NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	50.70	51.19	0.49	1.0%	53.94
High	51.83	52.66	0.83	1.6%	54.45
Low	50.35	50.98	0.63	1.3%	51.20
Close	51.50	51.96	0.46	0.9%	51.57
Range	1.48	1.68	0.20	13.5%	3.25
ATR	1.44	1.45	0.02	1.2%	0.00
Volume	11,898	15,028	3,130	26.3%	48,580

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.91	56.11	52.88
R3	55.23	54.43	52.42
R2	53.55	53.55	52.27
R1	52.75	52.75	52.11	53.15
PP	51.87	51.87	51.87	52.07
S1	51.07	51.07	51.81	51.47
S2	50.19	50.19	51.65
S3	48.51	49.39	51.50
S4	46.83	47.71	51.04

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.16	60.11	53.36
R3	58.91	56.86	52.46
R2	55.66	55.66	52.17
R1	53.61	53.61	51.87	53.01
PP	52.41	52.41	52.41	52.11
S1	50.36	50.36	51.27	49.76
S2	49.16	49.16	50.97
S3	45.91	47.11	50.68
S4	42.66	43.86	49.78

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.01	50.35	2.66	5.1%	1.25	2.4%	61%	False	False	11,426
10	55.05	50.35	4.70	9.0%	1.13	2.2%	34%	False	False	10,086

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	59.80
2.618	57.06
1.618	55.38
1.000	54.34
0.618	53.70
HIGH	52.66
0.618	52.02
0.500	51.82
0.382	51.62
LOW	50.98
0.618	49.94
1.000	49.30
1.618	48.26
2.618	46.58
4.250	43.84

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	51.91	51.81
PP	51.87	51.66
S1	51.82	51.51

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