NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 47.80 48.15 0.35 0.7% 50.37
High 48.48 48.90 0.42 0.9% 51.67
Low 47.76 47.15 -0.61 -1.3% 49.17
Close 48.03 47.52 -0.51 -1.1% 49.62
Range 0.72 1.75 1.03 143.1% 2.50
ATR 1.52 1.54 0.02 1.1% 0.00
Volume 17,445 23,304 5,859 33.6% 97,523
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.11 52.06 48.48
R3 51.36 50.31 48.00
R2 49.61 49.61 47.84
R1 48.56 48.56 47.68 48.21
PP 47.86 47.86 47.86 47.68
S1 46.81 46.81 47.36 46.46
S2 46.11 46.11 47.20
S3 44.36 45.06 47.04
S4 42.61 43.31 46.56
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.65 56.14 51.00
R3 55.15 53.64 50.31
R2 52.65 52.65 50.08
R1 51.14 51.14 49.85 50.65
PP 50.15 50.15 50.15 49.91
S1 48.64 48.64 49.39 48.15
S2 47.65 47.65 49.16
S3 45.15 46.14 48.93
S4 42.65 43.64 48.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.47 47.15 4.32 9.1% 1.39 2.9% 9% False True 20,869
10 52.04 47.15 4.89 10.3% 1.41 3.0% 8% False True 19,383
20 56.10 47.15 8.95 18.8% 1.47 3.1% 4% False True 17,642
40 63.32 47.15 16.17 34.0% 1.48 3.1% 2% False True 14,101
60 64.61 47.15 17.46 36.7% 1.49 3.1% 2% False True 12,255
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
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 56.34
2.618 53.48
1.618 51.73
1.000 50.65
0.618 49.98
HIGH 48.90
0.618 48.23
0.500 48.03
0.382 47.82
LOW 47.15
0.618 46.07
1.000 45.40
1.618 44.32
2.618 42.57
4.250 39.71
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 48.03 48.26
PP 47.86 48.01
S1 47.69 47.77

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

View Archives - Comment on this page... - Back to Index of Symbols