NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 50.10 48.65 -1.45 -2.9% 49.72
High 50.33 48.69 -1.64 -3.3% 51.08
Low 48.47 46.77 -1.70 -3.5% 48.41
Close 48.92 46.87 -2.05 -4.2% 48.92
Range 1.86 1.92 0.06 3.2% 2.67
ATR 1.64 1.68 0.04 2.2% 0.00
Volume 51,164 71,254 20,090 39.3% 312,863
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.20 51.96 47.93
R3 51.28 50.04 47.40
R2 49.36 49.36 47.22
R1 48.12 48.12 47.05 47.78
PP 47.44 47.44 47.44 47.28
S1 46.20 46.20 46.69 45.86
S2 45.52 45.52 46.52
S3 43.60 44.28 46.34
S4 41.68 42.36 45.81
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.48 55.87 50.39
R3 54.81 53.20 49.65
R2 52.14 52.14 49.41
R1 50.53 50.53 49.16 50.00
PP 49.47 49.47 49.47 49.21
S1 47.86 47.86 48.68 47.33
S2 46.80 46.80 48.43
S3 44.13 45.19 48.19
S4 41.46 42.52 47.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.08 46.77 4.31 9.2% 1.68 3.6% 2% False True 66,726
10 53.06 46.77 6.29 13.4% 1.51 3.2% 2% False True 63,140
20 55.70 46.77 8.93 19.1% 1.67 3.6% 1% False True 64,875
40 63.12 46.77 16.35 34.9% 1.59 3.4% 1% False True 56,246
60 64.39 46.77 17.62 37.6% 1.62 3.5% 1% False True 54,104
80 65.38 46.77 18.61 39.7% 1.62 3.5% 1% False True 54,923
100 65.38 46.77 18.61 39.7% 1.71 3.6% 1% False True 53,093
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 0.27
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.85
2.618 53.72
1.618 51.80
1.000 50.61
0.618 49.88
HIGH 48.69
0.618 47.96
0.500 47.73
0.382 47.50
LOW 46.77
0.618 45.58
1.000 44.85
1.618 43.66
2.618 41.74
4.250 38.61
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 47.73 48.83
PP 47.44 48.17
S1 47.16 47.52

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

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