NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 22-Jul-2015

Day Change Summary
	Previous	Current
	21-Jul-2015	22-Jul-2015	Change	Change %	Previous Week
Open	53.26	53.68	0.42	0.8%	55.59
High	54.45	53.88	-0.57	-1.0%	56.44
Low	53.26	52.53	-0.73	-1.4%	53.26
Close	54.07	52.68	-1.39	-2.6%	53.98
Range	1.19	1.35	0.16	13.4%	3.18
ATR
Volume	8,120	11,496	3,376	41.6%	49,713

Daily Pivots for day following 22-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.08	56.23	53.42
R3	55.73	54.88	53.05
R2	54.38	54.38	52.93
R1	53.53	53.53	52.80	53.28
PP	53.03	53.03	53.03	52.91
S1	52.18	52.18	52.56	51.93
S2	51.68	51.68	52.43
S3	50.33	50.83	52.31
S4	48.98	49.48	51.94

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	64.10	62.22	55.73
R3	60.92	59.04	54.85
R2	57.74	57.74	54.56
R1	55.86	55.86	54.27	55.21
PP	54.56	54.56	54.56	54.24
S1	52.68	52.68	53.69	52.03
S2	51.38	51.38	53.40
S3	48.20	49.50	53.11
S4	45.02	46.32	52.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.05	52.53	2.52	4.8%	1.01	1.9%	6%	False	True	8,747
10	56.63	52.53	4.10	7.8%	1.37	2.6%	4%	False	True	9,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	59.62
2.618	57.41
1.618	56.06
1.000	55.23
0.618	54.71
HIGH	53.88
0.618	53.36
0.500	53.21
0.382	53.05
LOW	52.53
0.618	51.70
1.000	51.18
1.618	50.35
2.618	49.00
4.250	46.79

Fisher Pivots for day following 22-Jul-2015
Pivot	1 day	3 day
R1	53.21	53.49
PP	53.03	53.22
S1	52.86	52.95

Download as Excel Spreadsheet

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

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