NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 49.23 48.83 -0.40 -0.8% 48.30
High 49.73 49.03 -0.70 -1.4% 49.91
Low 48.73 47.10 -1.63 -3.3% 47.10
Close 48.91 47.53 -1.38 -2.8% 47.53
Range 1.00 1.93 0.93 93.0% 2.81
ATR 1.67 1.69 0.02 1.1% 0.00
Volume 66,091 46,062 -20,029 -30.3% 272,146
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.68 52.53 48.59
R3 51.75 50.60 48.06
R2 49.82 49.82 47.88
R1 48.67 48.67 47.71 48.28
PP 47.89 47.89 47.89 47.69
S1 46.74 46.74 47.35 46.35
S2 45.96 45.96 47.18
S3 44.03 44.81 47.00
S4 42.10 42.88 46.47
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.61 54.88 49.08
R3 53.80 52.07 48.30
R2 50.99 50.99 48.05
R1 49.26 49.26 47.79 48.72
PP 48.18 48.18 48.18 47.91
S1 46.45 46.45 47.27 45.91
S2 45.37 45.37 47.01
S3 42.56 43.64 46.76
S4 39.75 40.83 45.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.91 47.10 2.81 5.9% 1.63 3.4% 15% False True 54,429
10 51.94 47.10 4.84 10.2% 1.50 3.2% 9% False True 52,721
20 56.02 47.10 8.92 18.8% 1.78 3.7% 5% False True 50,844
40 62.65 47.10 15.55 32.7% 1.63 3.4% 3% False True 39,120
60 63.75 47.10 16.65 35.0% 1.65 3.5% 3% False True 33,878
80 64.74 47.10 17.64 37.1% 1.63 3.4% 2% False True 30,125
100 64.74 47.10 17.64 37.1% 1.67 3.5% 2% False True 26,716
120 64.74 47.10 17.64 37.1% 1.66 3.5% 2% False True 24,143
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 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.23
2.618 54.08
1.618 52.15
1.000 50.96
0.618 50.22
HIGH 49.03
0.618 48.29
0.500 48.07
0.382 47.84
LOW 47.10
0.618 45.91
1.000 45.17
1.618 43.98
2.618 42.05
4.250 38.90
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 48.07 48.51
PP 47.89 48.18
S1 47.71 47.86

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

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