NYMEX Light Sweet Crude Oil Future April 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	44.76	43.67	-1.09	-2.4%	48.33
High	45.27	43.67	-1.60	-3.5%	48.59
Low	44.03	41.93	-2.10	-4.8%	44.03
Close	44.46	42.26	-2.20	-4.9%	44.46
Range	1.24	1.74	0.50	40.3%	4.56
ATR	1.15	1.25	0.10	8.5%	0.00
Volume	6,209	10,143	3,934	63.4%	38,735

Daily Pivots for day following 24-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.84	46.79	43.22
R3	46.10	45.05	42.74
R2	44.36	44.36	42.58
R1	43.31	43.31	42.42	42.97
PP	42.62	42.62	42.62	42.45
S1	41.57	41.57	42.10	41.23
S2	40.88	40.88	41.94
S3	39.14	39.83	41.78
S4	37.40	38.09	41.30

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.37	56.48	46.97
R3	54.81	51.92	45.71
R2	50.25	50.25	45.30
R1	47.36	47.36	44.88	46.53
PP	45.69	45.69	45.69	45.28
S1	42.80	42.80	44.04	41.97
S2	41.13	41.13	43.62
S3	36.57	38.24	43.21
S4	32.01	33.68	41.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.01	41.93	6.08	14.4%	1.36	3.2%	5%	False	True	8,329
10	50.17	41.93	8.24	19.5%	1.23	2.9%	4%	False	True	8,540

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.07
2.618	48.23
1.618	46.49
1.000	45.41
0.618	44.75
HIGH	43.67
0.618	43.01
0.500	42.80
0.382	42.59
LOW	41.93
0.618	40.85
1.000	40.19
1.618	39.11
2.618	37.37
4.250	34.54

Fisher Pivots for day following 24-Aug-2015
Pivot	1 day	3 day
R1	42.80	44.03
PP	42.62	43.44
S1	42.44	42.85

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