NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 47.44 48.18 0.74 1.6% 51.47
High 48.86 49.91 1.05 2.1% 51.94
Low 47.10 47.81 0.71 1.5% 48.20
Close 48.41 49.16 0.75 1.5% 48.61
Range 1.76 2.10 0.34 19.3% 3.74
ATR 1.69 1.72 0.03 1.7% 0.00
Volume 54,133 63,890 9,757 18.0% 255,070
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.26 54.31 50.32
R3 53.16 52.21 49.74
R2 51.06 51.06 49.55
R1 50.11 50.11 49.35 50.59
PP 48.96 48.96 48.96 49.20
S1 48.01 48.01 48.97 48.49
S2 46.86 46.86 48.78
S3 44.76 45.91 48.58
S4 42.66 43.81 48.01
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.80 58.45 50.67
R3 57.06 54.71 49.64
R2 53.32 53.32 49.30
R1 50.97 50.97 48.95 50.28
PP 49.58 49.58 49.58 49.24
S1 47.23 47.23 48.27 46.54
S2 45.84 45.84 47.92
S3 42.10 43.49 47.58
S4 38.36 39.75 46.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.10 47.10 3.00 6.1% 1.57 3.2% 69% False False 58,335
10 52.88 47.10 5.78 11.8% 1.44 2.9% 36% False False 51,028
20 59.57 47.10 12.47 25.4% 1.81 3.7% 17% False False 49,406
40 62.65 47.10 15.55 31.6% 1.65 3.4% 13% False False 37,915
60 64.74 47.10 17.64 35.9% 1.67 3.4% 12% False False 32,617
80 64.74 47.10 17.64 35.9% 1.64 3.3% 12% False False 29,224
100 64.74 47.10 17.64 35.9% 1.67 3.4% 12% False False 25,849
120 64.74 47.10 17.64 35.9% 1.67 3.4% 12% False False 23,374
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 0.32
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 58.84
2.618 55.41
1.618 53.31
1.000 52.01
0.618 51.21
HIGH 49.91
0.618 49.11
0.500 48.86
0.382 48.61
LOW 47.81
0.618 46.51
1.000 45.71
1.618 44.41
2.618 42.31
4.250 38.89
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 49.06 48.94
PP 48.96 48.72
S1 48.86 48.51

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

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