NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 25-Aug-2015
Day Change Summary
Previous Current
24-Aug-2015 25-Aug-2015 Change Change % Previous Week
Open 40.30 38.18 -2.12 -5.3% 42.84
High 40.47 39.89 -0.58 -1.4% 43.38
Low 37.75 38.16 0.41 1.1% 39.86
Close 38.24 39.31 1.07 2.8% 40.45
Range 2.72 1.73 -0.99 -36.4% 3.52
ATR 1.69 1.69 0.00 0.2% 0.00
Volume 468,366 375,650 -92,716 -19.8% 1,676,754
Daily Pivots for day following 25-Aug-2015
Classic Woodie Camarilla DeMark
R4 44.31 43.54 40.26
R3 42.58 41.81 39.79
R2 40.85 40.85 39.63
R1 40.08 40.08 39.47 40.47
PP 39.12 39.12 39.12 39.31
S1 38.35 38.35 39.15 38.74
S2 37.39 37.39 38.99
S3 35.66 36.62 38.83
S4 33.93 34.89 38.36
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.79 49.64 42.39
R3 48.27 46.12 41.42
R2 44.75 44.75 41.10
R1 42.60 42.60 40.77 41.92
PP 41.23 41.23 41.23 40.89
S1 39.08 39.08 40.13 38.40
S2 37.71 37.71 39.80
S3 34.19 35.56 39.48
S4 30.67 32.04 38.51
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 43.18 37.75 5.43 13.8% 1.93 4.9% 29% False False 411,940
10 44.64 37.75 6.89 17.5% 1.64 4.2% 23% False False 324,234
20 49.91 37.75 12.16 30.9% 1.64 4.2% 13% False False 229,227
40 60.31 37.75 22.56 57.4% 1.71 4.4% 7% False False 138,294
60 62.65 37.75 24.90 63.3% 1.63 4.2% 6% False False 101,163
80 64.74 37.75 26.99 68.7% 1.65 4.2% 6% False False 81,223
100 64.74 37.75 26.99 68.7% 1.64 4.2% 6% False False 68,729
120 64.74 37.75 26.99 68.7% 1.66 4.2% 6% False False 59,335
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.24
2.618 44.42
1.618 42.69
1.000 41.62
0.618 40.96
HIGH 39.89
0.618 39.23
0.500 39.03
0.382 38.82
LOW 38.16
0.618 37.09
1.000 36.43
1.618 35.36
2.618 33.63
4.250 30.81
Fisher Pivots for day following 25-Aug-2015
Pivot 1 day 3 day
R1 39.22 39.58
PP 39.12 39.49
S1 39.03 39.40

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

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