NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 49.85 49.10 -0.75 -1.5% 52.02
High 50.08 49.27 -0.81 -1.6% 52.45
Low 48.86 47.98 -0.88 -1.8% 48.86
Close 49.25 48.51 -0.74 -1.5% 49.25
Range 1.22 1.29 0.07 5.7% 3.59
ATR 1.66 1.64 -0.03 -1.6% 0.00
Volume 31,872 20,869 -11,003 -34.5% 127,807
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 52.46 51.77 49.22
R3 51.17 50.48 48.86
R2 49.88 49.88 48.75
R1 49.19 49.19 48.63 48.89
PP 48.59 48.59 48.59 48.44
S1 47.90 47.90 48.39 47.60
S2 47.30 47.30 48.27
S3 46.01 46.61 48.16
S4 44.72 45.32 47.80
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.96 58.69 51.22
R3 57.37 55.10 50.24
R2 53.78 53.78 49.91
R1 51.51 51.51 49.58 50.85
PP 50.19 50.19 50.19 49.86
S1 47.92 47.92 48.92 47.26
S2 46.60 46.60 48.59
S3 43.01 44.33 48.26
S4 39.42 40.74 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.41 47.98 4.43 9.1% 1.32 2.7% 12% False True 25,864
10 54.78 47.98 6.80 14.0% 1.46 3.0% 8% False True 25,184
20 60.65 47.98 12.67 26.1% 1.72 3.5% 4% False True 24,265
40 62.87 47.98 14.89 30.7% 1.57 3.2% 4% False True 22,246
60 65.03 47.98 17.05 35.1% 1.59 3.3% 3% False True 19,501
80 65.03 47.98 17.05 35.1% 1.57 3.2% 3% False True 17,492
100 65.03 47.98 17.05 35.1% 1.58 3.3% 3% False True 15,607
120 65.03 47.98 17.05 35.1% 1.60 3.3% 3% False True 14,132
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.75
2.618 52.65
1.618 51.36
1.000 50.56
0.618 50.07
HIGH 49.27
0.618 48.78
0.500 48.63
0.382 48.47
LOW 47.98
0.618 47.18
1.000 46.69
1.618 45.89
2.618 44.60
4.250 42.50
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 48.63 49.37
PP 48.59 49.08
S1 48.55 48.80

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

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