NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 51.83 52.48 0.65 1.3% 54.90
High 53.54 53.89 0.35 0.7% 56.79
Low 51.48 51.96 0.48 0.9% 50.58
Close 52.78 52.74 -0.04 -0.1% 52.74
Range 2.06 1.93 -0.13 -6.3% 6.21
ATR 1.98 1.98 0.00 -0.2% 0.00
Volume 382,334 349,075 -33,259 -8.7% 2,234,036
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 58.65 57.63 53.80
R3 56.72 55.70 53.27
R2 54.79 54.79 53.09
R1 53.77 53.77 52.92 54.28
PP 52.86 52.86 52.86 53.12
S1 51.84 51.84 52.56 52.35
S2 50.93 50.93 52.39
S3 49.00 49.91 52.21
S4 47.07 47.98 51.68
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 72.00 68.58 56.16
R3 65.79 62.37 54.45
R2 59.58 59.58 53.88
R1 56.16 56.16 53.31 54.77
PP 53.37 53.37 53.37 52.67
S1 49.95 49.95 52.17 48.56
S2 47.16 47.16 51.60
S3 40.95 43.74 51.03
S4 34.74 37.53 49.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.79 50.58 6.21 11.8% 2.65 5.0% 35% False False 446,807
10 59.96 50.58 9.38 17.8% 2.12 4.0% 23% False False 370,495
20 61.81 50.58 11.23 21.3% 1.81 3.4% 19% False False 294,239
40 62.30 50.58 11.72 22.2% 1.79 3.4% 18% False False 191,516
60 64.12 50.58 13.54 25.7% 1.78 3.4% 16% False False 142,117
80 64.12 48.71 15.41 29.2% 1.86 3.5% 26% False False 113,683
100 64.12 48.71 15.41 29.2% 1.84 3.5% 26% False False 96,413
120 64.12 48.71 15.41 29.2% 1.93 3.7% 26% False False 83,221
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.49
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.09
2.618 58.94
1.618 57.01
1.000 55.82
0.618 55.08
HIGH 53.89
0.618 53.15
0.500 52.93
0.382 52.70
LOW 51.96
0.618 50.77
1.000 50.03
1.618 48.84
2.618 46.91
4.250 43.76
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 52.93 52.63
PP 52.86 52.51
S1 52.80 52.40

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

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