NYMEX Light Sweet Crude Oil Future October 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 54.09 52.27 -1.82 -3.4% 55.85
High 54.28 52.88 -1.40 -2.6% 56.02
Low 51.98 51.55 -0.43 -0.8% 51.27
Close 52.19 51.62 -0.57 -1.1% 53.61
Range 2.30 1.33 -0.97 -42.2% 4.75
ATR 1.96 1.92 -0.05 -2.3% 0.00
Volume 63,016 48,426 -14,590 -23.2% 238,152
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.01 55.14 52.35
R3 54.68 53.81 51.99
R2 53.35 53.35 51.86
R1 52.48 52.48 51.74 52.25
PP 52.02 52.02 52.02 51.90
S1 51.15 51.15 51.50 50.92
S2 50.69 50.69 51.38
S3 49.36 49.82 51.25
S4 48.03 48.49 50.89
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.88 65.50 56.22
R3 63.13 60.75 54.92
R2 58.38 58.38 54.48
R1 56.00 56.00 54.05 54.82
PP 53.63 53.63 53.63 53.04
S1 51.25 51.25 53.17 50.07
S2 48.88 48.88 52.74
S3 44.13 46.50 52.30
S4 39.38 41.75 51.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.70 51.55 3.15 6.1% 1.96 3.8% 2% False True 48,609
10 58.60 51.27 7.33 14.2% 2.10 4.1% 5% False False 48,847
20 62.11 51.27 10.84 21.0% 1.80 3.5% 3% False False 37,898
40 62.65 51.27 11.38 22.0% 1.70 3.3% 3% False False 32,127
60 64.74 51.27 13.47 26.1% 1.66 3.2% 3% False False 28,034
80 64.74 51.27 13.47 26.1% 1.68 3.3% 3% False False 24,916
100 64.74 50.54 14.20 27.5% 1.67 3.2% 8% False False 22,298
120 64.74 50.54 14.20 27.5% 1.74 3.4% 8% False False 20,172
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 12 trading days
Fibonacci Retracements and Extensions
4.250 58.53
2.618 56.36
1.618 55.03
1.000 54.21
0.618 53.70
HIGH 52.88
0.618 52.37
0.500 52.22
0.382 52.06
LOW 51.55
0.618 50.73
1.000 50.22
1.618 49.40
2.618 48.07
4.250 45.90
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 52.22 52.92
PP 52.02 52.48
S1 51.82 52.05

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

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