NYMEX Light Sweet Crude Oil Future May 2016


Trading Metrics calculated at close of trading on 16-Sep-2015
Day Change Summary
Previous Current
15-Sep-2015 16-Sep-2015 Change Change % Previous Week
Open 48.08 49.28 1.20 2.5% 49.03
High 48.80 50.64 1.84 3.8% 50.15
Low 47.89 49.08 1.19 2.5% 47.76
Close 48.44 50.47 2.03 4.2% 48.90
Range 0.91 1.56 0.65 71.4% 2.39
ATR
Volume 6,889 4,010 -2,879 -41.8% 14,345
Daily Pivots for day following 16-Sep-2015
Classic Woodie Camarilla DeMark
R4 54.74 54.17 51.33
R3 53.18 52.61 50.90
R2 51.62 51.62 50.76
R1 51.05 51.05 50.61 51.34
PP 50.06 50.06 50.06 50.21
S1 49.49 49.49 50.33 49.78
S2 48.50 48.50 50.18
S3 46.94 47.93 50.04
S4 45.38 46.37 49.61
Weekly Pivots for week ending 11-Sep-2015
Classic Woodie Camarilla DeMark
R4 56.11 54.89 50.21
R3 53.72 52.50 49.56
R2 51.33 51.33 49.34
R1 50.11 50.11 49.12 49.53
PP 48.94 48.94 48.94 48.64
S1 47.72 47.72 48.68 47.14
S2 46.55 46.55 48.46
S3 44.16 45.33 48.24
S4 41.77 42.94 47.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.64 47.76 2.88 5.7% 1.44 2.8% 94% True False 4,778
10 51.00 47.76 3.24 6.4% 1.56 3.1% 84% False False 4,376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.39
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 57.27
2.618 54.72
1.618 53.16
1.000 52.20
0.618 51.60
HIGH 50.64
0.618 50.04
0.500 49.86
0.382 49.68
LOW 49.08
0.618 48.12
1.000 47.52
1.618 46.56
2.618 45.00
4.250 42.45
Fisher Pivots for day following 16-Sep-2015
Pivot 1 day 3 day
R1 50.27 50.05
PP 50.06 49.62
S1 49.86 49.20

These figures are updated between 7pm and 10pm EST after a trading day.

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