NYMEX Light Sweet Crude Oil Future March 2016

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	44.40	43.82	-0.58	-1.3%	47.65
High	44.68	43.91	-0.77	-1.7%	47.82
Low	43.41	41.25	-2.16	-5.0%	43.41
Close	43.88	41.66	-2.22	-5.1%	43.88
Range	1.27	2.66	1.39	109.4%	4.41
ATR	1.39	1.48	0.09	6.5%	0.00
Volume	23,876	28,875	4,999	20.9%	125,072

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.25	48.62	43.12
R3	47.59	45.96	42.39
R2	44.93	44.93	42.15
R1	43.30	43.30	41.90	42.79
PP	42.27	42.27	42.27	42.02
S1	40.64	40.64	41.42	40.13
S2	39.61	39.61	41.17
S3	36.95	37.98	40.93
S4	34.29	35.32	40.20

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.27	55.48	46.31
R3	53.86	51.07	45.09
R2	49.45	49.45	44.69
R1	46.66	46.66	44.28	45.85
PP	45.04	45.04	45.04	44.63
S1	42.25	42.25	43.48	41.44
S2	40.63	40.63	43.07
S3	36.22	37.84	42.67
S4	31.81	33.43	41.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.33	41.25	6.08	14.6%	1.66	4.0%	7%	False	True	27,678
10	49.61	41.25	8.36	20.1%	1.45	3.5%	5%	False	True	24,546
20	52.66	41.25	11.41	27.4%	1.39	3.3%	4%	False	True	19,378

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	0.24
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	55.22
2.618	50.87
1.618	48.21
1.000	46.57
0.618	45.55
HIGH	43.91
0.618	42.89
0.500	42.58
0.382	42.27
LOW	41.25
0.618	39.61
1.000	38.59
1.618	36.95
2.618	34.29
4.250	29.95

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	42.58	43.39
PP	42.27	42.81
S1	41.97	42.24

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