60 41.0% 8.57
ATR 1.82 2.08 0.26 14.5% 0.00
Volume 31,025 39,292 8,267 26.6% 123,357
Daily Pivots for day following 31-Aug-2015
Classic Woodie Camarilla DeMark
R4 67.71 65.85 56.01
R3 62.21 60.35 54.49
R2 56.71 56.71 53.99
R1 54.85 54.85 53.48 55.78
PP 51.21 51.21 51.21 51.68
S1 49.35 49.35 52.48 50.28
S2 45.71 45.71 51.97
S3 40.21 43.85 51.47
S4 34.71 38.35 49.96
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 72.42 69.31 53.77
R3 63.85 60.74 51.42
R2 55.28 55.28 50.63
R1 52.17 52.17 49.85 53.73
PP 46.71 46.71 46.71 47.49
S1 43.60 43.60 48.27 45.16
S2 38.14 38.14 47.49
S3 29.57 35.03 46.70
S4 21.00 26.46 44.35
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.08 41.57 11.51 21.7% 3.13 5.9% 99% True False 26,754
10 53.08 41.25 11.83 22.3% 2.40 4.5% 99% True False 27,216
20 53.08 41.25 11.83 22.3% 1.82 3.4% 99% True False 22,914
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 40 trading days
Fibonacci Retracements and Extensions
4.250 76.46
2.618 67.48
1.618 61.98
1.000 58.58
0.618 56.48
HIGH 53.08
0.618 50.98
0.500 50.33
0.382 49.68
LOW 47.58
0.618 44.18
1.000 42.08
1.618 38.68
2.618 33.18
4.250 24.21
Fisher Pivots for day following 31-Aug-2015
Pivot 1 day 3 day
R1 52.10 51.33
PP 51.21 49.69
S1 50.33 48.04

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

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