NYMEX Light Sweet Crude Oil Future February 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	46.00	46.16	0.16	0.3%	47.00
High	46.69	46.35	-0.34	-0.7%	48.94
Low	45.75	44.14	-1.61	-3.5%	46.66
Close	46.48	44.57	-1.91	-4.1%	46.96
Range	0.94	2.21	1.27	135.1%	2.28
ATR	1.30	1.38	0.07	5.7%	0.00
Volume	14,987	17,625	2,638	17.6%	93,755

Daily Pivots for day following 19-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.65	50.32	45.79
R3	49.44	48.11	45.18
R2	47.23	47.23	44.98
R1	45.90	45.90	44.77	45.46
PP	45.02	45.02	45.02	44.80
S1	43.69	43.69	44.37	43.25
S2	42.81	42.81	44.16
S3	40.60	41.48	43.96
S4	38.39	39.27	43.35

Weekly Pivots for week ending 14-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.36	52.94	48.21
R3	52.08	50.66	47.59
R2	49.80	49.80	47.38
R1	48.38	48.38	47.17	47.95
PP	47.52	47.52	47.52	47.31
S1	46.10	46.10	46.75	45.67
S2	45.24	45.24	46.54
S3	42.96	43.82	46.33
S4	40.68	41.54	45.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.96	44.14	3.82	8.6%	1.18	2.6%	11%	False	True	16,433
10	48.94	44.14	4.80	10.8%	1.27	2.9%	9%	False	True	16,498
20	52.53	44.14	8.39	18.8%	1.31	2.9%	5%	False	True	12,349
40	63.05	44.14	18.91	42.4%	1.43	3.2%	2%	False	True	9,026

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	0.21
Widest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	55.74
2.618	52.14
1.618	49.93
1.000	48.56
0.618	47.72
HIGH	46.35
0.618	45.51
0.500	45.25
0.382	44.98
LOW	44.14
0.618	42.77
1.000	41.93
1.618	40.56
2.618	38.35
4.250	34.75

Fisher Pivots for day following 19-Aug-2015
Pivot	1 day	3 day
R1	45.25	45.54
PP	45.02	45.22
S1	44.80	44.89

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