NYMEX Light Sweet Crude Oil Future December 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 42.65 42.44 -0.21 -0.5% 44.93
High 43.44 42.80 -0.64 -1.5% 45.27
Low 42.20 41.38 -0.82 -1.9% 41.38
Close 42.90 41.91 -0.99 -2.3% 41.91
Range 1.24 1.42 0.18 14.5% 3.89
ATR 1.54 1.54 0.00 -0.1% 0.00
Volume 114,820 135,986 21,166 18.4% 507,046
Daily Pivots for day following 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 46.29 45.52 42.69
R3 44.87 44.10 42.30
R2 43.45 43.45 42.17
R1 42.68 42.68 42.04 42.36
PP 42.03 42.03 42.03 41.87
S1 41.26 41.26 41.78 40.94
S2 40.61 40.61 41.65
S3 39.19 39.84 41.52
S4 37.77 38.42 41.13
Weekly Pivots for week ending 21-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.52 52.11 44.05
R3 50.63 48.22 42.98
R2 46.74 46.74 42.62
R1 44.33 44.33 42.27 43.59
PP 42.85 42.85 42.85 42.49
S1 40.44 40.44 41.55 39.70
S2 38.96 38.96 41.20
S3 35.07 36.55 40.84
S4 31.18 32.66 39.77
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 45.27 41.38 3.89 9.3% 1.41 3.4% 14% False True 101,409
10 47.71 41.38 6.33 15.1% 1.52 3.6% 8% False True 106,979
20 51.08 41.38 9.70 23.1% 1.49 3.5% 5% False True 88,020
40 61.20 41.38 19.82 47.3% 1.60 3.8% 3% False True 73,907
60 63.12 41.38 21.74 51.9% 1.58 3.8% 2% False True 66,323
80 65.38 41.38 24.00 57.3% 1.59 3.8% 2% False True 62,469
100 65.38 41.38 24.00 57.3% 1.62 3.9% 2% False True 61,094
120 65.38 41.38 24.00 57.3% 1.66 4.0% 2% False True 57,965
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 0.38
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 48.84
2.618 46.52
1.618 45.10
1.000 44.22
0.618 43.68
HIGH 42.80
0.618 42.26
0.500 42.09
0.382 41.92
LOW 41.38
0.618 40.50
1.000 39.96
1.618 39.08
2.618 37.66
4.250 35.35
Fisher Pivots for day following 21-Aug-2015
Pivot 1 day 3 day
R1 42.09 43.13
PP 42.03 42.72
S1 41.97 42.32

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

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