NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 17-Aug-2015
Day Change Summary
Previous Current
14-Aug-2015 17-Aug-2015 Change Change % Previous Week
Open 42.23 42.18 -0.05 -0.1% 43.58
High 42.96 42.69 -0.27 -0.6% 45.34
Low 41.35 41.64 0.29 0.7% 41.35
Close 42.50 41.87 -0.63 -1.5% 42.50
Range 1.61 1.05 -0.56 -34.8% 3.99
ATR 1.68 1.63 -0.04 -2.7% 0.00
Volume 317,211 314,275 -2,936 -0.9% 2,259,066
Daily Pivots for day following 17-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.22 44.59 42.45
R3 44.17 43.54 42.16
R2 43.12 43.12 42.06
R1 42.49 42.49 41.97 42.28
PP 42.07 42.07 42.07 41.96
S1 41.44 41.44 41.77 41.23
S2 41.02 41.02 41.68
S3 39.97 40.39 41.58
S4 38.92 39.34 41.29
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.03 52.76 44.69
R3 51.04 48.77 43.60
R2 47.05 47.05 43.23
R1 44.78 44.78 42.87 43.92
PP 43.06 43.06 43.06 42.64
S1 40.79 40.79 42.13 39.93
S2 39.07 39.07 41.77
S3 35.08 36.80 41.40
S4 31.09 32.81 40.31
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.34 41.35 3.99 9.5% 1.64 3.9% 13% False False 416,381
10 46.70 41.35 5.35 12.8% 1.52 3.6% 10% False False 398,750
20 51.41 41.35 10.06 24.0% 1.55 3.7% 5% False False 355,796
40 61.87 41.35 20.52 49.0% 1.68 4.0% 3% False False 241,068
60 62.51 41.35 21.16 50.5% 1.68 4.0% 2% False False 182,872
80 64.45 41.35 23.10 55.2% 1.66 4.0% 2% False False 147,145
100 64.45 41.35 23.10 55.2% 1.73 4.1% 2% False False 125,669
120 64.45 41.35 23.10 55.2% 1.74 4.1% 2% False False 109,611
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.41
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 47.15
2.618 45.44
1.618 44.39
1.000 43.74
0.618 43.34
HIGH 42.69
0.618 42.29
0.500 42.17
0.382 42.04
LOW 41.64
0.618 40.99
1.000 40.59
1.618 39.94
2.618 38.89
4.250 37.18
Fisher Pivots for day following 17-Aug-2015
Pivot 1 day 3 day
R1 42.17 42.54
PP 42.07 42.31
S1 41.97 42.09

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

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