NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 45.16 44.82 -0.34 -0.8% 46.86
High 45.27 45.16 -0.11 -0.2% 46.94
Low 44.20 43.70 -0.50 -1.1% 43.70
Close 44.66 43.87 -0.79 -1.8% 43.87
Range 1.07 1.46 0.39 36.4% 3.24
ATR 1.66 1.65 -0.01 -0.9% 0.00
Volume 360,977 400,070 39,093 10.8% 1,785,244
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.62 47.71 44.67
R3 47.16 46.25 44.27
R2 45.70 45.70 44.14
R1 44.79 44.79 44.00 44.52
PP 44.24 44.24 44.24 44.11
S1 43.33 43.33 43.74 43.06
S2 42.78 42.78 43.60
S3 41.32 41.87 43.47
S4 39.86 40.41 43.07
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.56 52.45 45.65
R3 51.32 49.21 44.76
R2 48.08 48.08 44.46
R1 45.97 45.97 44.17 45.41
PP 44.84 44.84 44.84 44.55
S1 42.73 42.73 43.57 42.17
S2 41.60 41.60 43.28
S3 38.36 39.49 42.98
S4 35.12 36.25 42.09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 46.94 43.70 3.24 7.4% 1.44 3.3% 5% False True 357,048
10 49.52 43.70 5.82 13.3% 1.53 3.5% 3% False True 334,599
20 53.94 43.70 10.24 23.3% 1.58 3.6% 2% False True 287,948
40 62.20 43.70 18.50 42.2% 1.65 3.8% 1% False True 187,319
60 62.65 43.70 18.95 43.2% 1.68 3.8% 1% False True 143,423
80 64.45 43.70 20.75 47.3% 1.68 3.8% 1% False True 118,160
100 64.45 43.70 20.75 47.3% 1.76 4.0% 1% False True 101,516
120 64.45 43.70 20.75 47.3% 1.75 4.0% 1% False True 89,698
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.37
2.618 48.98
1.618 47.52
1.000 46.62
0.618 46.06
HIGH 45.16
0.618 44.60
0.500 44.43
0.382 44.26
LOW 43.70
0.618 42.80
1.000 42.24
1.618 41.34
2.618 39.88
4.250 37.50
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 44.43 45.20
PP 44.24 44.76
S1 44.06 44.31

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

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