NYMEX Light Sweet Crude Oil Future September 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 53.87 51.95 -1.92 -3.6% 55.30
High 53.94 52.54 -1.40 -2.6% 55.74
Low 51.58 51.16 -0.42 -0.8% 50.95
Close 51.79 51.24 -0.55 -1.1% 53.22
Range 2.36 1.38 -0.98 -41.5% 4.79
ATR 2.01 1.97 -0.05 -2.2% 0.00
Volume 174,984 205,857 30,873 17.6% 702,425
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.79 54.89 52.00
R3 54.41 53.51 51.62
R2 53.03 53.03 51.49
R1 52.13 52.13 51.37 51.89
PP 51.65 51.65 51.65 51.53
S1 50.75 50.75 51.11 50.51
S2 50.27 50.27 50.99
S3 48.89 49.37 50.86
S4 47.51 47.99 50.48
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 51.16 3.19 6.2% 2.01 3.9% 3% False True 176,047
10 58.31 50.95 7.36 14.4% 2.14 4.2% 4% False False 155,087
20 61.87 50.95 10.92 21.3% 1.86 3.6% 3% False False 110,483
40 62.51 50.95 11.56 22.6% 1.76 3.4% 3% False False 86,171
60 64.45 50.95 13.50 26.3% 1.73 3.4% 2% False False 70,793
80 64.45 50.95 13.50 26.3% 1.79 3.5% 2% False False 62,795
100 64.45 49.69 14.76 28.8% 1.79 3.5% 11% False False 56,120
120 64.45 49.69 14.76 28.8% 1.87 3.7% 11% False False 51,448
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 0.53
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 58.41
2.618 56.15
1.618 54.77
1.000 53.92
0.618 53.39
HIGH 52.54
0.618 52.01
0.500 51.85
0.382 51.69
LOW 51.16
0.618 50.31
1.000 49.78
1.618 48.93
2.618 47.55
4.250 45.30
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 51.85 52.55
PP 51.65 52.11
S1 51.44 51.68

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

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