NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 08-Jul-2015
Day Change Summary
Previous Current
07-Jul-2015 08-Jul-2015 Change Change % Previous Week
Open 52.75 52.91 0.16 0.3% 58.84
High 53.43 52.96 -0.47 -0.9% 59.69
Low 50.58 50.91 0.33 0.7% 56.50
Close 52.33 51.65 -0.68 -1.3% 56.93
Range 2.85 2.05 -0.80 -28.1% 3.19
ATR 1.97 1.97 0.01 0.3% 0.00
Volume 527,267 434,752 -92,515 -17.5% 1,238,965
Daily Pivots for day following 08-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.99 56.87 52.78
R3 55.94 54.82 52.21
R2 53.89 53.89 52.03
R1 52.77 52.77 51.84 52.31
PP 51.84 51.84 51.84 51.61
S1 50.72 50.72 51.46 50.26
S2 49.79 49.79 51.27
S3 47.74 48.67 51.09
S4 45.69 46.62 50.52
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.28 65.29 58.68
R3 64.09 62.10 57.81
R2 60.90 60.90 57.51
R1 58.91 58.91 57.22 58.31
PP 57.71 57.71 57.71 57.41
S1 55.72 55.72 56.64 55.12
S2 54.52 54.52 56.35
S3 51.33 52.53 56.05
S4 48.14 49.34 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.98 50.58 8.40 16.3% 2.61 5.0% 13% False False 434,616
10 61.57 50.58 10.99 21.3% 2.00 3.9% 10% False False 350,887
20 62.22 50.58 11.64 22.5% 1.74 3.4% 9% False False 274,638
40 63.16 50.58 12.58 24.4% 1.79 3.5% 9% False False 175,265
60 64.12 50.58 13.54 26.2% 1.78 3.4% 8% False False 131,088
80 64.12 48.71 15.41 29.8% 1.86 3.6% 19% False False 105,087
100 64.12 48.71 15.41 29.8% 1.85 3.6% 19% False False 89,550
120 64.12 48.71 15.41 29.8% 1.95 3.8% 19% False False 77,292
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.47
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 61.67
2.618 58.33
1.618 56.28
1.000 55.01
0.618 54.23
HIGH 52.96
0.618 52.18
0.500 51.94
0.382 51.69
LOW 50.91
0.618 49.64
1.000 48.86
1.618 47.59
2.618 45.54
4.250 42.20
Fisher Pivots for day following 08-Jul-2015
Pivot 1 day 3 day
R1 51.94 53.69
PP 51.84 53.01
S1 51.75 52.33

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

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