NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 17-Sep-2015
Day Change Summary
Previous Current
16-Sep-2015 17-Sep-2015 Change Change % Previous Week
Open 49.28 49.70 0.42 0.9% 49.03
High 50.64 50.48 -0.16 -0.3% 50.15
Low 49.08 49.57 0.49 1.0% 47.76
Close 50.47 50.04 -0.43 -0.9% 48.90
Range 1.56 0.91 -0.65 -41.7% 2.39
ATR
Volume 4,010 4,361 351 8.8% 14,345
Daily Pivots for day following 17-Sep-2015
Classic Woodie Camarilla DeMark
R4 52.76 52.31 50.54
R3 51.85 51.40 50.29
R2 50.94 50.94 50.21
R1 50.49 50.49 50.12 50.72
PP 50.03 50.03 50.03 50.14
S1 49.58 49.58 49.96 49.81
S2 49.12 49.12 49.87
S3 48.21 48.67 49.79
S4 47.30 47.76 49.54
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.11 54.89 50.21
R3 53.72 52.50 49.56
R2 51.33 51.33 49.34
R1 50.11 50.11 49.12 49.53
PP 48.94 48.94 48.94 48.64
S1 47.72 47.72 48.68 47.14
S2 46.55 46.55 48.46
S3 44.16 45.33 48.24
S4 41.77 42.94 47.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.64 47.76 2.88 5.8% 1.17 2.3% 79% False False 4,779
10 51.00 47.76 3.24 6.5% 1.37 2.7% 70% False False 4,437
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.35
2.618 52.86
1.618 51.95
1.000 51.39
0.618 51.04
HIGH 50.48
0.618 50.13
0.500 50.03
0.382 49.92
LOW 49.57
0.618 49.01
1.000 48.66
1.618 48.10
2.618 47.19
4.250 45.70
Fisher Pivots for day following 17-Sep-2015
Pivot 1 day 3 day
R1 50.04 49.78
PP 50.03 49.52
S1 50.03 49.27

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

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