NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 19-Aug-2015
Day Change Summary
Previous Current
18-Aug-2015 19-Aug-2015 Change Change % Previous Week
Open 45.35 45.24 -0.11 -0.2% 46.20
High 45.91 45.60 -0.31 -0.7% 48.45
Low 44.90 43.39 -1.51 -3.4% 45.31
Close 45.71 43.81 -1.90 -4.2% 46.13
Range 1.01 2.21 1.20 118.8% 3.14
ATR 1.41 1.48 0.06 4.6% 0.00
Volume 30,874 30,838 -36 -0.1% 218,178
Daily Pivots for day following 19-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.90 49.56 45.03
R3 48.69 47.35 44.42
R2 46.48 46.48 44.22
R1 45.14 45.14 44.01 44.71
PP 44.27 44.27 44.27 44.05
S1 42.93 42.93 43.61 42.50
S2 42.06 42.06 43.40
S3 39.85 40.72 43.20
S4 37.64 38.51 42.59
Weekly Pivots for week ending 14-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.05 54.23 47.86
R3 52.91 51.09 46.99
R2 49.77 49.77 46.71
R1 47.95 47.95 46.42 47.29
PP 46.63 46.63 46.63 46.30
S1 44.81 44.81 45.84 44.15
S2 43.49 43.49 45.55
S3 40.35 41.67 45.27
S4 37.21 38.53 44.40
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.17 43.39 3.78 8.6% 1.34 3.0% 11% False True 35,671
10 48.45 43.39 5.06 11.5% 1.40 3.2% 8% False True 37,217
20 52.04 43.39 8.65 19.7% 1.40 3.2% 5% False True 28,300
40 62.97 43.39 19.58 44.7% 1.53 3.5% 2% False True 21,280
60 63.32 43.39 19.93 45.5% 1.47 3.4% 2% False True 17,271
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 0.30
Widest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 54.99
2.618 51.39
1.618 49.18
1.000 47.81
0.618 46.97
HIGH 45.60
0.618 44.76
0.500 44.50
0.382 44.23
LOW 43.39
0.618 42.02
1.000 41.18
1.618 39.81
2.618 37.60
4.250 34.00
Fisher Pivots for day following 19-Aug-2015
Pivot 1 day 3 day
R1 44.50 44.76
PP 44.27 44.44
S1 44.04 44.13

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

View Archives - Comment on this page... - Back to Index of Symbols