NYMEX Light Sweet Crude Oil Future April 2016


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 44.76 43.67 -1.09 -2.4% 48.33
High 45.27 43.67 -1.60 -3.5% 48.59
Low 44.03 41.93 -2.10 -4.8% 44.03
Close 44.46 42.26 -2.20 -4.9% 44.46
Range 1.24 1.74 0.50 40.3% 4.56
ATR 1.15 1.25 0.10 8.5% 0.00
Volume 6,209 10,143 3,934 63.4% 38,735
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.84 46.79 43.22
R3 46.10 45.05 42.74
R2 44.36 44.36 42.58
R1 43.31 43.31 42.42 42.97
PP 42.62 42.62 42.62 42.45
S1 41.57 41.57 42.10 41.23
S2 40.88 40.88 41.94
S3 39.14 39.83 41.78
S4 37.40 38.09 41.30
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 59.37 56.48 46.97
R3 54.81 51.92 45.71
R2 50.25 50.25 45.30
R1 47.36 47.36 44.88 46.53
PP 45.69 45.69 45.69 45.28
S1 42.80 42.80 44.04 41.97
S2 41.13 41.13 43.62
S3 36.57 38.24 43.21
S4 32.01 33.68 41.95
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.01 41.93 6.08 14.4% 1.36 3.2% 5% False True 8,329
10 50.17 41.93 8.24 19.5% 1.23 2.9% 4% False True 8,540
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.22
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 51.07
2.618 48.23
1.618 46.49
1.000 45.41
0.618 44.75
HIGH 43.67
0.618 43.01
0.500 42.80
0.382 42.59
LOW 41.93
0.618 40.85
1.000 40.19
1.618 39.11
2.618 37.37
4.250 34.54
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 42.80 44.03
PP 42.62 43.44
S1 42.44 42.85

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

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