NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 01-Sep-2015
Day Change Summary
Previous Current
31-Aug-2015 01-Sep-2015 Change Change % Previous Week
Open 45.69 48.70 3.01 6.6% 41.01
High 50.04 49.50 -0.54 -1.1% 46.67
Low 44.34 44.78 0.44 1.0% 38.51
Close 49.93 46.02 -3.91 -7.8% 45.98
Range 5.70 4.72 -0.98 -17.2% 8.16
ATR 2.22 2.43 0.21 9.4% 0.00
Volume 154,921 179,758 24,837 16.0% 520,424
Daily Pivots for day following 01-Sep-2015
Classic Woodie Camarilla DeMark
R4 60.93 58.19 48.62
R3 56.21 53.47 47.32
R2 51.49 51.49 46.89
R1 48.75 48.75 46.45 47.76
PP 46.77 46.77 46.77 46.27
S1 44.03 44.03 45.59 43.04
S2 42.05 42.05 45.15
S3 37.33 39.31 44.72
S4 32.61 34.59 43.42
Weekly Pivots for week ending 28-Aug-2015
Classic Woodie Camarilla DeMark
R4 68.20 65.25 50.47
R3 60.04 57.09 48.22
R2 51.88 51.88 47.48
R1 48.93 48.93 46.73 50.41
PP 43.72 43.72 43.72 44.46
S1 40.77 40.77 45.23 42.25
S2 35.56 35.56 44.48
S3 27.40 32.61 43.74
S4 19.24 24.45 41.49
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.04 39.30 10.74 23.3% 3.92 8.5% 63% False False 133,245
10 50.04 38.51 11.53 25.1% 2.90 6.3% 65% False False 115,767
20 50.04 38.51 11.53 25.1% 2.18 4.7% 65% False False 104,396
40 55.06 38.51 16.55 36.0% 1.87 4.1% 45% False False 65,991
60 62.87 38.51 24.36 52.9% 1.77 3.8% 31% False False 50,344
80 64.04 38.51 25.53 55.5% 1.73 3.8% 29% False False 42,081
100 65.03 38.51 26.52 57.6% 1.68 3.7% 28% False False 36,140
120 65.03 38.51 26.52 57.6% 1.70 3.7% 28% False False 31,583
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 69.56
2.618 61.86
1.618 57.14
1.000 54.22
0.618 52.42
HIGH 49.50
0.618 47.70
0.500 47.14
0.382 46.58
LOW 44.78
0.618 41.86
1.000 40.06
1.618 37.14
2.618 32.42
4.250 24.72
Fisher Pivots for day following 01-Sep-2015
Pivot 1 day 3 day
R1 47.14 46.32
PP 46.77 46.22
S1 46.39 46.12

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

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