NYMEX Light Sweet Crude Oil Future February 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 49.76 48.48 -1.28 -2.6% 50.89
High 50.03 49.08 -0.95 -1.9% 52.15
Low 48.12 48.33 0.21 0.4% 49.77
Close 48.22 48.64 0.42 0.9% 50.28
Range 1.91 0.75 -1.16 -60.7% 2.38
ATR 1.48 1.44 -0.04 -3.0% 0.00
Volume 9,420 6,944 -2,476 -26.3% 45,613
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.93 50.54 49.05
R3 50.18 49.79 48.85
R2 49.43 49.43 48.78
R1 49.04 49.04 48.71 49.24
PP 48.68 48.68 48.68 48.78
S1 48.29 48.29 48.57 48.49
S2 47.93 47.93 48.50
S3 47.18 47.54 48.43
S4 46.43 46.79 48.23
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.87 56.46 51.59
R3 55.49 54.08 50.93
R2 53.11 53.11 50.72
R1 51.70 51.70 50.50 51.22
PP 50.73 50.73 50.73 50.49
S1 49.32 49.32 50.06 48.84
S2 48.35 48.35 49.84
S3 45.97 46.94 49.63
S4 43.59 44.56 48.97
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.15 48.12 4.03 8.3% 1.36 2.8% 13% False False 9,095
10 53.42 48.12 5.30 10.9% 1.32 2.7% 10% False False 8,430
20 56.31 48.12 8.19 16.8% 1.38 2.8% 6% False False 7,320
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 0.26
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 52.27
2.618 51.04
1.618 50.29
1.000 49.83
0.618 49.54
HIGH 49.08
0.618 48.79
0.500 48.71
0.382 48.62
LOW 48.33
0.618 47.87
1.000 47.58
1.618 47.12
2.618 46.37
4.250 45.14
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 48.71 49.78
PP 48.68 49.40
S1 48.66 49.02

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

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