NYMEX Light Sweet Crude Oil Future November 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 43.72 41.89 -1.83 -4.2% 44.78
High 44.09 42.63 -1.46 -3.3% 46.89
Low 41.73 41.44 -0.29 -0.7% 43.35
Close 42.18 42.09 -0.09 -0.2% 44.31
Range 2.36 1.19 -1.17 -49.6% 3.54
ATR 1.58 1.55 -0.03 -1.8% 0.00
Volume 97,421 96,615 -806 -0.8% 588,272
Daily Pivots for day following 20-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.62 45.05 42.74
R3 44.43 43.86 42.42
R2 43.24 43.24 42.31
R1 42.67 42.67 42.20 42.96
PP 42.05 42.05 42.05 42.20
S1 41.48 41.48 41.98 41.77
S2 40.86 40.86 41.87
S3 39.67 40.29 41.76
S4 38.48 39.10 41.44
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 44.67 41.44 3.23 7.7% 1.41 3.3% 20% False True 102,315
10 46.89 41.44 5.45 12.9% 1.53 3.6% 12% False True 102,946
20 50.46 41.44 9.02 21.4% 1.49 3.6% 7% False True 68,486
40 61.32 41.44 19.88 47.2% 1.60 3.8% 3% False True 45,663
60 62.87 41.44 21.43 50.9% 1.57 3.7% 3% False True 37,457
80 65.03 41.44 23.59 56.0% 1.58 3.7% 3% False True 31,422
100 65.03 41.44 23.59 56.0% 1.56 3.7% 3% False True 27,280
120 65.03 41.44 23.59 56.0% 1.56 3.7% 3% False True 24,068
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 0.41
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 47.69
2.618 45.75
1.618 44.56
1.000 43.82
0.618 43.37
HIGH 42.63
0.618 42.18
0.500 42.04
0.382 41.89
LOW 41.44
0.618 40.70
1.000 40.25
1.618 39.51
2.618 38.32
4.250 36.38
Fisher Pivots for day following 20-Aug-2015
Pivot 1 day 3 day
R1 42.07 42.89
PP 42.05 42.62
S1 42.04 42.36

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

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