NYMEX Light Sweet Crude Oil Future November 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 46.86 46.22 -0.64 -1.4% 49.10
High 47.63 46.31 -1.32 -2.8% 50.46
Low 45.85 45.32 -0.53 -1.2% 47.75
Close 46.18 45.80 -0.38 -0.8% 48.21
Range 1.78 0.99 -0.79 -44.4% 2.71
ATR 1.63 1.59 -0.05 -2.8% 0.00
Volume 44,311 50,521 6,210 14.0% 140,468
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.78 48.28 46.34
R3 47.79 47.29 46.07
R2 46.80 46.80 45.98
R1 46.30 46.30 45.89 46.06
PP 45.81 45.81 45.81 45.69
S1 45.31 45.31 45.71 45.07
S2 44.82 44.82 45.62
S3 43.83 44.32 45.53
S4 42.84 43.33 45.26
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.94 55.28 49.70
R3 54.23 52.57 48.96
R2 51.52 51.52 48.71
R1 49.86 49.86 48.46 49.34
PP 48.81 48.81 48.81 48.54
S1 47.15 47.15 47.96 46.63
S2 46.10 46.10 47.71
S3 43.39 44.44 47.46
S4 40.68 41.73 46.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.65 45.32 4.33 9.5% 1.47 3.2% 11% False True 38,470
10 50.46 45.32 5.14 11.2% 1.46 3.2% 9% False True 34,027
20 55.06 45.32 9.74 21.3% 1.52 3.3% 5% False True 29,494
40 62.68 45.32 17.36 37.9% 1.55 3.4% 3% False True 24,859
60 64.04 45.32 18.72 40.9% 1.58 3.5% 3% False True 22,387
80 65.03 45.32 19.71 43.0% 1.57 3.4% 2% False True 20,025
100 65.03 45.32 19.71 43.0% 1.59 3.5% 2% False True 17,807
120 65.03 45.32 19.71 43.0% 1.56 3.4% 2% False True 16,043
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.52
2.618 48.90
1.618 47.91
1.000 47.30
0.618 46.92
HIGH 46.31
0.618 45.93
0.500 45.82
0.382 45.70
LOW 45.32
0.618 44.71
1.000 44.33
1.618 43.72
2.618 42.73
4.250 41.11
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 45.82 46.48
PP 45.81 46.25
S1 45.81 46.03

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

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