NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 53.33 53.51 0.18 0.3% 59.50
High 54.10 53.60 -0.50 -0.9% 60.31
Low 51.27 51.71 0.44 0.9% 57.15
Close 53.03 52.45 -0.58 -1.1% 57.61
Range 2.83 1.89 -0.94 -33.2% 3.16
ATR 1.90 1.90 0.00 0.0% 0.00
Volume 57,531 43,874 -13,657 -23.7% 125,041
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 58.26 57.24 53.49
R3 56.37 55.35 52.97
R2 54.48 54.48 52.80
R1 53.46 53.46 52.62 53.03
PP 52.59 52.59 52.59 52.37
S1 51.57 51.57 52.28 51.14
S2 50.70 50.70 52.10
S3 48.81 49.68 51.93
S4 46.92 47.79 51.41
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.84 65.88 59.35
R3 64.68 62.72 58.48
R2 61.52 61.52 58.19
R1 59.56 59.56 57.90 58.96
PP 58.36 58.36 58.36 58.06
S1 56.40 56.40 57.32 55.80
S2 55.20 55.20 57.03
S3 52.04 53.24 56.74
S4 48.88 50.08 55.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.57 51.27 8.30 15.8% 2.26 4.3% 14% False False 44,868
10 62.11 51.27 10.84 20.7% 1.81 3.4% 11% False False 33,550
20 62.65 51.27 11.38 21.7% 1.58 3.0% 10% False False 29,758
40 63.75 51.27 12.48 23.8% 1.66 3.2% 9% False False 27,163
60 64.74 51.27 13.47 25.7% 1.64 3.1% 9% False False 24,777
80 64.74 50.54 14.20 27.1% 1.68 3.2% 13% False False 21,983
100 64.74 50.54 14.20 27.1% 1.65 3.2% 13% False False 19,953
120 64.74 50.54 14.20 27.1% 1.74 3.3% 13% False False 18,007
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.63
2.618 58.55
1.618 56.66
1.000 55.49
0.618 54.77
HIGH 53.60
0.618 52.88
0.500 52.66
0.382 52.43
LOW 51.71
0.618 50.54
1.000 49.82
1.618 48.65
2.618 46.76
4.250 43.68
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 52.66 53.65
PP 52.59 53.25
S1 52.52 52.85

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

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