NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 21-Aug-2015
Day Change Summary
Previous Current
20-Aug-2015 21-Aug-2015 Change Change % Previous Week
Open 41.89 41.71 -0.18 -0.4% 44.00
High 42.63 42.08 -0.55 -1.3% 44.36
Low 41.44 40.63 -0.81 -2.0% 40.63
Close 42.09 41.19 -0.90 -2.1% 41.19
Range 1.19 1.45 0.26 21.8% 3.73
ATR 1.55 1.54 -0.01 -0.4% 0.00
Volume 96,615 108,537 11,922 12.3% 476,525
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 45.65 44.87 41.99
R3 44.20 43.42 41.59
R2 42.75 42.75 41.46
R1 41.97 41.97 41.32 41.64
PP 41.30 41.30 41.30 41.13
S1 40.52 40.52 41.06 40.19
S2 39.85 39.85 40.92
S3 38.40 39.07 40.79
S4 36.95 37.62 40.39
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.25 50.95 43.24
R3 49.52 47.22 42.22
R2 45.79 45.79 41.87
R1 43.49 43.49 41.53 42.78
PP 42.06 42.06 42.06 41.70
S1 39.76 39.76 40.85 39.05
S2 38.33 38.33 40.51
S3 34.60 36.03 40.16
S4 30.87 32.30 39.14
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 44.36 40.63 3.73 9.1% 1.43 3.5% 15% False True 95,305
10 46.89 40.63 6.26 15.2% 1.55 3.8% 9% False True 106,479
20 50.46 40.63 9.83 23.9% 1.51 3.7% 6% False True 72,320
40 60.85 40.63 20.22 49.1% 1.61 3.9% 3% False True 48,012
60 62.87 40.63 22.24 54.0% 1.57 3.8% 3% False True 38,909
80 65.03 40.63 24.40 59.2% 1.57 3.8% 2% False True 32,669
100 65.03 40.63 24.40 59.2% 1.57 3.8% 2% False True 28,316
120 65.03 40.63 24.40 59.2% 1.56 3.8% 2% False True 24,929
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.24
2.618 45.88
1.618 44.43
1.000 43.53
0.618 42.98
HIGH 42.08
0.618 41.53
0.500 41.36
0.382 41.18
LOW 40.63
0.618 39.73
1.000 39.18
1.618 38.28
2.618 36.83
4.250 34.47
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 41.36 42.36
PP 41.30 41.97
S1 41.25 41.58

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

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