NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 43.50 43.72 0.22 0.5% 44.78
High 44.34 44.09 -0.25 -0.6% 46.89
Low 43.09 41.73 -1.36 -3.2% 43.35
Close 44.09 42.18 -1.91 -4.3% 44.31
Range 1.25 2.36 1.11 88.8% 3.54
ATR 1.52 1.58 0.06 4.0% 0.00
Volume 77,957 97,421 19,464 25.0% 588,272
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.75 48.32 43.48
R3 47.39 45.96 42.83
R2 45.03 45.03 42.61
R1 43.60 43.60 42.40 43.14
PP 42.67 42.67 42.67 42.43
S1 41.24 41.24 41.96 40.78
S2 40.31 40.31 41.75
S3 37.95 38.88 41.53
S4 35.59 36.52 40.88
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.47 53.43 46.26
R3 51.93 49.89 45.28
R2 48.39 48.39 44.96
R1 46.35 46.35 44.63 45.60
PP 44.85 44.85 44.85 44.48
S1 42.81 42.81 43.99 42.06
S2 41.31 41.31 43.66
S3 37.77 39.27 43.34
S4 34.23 35.73 42.36
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.50 41.73 3.77 8.9% 1.50 3.5% 12% False True 111,974
10 46.89 41.73 5.16 12.2% 1.51 3.6% 9% False True 98,336
20 50.75 41.73 9.02 21.4% 1.50 3.6% 5% False True 65,090
40 62.41 41.73 20.68 49.0% 1.61 3.8% 2% False True 43,814
60 62.87 41.73 21.14 50.1% 1.58 3.7% 2% False True 36,038
80 65.03 41.73 23.30 55.2% 1.58 3.7% 2% False True 30,341
100 65.03 41.73 23.30 55.2% 1.56 3.7% 2% False True 26,380
120 65.03 41.73 23.30 55.2% 1.56 3.7% 2% False True 23,322
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.37
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 54.12
2.618 50.27
1.618 47.91
1.000 46.45
0.618 45.55
HIGH 44.09
0.618 43.19
0.500 42.91
0.382 42.63
LOW 41.73
0.618 40.27
1.000 39.37
1.618 37.91
2.618 35.55
4.250 31.70
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 42.91 43.05
PP 42.67 42.76
S1 42.42 42.47

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

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