NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 52.91 51.83 -1.08 -2.0% 58.84
High 52.96 53.54 0.58 1.1% 59.69
Low 50.91 51.48 0.57 1.1% 56.50
Close 51.65 52.78 1.13 2.2% 56.93
Range 2.05 2.06 0.01 0.5% 3.19
ATR 1.97 1.98 0.01 0.3% 0.00
Volume 434,752 382,334 -52,418 -12.1% 1,238,965
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 58.78 57.84 53.91
R3 56.72 55.78 53.35
R2 54.66 54.66 53.16
R1 53.72 53.72 52.97 54.19
PP 52.60 52.60 52.60 52.84
S1 51.66 51.66 52.59 52.13
S2 50.54 50.54 52.40
S3 48.48 49.60 52.21
S4 46.42 47.54 51.65
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.28 65.29 58.68
R3 64.09 62.10 57.81
R2 60.90 60.90 57.51
R1 58.91 58.91 57.22 58.31
PP 57.71 57.71 57.71 57.41
S1 55.72 55.72 56.64 55.12
S2 54.52 54.52 56.35
S3 51.33 52.53 56.05
S4 48.14 49.34 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 57.95 50.58 7.37 14.0% 2.56 4.8% 30% False False 436,402
10 60.46 50.58 9.88 18.7% 2.03 3.8% 22% False False 357,822
20 61.91 50.58 11.33 21.5% 1.77 3.4% 19% False False 284,316
40 63.16 50.58 12.58 23.8% 1.79 3.4% 17% False False 183,778
60 64.12 50.58 13.54 25.7% 1.79 3.4% 16% False False 136,959
80 64.12 48.71 15.41 29.2% 1.86 3.5% 26% False False 109,574
100 64.12 48.71 15.41 29.2% 1.85 3.5% 26% False False 93,109
120 64.12 48.71 15.41 29.2% 1.93 3.7% 26% False False 80,406
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 0.47
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.30
2.618 58.93
1.618 56.87
1.000 55.60
0.618 54.81
HIGH 53.54
0.618 52.75
0.500 52.51
0.382 52.27
LOW 51.48
0.618 50.21
1.000 49.42
1.618 48.15
2.618 46.09
4.250 42.73
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 52.69 52.54
PP 52.60 52.30
S1 52.51 52.06

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

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