NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 52.15 52.00 -0.15 -0.3% 54.90
High 53.17 53.43 0.26 0.5% 56.79
Low 51.26 50.88 -0.38 -0.7% 50.58
Close 52.20 53.04 0.84 1.6% 52.74
Range 1.91 2.55 0.64 33.5% 6.21
ATR 1.97 2.01 0.04 2.1% 0.00
Volume 359,477 422,756 63,279 17.6% 2,234,036
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.10 59.12 54.44
R3 57.55 56.57 53.74
R2 55.00 55.00 53.51
R1 54.02 54.02 53.27 54.51
PP 52.45 52.45 52.45 52.70
S1 51.47 51.47 52.81 51.96
S2 49.90 49.90 52.57
S3 47.35 48.92 52.34
S4 44.80 46.37 51.64
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 53.89 50.88 3.01 5.7% 2.10 4.0% 72% False True 389,678
10 59.69 50.58 9.11 17.2% 2.32 4.4% 27% False False 396,919
20 61.81 50.58 11.23 21.2% 1.93 3.6% 22% False False 322,340
40 62.22 50.58 11.64 21.9% 1.83 3.5% 21% False False 208,785
60 64.12 50.58 13.54 25.5% 1.79 3.4% 18% False False 153,480
80 64.12 49.46 14.66 27.6% 1.85 3.5% 24% False False 122,856
100 64.12 48.71 15.41 29.1% 1.83 3.5% 28% False False 103,798
120 64.12 48.71 15.41 29.1% 1.94 3.7% 28% False False 89,551
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.62
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.27
2.618 60.11
1.618 57.56
1.000 55.98
0.618 55.01
HIGH 53.43
0.618 52.46
0.500 52.16
0.382 51.85
LOW 50.88
0.618 49.30
1.000 48.33
1.618 46.75
2.618 44.20
4.250 40.04
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 52.75 52.82
PP 52.45 52.60
S1 52.16 52.39

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

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