NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 45.79 46.37 0.58 1.3% 48.30
High 46.58 47.07 0.49 1.1% 49.91
Low 45.70 45.23 -0.47 -1.0% 47.10
Close 46.13 45.55 -0.58 -1.3% 47.53
Range 0.88 1.84 0.96 109.1% 2.81
ATR 1.67 1.68 0.01 0.8% 0.00
Volume 91,145 106,083 14,938 16.4% 272,146
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.47 50.35 46.56
R3 49.63 48.51 46.06
R2 47.79 47.79 45.89
R1 46.67 46.67 45.72 46.31
PP 45.95 45.95 45.95 45.77
S1 44.83 44.83 45.38 44.47
S2 44.11 44.11 45.21
S3 42.27 42.99 45.04
S4 40.43 41.15 44.54
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.61 54.88 49.08
R3 53.80 52.07 48.30
R2 50.99 50.99 48.05
R1 49.26 49.26 47.79 48.72
PP 48.18 48.18 48.18 47.91
S1 46.45 46.45 47.27 45.91
S2 45.37 45.37 47.01
S3 42.56 43.64 46.76
S4 39.75 40.83 45.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.73 45.23 4.50 9.9% 1.50 3.3% 7% False True 76,138
10 50.10 45.23 4.87 10.7% 1.53 3.4% 7% False True 67,236
20 54.70 45.23 9.47 20.8% 1.62 3.6% 3% False True 57,223
40 62.65 45.23 17.42 38.2% 1.60 3.5% 2% False True 43,491
60 63.75 45.23 18.52 40.7% 1.64 3.6% 2% False True 37,183
80 64.74 45.23 19.51 42.8% 1.63 3.6% 2% False True 32,888
100 64.74 45.23 19.51 42.8% 1.67 3.7% 2% False True 29,031
120 64.74 45.23 19.51 42.8% 1.65 3.6% 2% False True 26,165
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.89
2.618 51.89
1.618 50.05
1.000 48.91
0.618 48.21
HIGH 47.07
0.618 46.37
0.500 46.15
0.382 45.93
LOW 45.23
0.618 44.09
1.000 43.39
1.618 42.25
2.618 40.41
4.250 37.41
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 46.15 46.28
PP 45.95 46.03
S1 45.75 45.79

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.