NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	42.90	43.00	0.10	0.2%	47.65
High	43.10	46.87	3.77	8.7%	47.82
Low	42.26	43.00	0.74	1.8%	43.41
Close	42.40	46.67	4.27	10.1%	43.88
Range	0.84	3.87	3.03	360.7%	4.41
ATR	1.44	1.66	0.22	15.0%	0.00
Volume	18,139	27,755	9,616	53.0%	125,072

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.12	55.77	48.80
R3	53.25	51.90	47.73
R2	49.38	49.38	47.38
R1	48.03	48.03	47.02	48.71
PP	45.51	45.51	45.51	45.85
S1	44.16	44.16	46.32	44.84
S2	41.64	41.64	45.96
S3	37.77	40.29	45.61
S4	33.90	36.42	44.54

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	46.87	41.25	5.62	12.0%	2.04	4.4%	96%	True	False	23,241
10	48.03	41.25	6.78	14.5%	1.67	3.6%	80%	False	False	22,889
20	52.01	41.25	10.76	23.1%	1.52	3.2%	50%	False	False	20,675

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	0.18
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	63.32
2.618	57.00
1.618	53.13
1.000	50.74
0.618	49.26
HIGH	46.87
0.618	45.39
0.500	44.94
0.382	44.48
LOW	43.00
0.618	40.61
1.000	39.13
1.618	36.74
2.618	32.87
4.250	26.55

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	46.09	45.85
PP	45.51	45.04
S1	44.94	44.22

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