NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 24-Aug-2015
Day Change Summary
Previous Current
21-Aug-2015 24-Aug-2015 Change Change % Previous Week
Open 42.44 41.71 -0.73 -1.7% 44.93
High 42.80 41.95 -0.85 -2.0% 45.27
Low 41.38 39.22 -2.16 -5.2% 41.38
Close 41.91 39.65 -2.26 -5.4% 41.91
Range 1.42 2.73 1.31 92.3% 3.89
ATR 1.54 1.62 0.09 5.6% 0.00
Volume 135,986 118,962 -17,024 -12.5% 507,046
Daily Pivots for day following 24-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.46 46.79 41.15
R3 45.73 44.06 40.40
R2 43.00 43.00 40.15
R1 41.33 41.33 39.90 40.80
PP 40.27 40.27 40.27 40.01
S1 38.60 38.60 39.40 38.07
S2 37.54 37.54 39.15
S3 34.81 35.87 38.90
S4 32.08 33.14 38.15
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 45.14 39.22 5.92 14.9% 1.77 4.5% 7% False True 107,082
10 47.71 39.22 8.49 21.4% 1.59 4.0% 5% False True 112,418
20 51.08 39.22 11.86 29.9% 1.56 3.9% 4% False True 91,443
40 61.00 39.22 21.78 54.9% 1.64 4.1% 2% False True 76,120
60 63.12 39.22 23.90 60.3% 1.58 4.0% 2% False True 67,325
80 65.38 39.22 26.16 66.0% 1.60 4.0% 2% False True 62,912
100 65.38 39.22 26.16 66.0% 1.62 4.1% 2% False True 61,936
120 65.38 39.22 26.16 66.0% 1.67 4.2% 2% False True 58,657
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 53.55
2.618 49.10
1.618 46.37
1.000 44.68
0.618 43.64
HIGH 41.95
0.618 40.91
0.500 40.59
0.382 40.26
LOW 39.22
0.618 37.53
1.000 36.49
1.618 34.80
2.618 32.07
4.250 27.62
Fisher Pivots for day following 24-Aug-2015
Pivot 1 day 3 day
R1 40.59 41.33
PP 40.27 40.77
S1 39.96 40.21

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.