NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 50.39 49.85 -0.54 -1.1% 52.02
High 50.75 50.08 -0.67 -1.3% 52.45
Low 49.43 48.86 -0.57 -1.2% 48.86
Close 49.57 49.25 -0.32 -0.6% 49.25
Range 1.32 1.22 -0.10 -7.6% 3.59
ATR 1.70 1.66 -0.03 -2.0% 0.00
Volume 28,692 31,872 3,180 11.1% 127,807
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.06 52.37 49.92
R3 51.84 51.15 49.59
R2 50.62 50.62 49.47
R1 49.93 49.93 49.36 49.67
PP 49.40 49.40 49.40 49.26
S1 48.71 48.71 49.14 48.45
S2 48.18 48.18 49.03
S3 46.96 47.49 48.91
S4 45.74 46.27 48.58
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.96 58.69 51.22
R3 57.37 55.10 50.24
R2 53.78 53.78 49.91
R1 51.51 51.51 49.58 50.85
PP 50.19 50.19 50.19 49.86
S1 47.92 47.92 48.92 47.26
S2 46.60 46.60 48.59
S3 43.01 44.33 48.26
S4 39.42 40.74 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.45 48.86 3.59 7.3% 1.30 2.6% 11% False True 25,561
10 54.78 48.86 5.92 12.0% 1.53 3.1% 7% False True 25,497
20 60.85 48.86 11.99 24.3% 1.71 3.5% 3% False True 23,704
40 62.87 48.86 14.01 28.4% 1.61 3.3% 3% False True 22,203
60 65.03 48.86 16.17 32.8% 1.59 3.2% 2% False True 19,452
80 65.03 48.86 16.17 32.8% 1.59 3.2% 2% False True 17,316
100 65.03 48.86 16.17 32.8% 1.58 3.2% 2% False True 15,451
120 65.03 48.86 16.17 32.8% 1.62 3.3% 2% False True 14,044
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.37
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 55.27
2.618 53.27
1.618 52.05
1.000 51.30
0.618 50.83
HIGH 50.08
0.618 49.61
0.500 49.47
0.382 49.33
LOW 48.86
0.618 48.11
1.000 47.64
1.618 46.89
2.618 45.67
4.250 43.68
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 49.47 50.31
PP 49.40 49.95
S1 49.32 49.60

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

View Archives - Comment on this page... - Back to Index of Symbols