NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 26-Aug-2015
Day Change Summary
Previous Current
25-Aug-2015 26-Aug-2015 Change Change % Previous Week
Open 38.90 40.30 1.40 3.6% 44.00
High 40.56 40.51 -0.05 -0.1% 44.36
Low 38.85 39.30 0.45 1.2% 40.63
Close 39.95 39.37 -0.58 -1.5% 41.19
Range 1.71 1.21 -0.50 -29.2% 3.73
ATR 1.63 1.60 -0.03 -1.9% 0.00
Volume 100,016 100,996 980 1.0% 476,525
Daily Pivots for day following 26-Aug-2015
Classic Woodie Camarilla DeMark
R4 43.36 42.57 40.04
R3 42.15 41.36 39.70
R2 40.94 40.94 39.59
R1 40.15 40.15 39.48 39.94
PP 39.73 39.73 39.73 39.62
S1 38.94 38.94 39.26 38.73
S2 38.52 38.52 39.15
S3 37.31 37.73 39.04
S4 36.10 36.52 38.70
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 42.63 38.51 4.12 10.5% 1.65 4.2% 21% False False 99,004
10 45.50 38.51 6.99 17.8% 1.58 4.0% 12% False False 105,489
20 50.26 38.51 11.75 29.8% 1.53 3.9% 7% False False 82,735
40 60.08 38.51 21.57 54.8% 1.65 4.2% 4% False False 54,385
60 62.87 38.51 24.36 61.9% 1.58 4.0% 4% False False 42,546
80 65.03 38.51 26.52 67.4% 1.60 4.1% 3% False False 35,749
100 65.03 38.51 26.52 67.4% 1.56 4.0% 3% False False 30,966
120 65.03 38.51 26.52 67.4% 1.59 4.0% 3% False False 27,173
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.33
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 45.65
2.618 43.68
1.618 42.47
1.000 41.72
0.618 41.26
HIGH 40.51
0.618 40.05
0.500 39.91
0.382 39.76
LOW 39.30
0.618 38.55
1.000 38.09
1.618 37.34
2.618 36.13
4.250 34.16
Fisher Pivots for day following 26-Aug-2015
Pivot 1 day 3 day
R1 39.91 39.87
PP 39.73 39.70
S1 39.55 39.54

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

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