NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 31-Aug-2015

Day Change Summary
	Previous	Current
	28-Aug-2015	31-Aug-2015	Change	Change %	Previous Week
Open	45.92	47.50	1.58	3.4%	42.71
High	49.18	52.47	3.29	6.7%	49.18
Low	45.23	46.94	1.71	3.8%	40.67
Close	48.45	52.38	3.93	8.1%	48.45
Range	3.95	5.53	1.58	40.0%	8.51
ATR	1.81	2.07	0.27	14.7%	0.00
Volume	19,580	38,686	19,106	97.6%	95,923

Daily Pivots for day following 31-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	67.19	65.31	55.42
R3	61.66	59.78	53.90
R2	56.13	56.13	53.39
R1	54.25	54.25	52.89	55.19
PP	50.60	50.60	50.60	51.07
S1	48.72	48.72	51.87	49.66
S2	45.07	45.07	51.37
S3	39.54	43.19	50.86
S4	34.01	37.66	49.34

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.63	68.55	53.13
R3	63.12	60.04	50.79
R2	54.61	54.61	50.01
R1	51.53	51.53	49.23	53.07
PP	46.10	46.10	46.10	46.87
S1	43.02	43.02	47.67	44.56
S2	37.59	37.59	46.89
S3	29.08	34.51	46.11
S4	20.57	26.00	43.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.47	41.45	11.02	21.0%	3.08	5.9%	99%	True	False	23,144
10	52.47	40.67	11.80	22.5%	2.32	4.4%	99%	True	False	20,492
20	52.47	40.67	11.80	22.5%	1.76	3.4%	99%	True	False	17,608
40	56.31	40.67	15.64	29.9%	1.62	3.1%	75%	False	False	12,505

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	0.29
Widest range in 59 trading days

Fibonacci Retracements and Extensions
4.250	75.97
2.618	66.95
1.618	61.42
1.000	58.00
0.618	55.89
HIGH	52.47
0.618	50.36
0.500	49.71
0.382	49.05
LOW	46.94
0.618	43.52
1.000	41.41
1.618	37.99
2.618	32.46
4.250	23.44

Fisher Pivots for day following 31-Aug-2015
Pivot	1 day	3 day
R1	51.49	50.69
PP	50.60	49.00
S1	49.71	47.32

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