NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 18-Aug-2015
Day Change Summary
Previous Current
17-Aug-2015 18-Aug-2015 Change Change % Previous Week
Open 42.84 42.40 -0.44 -1.0% 44.27
High 43.22 43.38 0.16 0.4% 46.01
Low 42.27 41.94 -0.33 -0.8% 42.16
Close 42.41 43.12 0.71 1.7% 43.11
Range 0.95 1.44 0.49 51.6% 3.85
ATR 1.59 1.58 -0.01 -0.7% 0.00
Volume 212,805 248,262 35,457 16.7% 1,272,890
Daily Pivots for day following 18-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.13 46.57 43.91
R3 45.69 45.13 43.52
R2 44.25 44.25 43.38
R1 43.69 43.69 43.25 43.97
PP 42.81 42.81 42.81 42.96
S1 42.25 42.25 42.99 42.53
S2 41.37 41.37 42.86
S3 39.93 40.81 42.72
S4 38.49 39.37 42.33
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.31 53.06 45.23
R3 51.46 49.21 44.17
R2 47.61 47.61 43.82
R1 45.36 45.36 43.46 44.56
PP 43.76 43.76 43.76 43.36
S1 41.51 41.51 42.76 40.71
S2 39.91 39.91 42.40
S3 36.06 37.66 42.05
S4 32.21 33.81 40.99
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.64 41.94 2.70 6.3% 1.34 3.1% 44% False True 236,527
10 47.07 41.94 5.13 11.9% 1.53 3.5% 23% False True 218,634
20 51.14 41.94 9.20 21.3% 1.52 3.5% 13% False True 139,898
40 62.11 41.94 20.17 46.8% 1.64 3.8% 6% False True 89,682
60 62.65 41.94 20.71 48.0% 1.63 3.8% 6% False True 68,957
80 64.74 41.94 22.80 52.9% 1.61 3.7% 5% False True 56,807
100 64.74 41.94 22.80 52.9% 1.64 3.8% 5% False True 48,799
120 64.74 41.94 22.80 52.9% 1.62 3.8% 5% False True 42,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 49.50
2.618 47.15
1.618 45.71
1.000 44.82
0.618 44.27
HIGH 43.38
0.618 42.83
0.500 42.66
0.382 42.49
LOW 41.94
0.618 41.05
1.000 40.50
1.618 39.61
2.618 38.17
4.250 35.82
Fisher Pivots for day following 18-Aug-2015
Pivot 1 day 3 day
R1 42.97 42.99
PP 42.81 42.87
S1 42.66 42.74

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

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