NYMEX Light Sweet Crude Oil Future September 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 53.31 52.30 -1.01 -1.9% 59.00
High 53.34 53.98 0.64 1.2% 60.05
Low 51.35 51.91 0.56 1.1% 56.85
Close 52.09 53.23 1.14 2.2% 57.30
Range 1.99 2.07 0.08 4.0% 3.20
ATR 1.95 1.96 0.01 0.4% 0.00
Volume 173,158 148,949 -24,209 -14.0% 292,805
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.25 58.31 54.37
R3 57.18 56.24 53.80
R2 55.11 55.11 53.61
R1 54.17 54.17 53.42 54.64
PP 53.04 53.04 53.04 53.28
S1 52.10 52.10 53.04 52.57
S2 50.97 50.97 52.85
S3 48.90 50.03 52.66
S4 46.83 47.96 52.09
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 58.31 50.95 7.36 13.8% 2.28 4.3% 31% False False 134,127
10 60.76 50.95 9.81 18.4% 1.88 3.5% 23% False False 96,034
20 62.20 50.95 11.25 21.1% 1.68 3.2% 20% False False 85,073
40 63.49 50.95 12.54 23.6% 1.72 3.2% 18% False False 68,523
60 64.45 50.95 13.50 25.4% 1.72 3.2% 17% False False 59,940
80 64.45 49.69 14.76 27.7% 1.81 3.4% 24% False False 53,437
100 64.45 49.69 14.76 27.7% 1.79 3.4% 24% False False 48,942
120 64.45 49.69 14.76 27.7% 1.86 3.5% 24% False False 45,157
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.78
2.618 59.40
1.618 57.33
1.000 56.05
0.618 55.26
HIGH 53.98
0.618 53.19
0.500 52.95
0.382 52.70
LOW 51.91
0.618 50.63
1.000 49.84
1.618 48.56
2.618 46.49
4.250 43.11
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 53.14 52.98
PP 53.04 52.72
S1 52.95 52.47

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

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