NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 57.29 55.30 -1.99 -3.5% 59.00
High 58.31 55.74 -2.57 -4.4% 60.05
Low 56.85 52.72 -4.13 -7.3% 56.85
Close 57.30 52.84 -4.46 -7.8% 57.30
Range 1.46 3.02 1.56 106.8% 3.20
ATR 1.67 1.88 0.21 12.5% 0.00
Volume 108,996 90,737 -18,259 -16.8% 292,805
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.83 60.85 54.50
R3 59.81 57.83 53.67
R2 56.79 56.79 53.39
R1 54.81 54.81 53.12 54.29
PP 53.77 53.77 53.77 53.51
S1 51.79 51.79 52.56 51.27
S2 50.75 50.75 52.29
S3 47.73 48.77 52.01
S4 44.71 45.75 51.18
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.67 65.68 59.06
R3 64.47 62.48 58.18
R2 61.27 61.27 57.89
R1 59.28 59.28 57.59 58.68
PP 58.07 58.07 58.07 57.76
S1 56.08 56.08 57.01 55.48
S2 54.87 54.87 56.71
S3 51.67 52.88 56.42
S4 48.47 49.68 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.05 52.72 7.33 13.9% 1.94 3.7% 2% False True 76,708
10 61.87 52.72 9.15 17.3% 1.69 3.2% 1% False True 69,873
20 62.51 52.72 9.79 18.5% 1.58 3.0% 1% False True 73,823
40 63.49 52.72 10.77 20.4% 1.66 3.1% 1% False True 59,612
60 64.45 52.72 11.73 22.2% 1.68 3.2% 1% False True 53,951
80 64.45 49.69 14.76 27.9% 1.80 3.4% 21% False False 48,596
100 64.45 49.69 14.76 27.9% 1.78 3.4% 21% False False 45,141
120 64.45 49.69 14.76 27.9% 1.88 3.6% 21% False False 41,718
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 0.38
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 68.58
2.618 63.65
1.618 60.63
1.000 58.76
0.618 57.61
HIGH 55.74
0.618 54.59
0.500 54.23
0.382 53.87
LOW 52.72
0.618 50.85
1.000 49.70
1.618 47.83
2.618 44.81
4.250 39.89
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 54.23 56.04
PP 53.77 54.97
S1 53.30 53.91

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

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