NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 52.91 52.68 -0.23 -0.4% 55.30
High 54.35 53.65 -0.70 -1.3% 55.74
Low 52.41 51.75 -0.66 -1.3% 50.95
Close 53.22 52.71 -0.51 -1.0% 53.22
Range 1.94 1.90 -0.04 -2.1% 4.79
ATR 1.96 1.95 0.00 -0.2% 0.00
Volume 140,785 152,625 11,840 8.4% 702,425
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 58.40 57.46 53.76
R3 56.50 55.56 53.23
R2 54.60 54.60 53.06
R1 53.66 53.66 52.88 54.13
PP 52.70 52.70 52.70 52.94
S1 51.76 51.76 52.54 52.23
S2 50.80 50.80 52.36
S3 48.90 49.86 52.19
S4 47.00 47.96 51.67
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.67 65.24 55.85
R3 62.88 60.45 54.54
R2 58.09 58.09 54.10
R1 55.66 55.66 53.66 54.48
PP 53.30 53.30 53.30 52.72
S1 50.87 50.87 52.78 49.69
S2 48.51 48.51 52.34
S3 43.72 46.08 51.90
S4 38.93 41.29 50.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.35 50.95 3.40 6.5% 2.15 4.1% 52% False False 152,862
10 60.05 50.95 9.10 17.3% 2.05 3.9% 19% False False 114,785
20 62.20 50.95 11.25 21.3% 1.77 3.4% 16% False False 90,090
40 62.51 50.95 11.56 21.9% 1.74 3.3% 15% False False 73,912
60 64.45 50.95 13.50 25.6% 1.71 3.2% 13% False False 62,854
80 64.45 50.43 14.02 26.6% 1.79 3.4% 16% False False 56,555
100 64.45 49.69 14.76 28.0% 1.78 3.4% 20% False False 51,011
120 64.45 49.69 14.76 28.0% 1.86 3.5% 20% False False 47,289
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.44
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 61.73
2.618 58.62
1.618 56.72
1.000 55.55
0.618 54.82
HIGH 53.65
0.618 52.92
0.500 52.70
0.382 52.48
LOW 51.75
0.618 50.58
1.000 49.85
1.618 48.68
2.618 46.78
4.250 43.68
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 52.71 53.05
PP 52.70 52.94
S1 52.70 52.82

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

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