NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 29-Jun-2015
Day Change Summary
Previous Current
26-Jun-2015 29-Jun-2015 Change Change % Previous Week
Open 59.64 58.84 -0.80 -1.3% 59.75
High 59.96 59.27 -0.69 -1.2% 61.57
Low 58.76 58.04 -0.72 -1.2% 58.76
Close 59.63 58.33 -1.30 -2.2% 59.63
Range 1.20 1.23 0.03 2.5% 2.81
ATR 1.63 1.63 0.00 -0.2% 0.00
Volume 231,957 286,035 54,078 23.3% 1,358,813
Daily Pivots for day following 29-Jun-2015
Classic Woodie Camarilla DeMark
R4 62.24 61.51 59.01
R3 61.01 60.28 58.67
R2 59.78 59.78 58.56
R1 59.05 59.05 58.44 58.80
PP 58.55 58.55 58.55 58.42
S1 57.82 57.82 58.22 57.57
S2 57.32 57.32 58.10
S3 56.09 56.59 57.99
S4 54.86 55.36 57.65
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.42 66.83 61.18
R3 65.61 64.02 60.40
R2 62.80 62.80 60.15
R1 61.21 61.21 59.89 60.60
PP 59.99 59.99 59.99 59.68
S1 58.40 58.40 59.37 57.79
S2 57.18 57.18 59.11
S3 54.37 55.59 58.86
S4 51.56 52.78 58.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.57 58.04 3.53 6.1% 1.43 2.5% 8% False True 277,908
10 61.81 58.04 3.77 6.5% 1.53 2.6% 8% False True 247,761
20 62.22 57.21 5.01 8.6% 1.58 2.7% 22% False False 185,117
40 64.12 56.88 7.24 12.4% 1.69 2.9% 20% False False 120,147
60 64.12 52.89 11.23 19.3% 1.73 3.0% 48% False False 93,693
80 64.12 48.71 15.41 26.4% 1.80 3.1% 62% False False 76,438
100 64.12 48.71 15.41 26.4% 1.85 3.2% 62% False False 66,265
120 64.12 48.71 15.41 26.4% 1.92 3.3% 62% False False 57,218
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 0.44
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.50
2.618 62.49
1.618 61.26
1.000 60.50
0.618 60.03
HIGH 59.27
0.618 58.80
0.500 58.66
0.382 58.51
LOW 58.04
0.618 57.28
1.000 56.81
1.618 56.05
2.618 54.82
4.250 52.81
Fisher Pivots for day following 29-Jun-2015
Pivot 1 day 3 day
R1 58.66 59.25
PP 58.55 58.94
S1 58.44 58.64

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

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