NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 45.35 45.96 0.61 1.3% 48.00
High 46.23 46.70 0.47 1.0% 49.52
Low 45.29 44.83 -0.46 -1.0% 46.68
Close 45.74 45.15 -0.59 -1.3% 47.12
Range 0.94 1.87 0.93 98.9% 2.84
ATR 1.70 1.71 0.01 0.7% 0.00
Volume 285,786 367,326 81,540 28.5% 1,560,750
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.17 50.03 46.18
R3 49.30 48.16 45.66
R2 47.43 47.43 45.49
R1 46.29 46.29 45.32 45.93
PP 45.56 45.56 45.56 45.38
S1 44.42 44.42 44.98 44.06
S2 43.69 43.69 44.81
S3 41.82 42.55 44.64
S4 39.95 40.68 44.12
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.29 54.55 48.68
R3 53.45 51.71 47.90
R2 50.61 50.61 47.64
R1 48.87 48.87 47.38 48.32
PP 47.77 47.77 47.77 47.50
S1 46.03 46.03 46.86 45.48
S2 44.93 44.93 46.60
S3 42.09 43.19 46.34
S4 39.25 40.35 45.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.36 44.83 4.53 10.0% 1.52 3.4% 7% False True 321,266
10 49.63 44.83 4.80 10.6% 1.55 3.4% 7% False True 317,924
20 54.35 44.83 9.52 21.1% 1.66 3.7% 3% False True 264,383
40 62.51 44.83 17.68 39.2% 1.65 3.7% 2% False True 173,106
60 63.49 44.83 18.66 41.3% 1.70 3.8% 2% False True 131,872
80 64.45 44.83 19.62 43.5% 1.70 3.8% 2% False True 109,526
100 64.45 44.83 19.62 43.5% 1.78 3.9% 2% False True 94,416
120 64.45 44.83 19.62 43.5% 1.76 3.9% 2% False True 83,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 54.65
2.618 51.60
1.618 49.73
1.000 48.57
0.618 47.86
HIGH 46.70
0.618 45.99
0.500 45.77
0.382 45.54
LOW 44.83
0.618 43.67
1.000 42.96
1.618 41.80
2.618 39.93
4.250 36.88
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 45.77 45.89
PP 45.56 45.64
S1 45.36 45.40

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

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