NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 45.96 45.16 -0.80 -1.7% 48.00
High 46.70 45.27 -1.43 -3.1% 49.52
Low 44.83 44.20 -0.63 -1.4% 46.68
Close 45.15 44.66 -0.49 -1.1% 47.12
Range 1.87 1.07 -0.80 -42.8% 2.84
ATR 1.71 1.66 -0.05 -2.7% 0.00
Volume 367,326 360,977 -6,349 -1.7% 1,560,750
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 47.92 47.36 45.25
R3 46.85 46.29 44.95
R2 45.78 45.78 44.86
R1 45.22 45.22 44.76 44.97
PP 44.71 44.71 44.71 44.58
S1 44.15 44.15 44.56 43.90
S2 43.64 43.64 44.46
S3 42.57 43.08 44.37
S4 41.50 42.01 44.07
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 48.62 44.20 4.42 9.9% 1.53 3.4% 10% False True 343,929
10 49.52 44.20 5.32 11.9% 1.52 3.4% 9% False True 322,415
20 54.35 44.20 10.15 22.7% 1.61 3.6% 5% False True 274,984
40 62.20 44.20 18.00 40.3% 1.64 3.7% 3% False True 180,029
60 63.49 44.20 19.29 43.2% 1.68 3.8% 2% False True 137,343
80 64.45 44.20 20.25 45.3% 1.69 3.8% 2% False True 113,701
100 64.45 44.20 20.25 45.3% 1.77 4.0% 2% False True 97,746
120 64.45 44.20 20.25 45.3% 1.76 3.9% 2% False True 86,616
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 49.82
2.618 48.07
1.618 47.00
1.000 46.34
0.618 45.93
HIGH 45.27
0.618 44.86
0.500 44.74
0.382 44.61
LOW 44.20
0.618 43.54
1.000 43.13
1.618 42.47
2.618 41.40
4.250 39.65
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 44.74 45.45
PP 44.71 45.19
S1 44.69 44.92

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

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