NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 13-Aug-2015
Day Change Summary
Previous Current
12-Aug-2015 13-Aug-2015 Change Change % Previous Week
Open 44.08 44.03 -0.05 -0.1% 47.28
High 44.64 44.48 -0.16 -0.4% 47.32
Low 43.55 42.66 -0.89 -2.0% 44.20
Close 44.01 42.98 -1.03 -2.3% 44.36
Range 1.09 1.82 0.73 67.0% 3.12
ATR 1.65 1.66 0.01 0.7% 0.00
Volume 273,263 262,886 -10,377 -3.8% 614,846
Daily Pivots for day following 13-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.83 47.73 43.98
R3 47.01 45.91 43.48
R2 45.19 45.19 43.31
R1 44.09 44.09 43.15 43.73
PP 43.37 43.37 43.37 43.20
S1 42.27 42.27 42.81 41.91
S2 41.55 41.55 42.65
S3 39.73 40.45 42.48
S4 37.91 38.63 41.98
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.65 52.63 46.08
R3 51.53 49.51 45.22
R2 48.41 48.41 44.93
R1 46.39 46.39 44.65 45.84
PP 45.29 45.29 45.29 45.02
S1 43.27 43.27 44.07 42.72
S2 42.17 42.17 43.79
S3 39.05 40.15 43.50
S4 35.93 37.03 42.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.01 42.66 3.35 7.8% 1.72 4.0% 10% False True 254,463
10 49.03 42.66 6.37 14.8% 1.62 3.8% 5% False True 174,837
20 51.94 42.66 9.28 21.6% 1.51 3.5% 3% False True 113,816
40 62.11 42.66 19.45 45.3% 1.66 3.9% 2% False True 75,857
60 62.65 42.66 19.99 46.5% 1.63 3.8% 2% False True 59,357
80 64.74 42.66 22.08 51.4% 1.62 3.8% 1% False True 49,479
100 64.74 42.66 22.08 51.4% 1.65 3.8% 1% False True 42,696
120 64.74 42.66 22.08 51.4% 1.64 3.8% 1% False True 37,551
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 0.34
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 52.22
2.618 49.24
1.618 47.42
1.000 46.30
0.618 45.60
HIGH 44.48
0.618 43.78
0.500 43.57
0.382 43.36
LOW 42.66
0.618 41.54
1.000 40.84
1.618 39.72
2.618 37.90
4.250 34.93
Fisher Pivots for day following 13-Aug-2015
Pivot 1 day 3 day
R1 43.57 44.34
PP 43.37 43.88
S1 43.18 43.43

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

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