NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 20-Aug-2015
Day Change Summary
Previous Current
19-Aug-2015 20-Aug-2015 Change Change % Previous Week
Open 42.87 40.98 -1.89 -4.4% 44.27
High 43.18 41.81 -1.37 -3.2% 46.01
Low 40.81 40.50 -0.31 -0.8% 42.16
Close 41.27 41.32 0.05 0.1% 43.11
Range 2.37 1.31 -1.06 -44.7% 3.85
ATR 1.64 1.61 -0.02 -1.4% 0.00
Volume 458,073 380,433 -77,640 -16.9% 1,272,890
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.14 44.54 42.04
R3 43.83 43.23 41.68
R2 42.52 42.52 41.56
R1 41.92 41.92 41.44 42.22
PP 41.21 41.21 41.21 41.36
S1 40.61 40.61 41.20 40.91
S2 39.90 39.90 41.08
S3 38.59 39.30 40.96
S4 37.28 37.99 40.60
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 43.54 40.50 3.04 7.4% 1.49 3.6% 27% False True 296,999
10 46.01 40.50 5.51 13.3% 1.61 3.9% 15% False True 275,731
20 49.91 40.50 9.41 22.8% 1.55 3.8% 9% False True 176,546
40 60.97 40.50 20.47 49.5% 1.65 4.0% 4% False True 109,255
60 62.65 40.50 22.15 53.6% 1.62 3.9% 4% False True 82,296
80 64.74 40.50 24.24 58.7% 1.63 3.9% 3% False True 66,734
100 64.74 40.50 24.24 58.7% 1.64 4.0% 3% False True 56,853
120 64.74 40.50 24.24 58.7% 1.63 4.0% 3% False True 49,486
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.44
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.38
2.618 45.24
1.618 43.93
1.000 43.12
0.618 42.62
HIGH 41.81
0.618 41.31
0.500 41.16
0.382 41.00
LOW 40.50
0.618 39.69
1.000 39.19
1.618 38.38
2.618 37.07
4.250 34.93
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 41.27 41.94
PP 41.21 41.73
S1 41.16 41.53

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

View Archives - Comment on this page... - Back to Index of Symbols