NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 59.34 57.29 -2.05 -3.5% 60.05
High 59.35 58.31 -1.04 -1.8% 61.87
Low 57.11 56.85 -0.26 -0.5% 59.09
Close 57.37 57.30 -0.07 -0.1% 59.97
Range 2.24 1.46 -0.78 -34.8% 2.78
ATR 1.68 1.67 -0.02 -0.9% 0.00
Volume 78,223 108,996 30,773 39.3% 315,193
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.87 61.04 58.10
R3 60.41 59.58 57.70
R2 58.95 58.95 57.57
R1 58.12 58.12 57.43 58.54
PP 57.49 57.49 57.49 57.69
S1 56.66 56.66 57.17 57.08
S2 56.03 56.03 57.03
S3 54.57 55.20 56.90
S4 53.11 53.74 56.50
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.65 67.09 61.50
R3 65.87 64.31 60.73
R2 63.09 63.09 60.48
R1 61.53 61.53 60.22 60.92
PP 60.31 60.31 60.31 60.01
S1 58.75 58.75 59.72 58.14
S2 57.53 57.53 59.46
S3 54.75 55.97 59.21
S4 51.97 53.19 58.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.28 56.85 3.43 6.0% 1.57 2.7% 13% False True 66,630
10 61.87 56.85 5.02 8.8% 1.56 2.7% 9% False True 67,372
20 62.51 56.85 5.66 9.9% 1.55 2.7% 8% False True 72,929
40 63.49 56.85 6.64 11.6% 1.66 2.9% 7% False True 58,811
60 64.45 54.39 10.06 17.6% 1.66 2.9% 29% False False 53,240
80 64.45 49.69 14.76 25.8% 1.77 3.1% 52% False False 47,790
100 64.45 49.69 14.76 25.8% 1.77 3.1% 52% False False 44,574
120 64.45 49.69 14.76 25.8% 1.87 3.3% 52% False False 41,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.35
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 64.52
2.618 62.13
1.618 60.67
1.000 59.77
0.618 59.21
HIGH 58.31
0.618 57.75
0.500 57.58
0.382 57.41
LOW 56.85
0.618 55.95
1.000 55.39
1.618 54.49
2.618 53.03
4.250 50.65
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 57.58 58.45
PP 57.49 58.07
S1 57.39 57.68

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
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.