NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 51.22 51.11 -0.11 -0.2% 52.68
High 51.55 51.58 0.03 0.1% 53.94
Low 50.50 50.15 -0.35 -0.7% 50.50
Close 51.21 50.44 -0.77 -1.5% 51.21
Range 1.05 1.43 0.38 36.2% 3.44
ATR 1.90 1.87 -0.03 -1.8% 0.00
Volume 188,364 288,564 100,200 53.2% 927,816
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.01 54.16 51.23
R3 53.58 52.73 50.83
R2 52.15 52.15 50.70
R1 51.30 51.30 50.57 51.01
PP 50.72 50.72 50.72 50.58
S1 49.87 49.87 50.31 49.58
S2 49.29 49.29 50.18
S3 47.86 48.44 50.05
S4 46.43 47.01 49.65
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 50.15 3.79 7.5% 1.73 3.4% 8% False True 212,751
10 54.35 50.15 4.20 8.3% 1.94 3.9% 7% False True 182,806
20 61.87 50.15 11.72 23.2% 1.82 3.6% 2% False True 126,340
40 62.51 50.15 12.36 24.5% 1.74 3.5% 2% False True 96,410
60 64.45 50.15 14.30 28.4% 1.70 3.4% 2% False True 77,594
80 64.45 50.15 14.30 28.4% 1.78 3.5% 2% False True 68,138
100 64.45 49.69 14.76 29.3% 1.77 3.5% 5% False False 60,374
120 64.45 49.69 14.76 29.3% 1.87 3.7% 5% False False 55,104
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.52
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.66
2.618 55.32
1.618 53.89
1.000 53.01
0.618 52.46
HIGH 51.58
0.618 51.03
0.500 50.87
0.382 50.70
LOW 50.15
0.618 49.27
1.000 48.72
1.618 47.84
2.618 46.41
4.250 44.07
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 50.87 51.35
PP 50.72 51.04
S1 50.58 50.74

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

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