NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 51.95 51.22 -0.73 -1.4% 52.68
High 52.54 51.55 -0.99 -1.9% 53.94
Low 51.16 50.50 -0.66 -1.3% 50.50
Close 51.24 51.21 -0.03 -0.1% 51.21
Range 1.38 1.05 -0.33 -23.9% 3.44
ATR 1.97 1.90 -0.07 -3.3% 0.00
Volume 205,857 188,364 -17,493 -8.5% 927,816
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.24 53.77 51.79
R3 53.19 52.72 51.50
R2 52.14 52.14 51.40
R1 51.67 51.67 51.31 51.38
PP 51.09 51.09 51.09 50.94
S1 50.62 50.62 51.11 50.33
S2 50.04 50.04 51.02
S3 48.99 49.57 50.92
S4 47.94 48.52 50.63
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.20 60.15 53.10
R3 58.76 56.71 52.16
R2 55.32 55.32 51.84
R1 53.27 53.27 51.53 52.58
PP 51.88 51.88 51.88 51.54
S1 49.83 49.83 50.89 49.14
S2 48.44 48.44 50.58
S3 45.00 46.39 50.26
S4 41.56 42.95 49.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.94 50.50 3.44 6.7% 1.83 3.6% 21% False True 185,563
10 55.74 50.50 5.24 10.2% 2.10 4.1% 14% False True 163,024
20 61.87 50.50 11.37 22.2% 1.83 3.6% 6% False True 115,198
40 62.51 50.50 12.01 23.5% 1.76 3.4% 6% False True 90,000
60 64.45 50.50 13.95 27.2% 1.72 3.4% 5% False True 73,425
80 64.45 50.50 13.95 27.2% 1.79 3.5% 5% False True 64,920
100 64.45 49.69 14.76 28.8% 1.78 3.5% 10% False False 57,651
120 64.45 49.69 14.76 28.8% 1.87 3.6% 10% False False 52,839
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 0.52
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 56.01
2.618 54.30
1.618 53.25
1.000 52.60
0.618 52.20
HIGH 51.55
0.618 51.15
0.500 51.03
0.382 50.90
LOW 50.50
0.618 49.85
1.000 49.45
1.618 48.80
2.618 47.75
4.250 46.04
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 51.15 52.22
PP 51.09 51.88
S1 51.03 51.55

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

View Archives - Comment on this page... - Back to Index of Symbols