NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 53.40 51.62 -1.78 -3.3% 54.90
High 53.50 52.17 -1.33 -2.5% 56.79
Low 51.21 50.84 -0.37 -0.7% 50.58
Close 51.41 50.91 -0.50 -1.0% 52.74
Range 2.29 1.33 -0.96 -41.9% 6.21
ATR 2.03 1.98 -0.05 -2.5% 0.00
Volume 334,563 319,167 -15,396 -4.6% 2,234,036
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.30 54.43 51.64
R3 53.97 53.10 51.28
R2 52.64 52.64 51.15
R1 51.77 51.77 51.03 51.54
PP 51.31 51.31 51.31 51.19
S1 50.44 50.44 50.79 50.21
S2 49.98 49.98 50.67
S3 48.65 49.11 50.54
S4 47.32 47.78 50.18
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 72.00 68.58 56.16
R3 65.79 62.37 54.45
R2 59.58 59.58 53.88
R1 56.16 56.16 53.31 54.77
PP 53.37 53.37 53.37 52.67
S1 49.95 49.95 52.17 48.56
S2 47.16 47.16 51.60
S3 40.95 43.74 51.03
S4 34.74 37.53 49.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.89 50.84 3.05 6.0% 2.00 3.9% 2% False True 357,007
10 57.95 50.58 7.37 14.5% 2.28 4.5% 4% False False 396,704
20 61.57 50.58 10.99 21.6% 1.94 3.8% 3% False False 336,957
40 62.22 50.58 11.64 22.9% 1.82 3.6% 3% False False 222,983
60 64.12 50.58 13.54 26.6% 1.79 3.5% 2% False False 163,332
80 64.12 50.58 13.54 26.6% 1.85 3.6% 2% False False 130,538
100 64.12 48.71 15.41 30.3% 1.84 3.6% 14% False False 109,874
120 64.12 48.71 15.41 30.3% 1.93 3.8% 14% False False 94,737
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.65
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 57.82
2.618 55.65
1.618 54.32
1.000 53.50
0.618 52.99
HIGH 52.17
0.618 51.66
0.500 51.51
0.382 51.35
LOW 50.84
0.618 50.02
1.000 49.51
1.618 48.69
2.618 47.36
4.250 45.19
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 51.51 52.17
PP 51.31 51.75
S1 51.11 51.33

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

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