NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 57.68 55.85 -1.83 -3.2% 59.50
High 58.60 56.02 -2.58 -4.4% 60.31
Low 57.15 53.00 -4.15 -7.3% 57.15
Close 57.61 53.13 -4.48 -7.8% 57.61
Range 1.45 3.02 1.57 108.3% 3.16
ATR 1.61 1.83 0.21 13.3% 0.00
Volume 45,599 39,548 -6,051 -13.3% 125,041
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.11 61.14 54.79
R3 60.09 58.12 53.96
R2 57.07 57.07 53.68
R1 55.10 55.10 53.41 54.58
PP 54.05 54.05 54.05 53.79
S1 52.08 52.08 52.85 51.56
S2 51.03 51.03 52.58
S3 48.01 49.06 52.30
S4 44.99 46.04 51.47
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.84 65.88 59.35
R3 64.68 62.72 58.48
R2 61.52 61.52 58.19
R1 59.56 59.56 57.90 58.96
PP 58.36 58.36 58.36 58.06
S1 56.40 56.40 57.32 55.80
S2 55.20 55.20 57.03
S3 52.04 53.24 56.74
S4 48.88 50.08 55.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.31 53.00 7.31 13.8% 1.90 3.6% 2% False True 32,917
10 62.11 53.00 9.11 17.1% 1.64 3.1% 1% False True 28,518
20 62.65 53.00 9.65 18.2% 1.51 2.8% 1% False True 27,777
40 63.75 53.00 10.75 20.2% 1.60 3.0% 1% False True 25,779
60 64.74 53.00 11.74 22.1% 1.61 3.0% 1% False True 23,554
80 64.74 50.54 14.20 26.7% 1.67 3.1% 18% False False 21,056
100 64.74 50.54 14.20 26.7% 1.65 3.1% 18% False False 19,104
120 64.74 50.54 14.20 26.7% 1.74 3.3% 18% False False 17,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.34
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 68.86
2.618 63.93
1.618 60.91
1.000 59.04
0.618 57.89
HIGH 56.02
0.618 54.87
0.500 54.51
0.382 54.15
LOW 53.00
0.618 51.13
1.000 49.98
1.618 48.11
2.618 45.09
4.250 40.17
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 54.51 56.29
PP 54.05 55.23
S1 53.59 54.18

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

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