NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 46.22 45.89 -0.33 -0.7% 47.98
High 46.31 46.28 -0.03 -0.1% 48.00
Low 45.32 44.94 -0.38 -0.8% 44.94
Close 45.80 45.11 -0.69 -1.5% 45.11
Range 0.99 1.34 0.35 35.4% 3.06
ATR 1.59 1.57 -0.02 -1.1% 0.00
Volume 50,521 73,201 22,680 44.9% 241,136
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.46 48.63 45.85
R3 48.12 47.29 45.48
R2 46.78 46.78 45.36
R1 45.95 45.95 45.23 45.70
PP 45.44 45.44 45.44 45.32
S1 44.61 44.61 44.99 44.36
S2 44.10 44.10 44.86
S3 42.76 43.27 44.74
S4 41.42 41.93 44.37
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.20 53.21 46.79
R3 52.14 50.15 45.95
R2 49.08 49.08 45.67
R1 47.09 47.09 45.39 46.56
PP 46.02 46.02 46.02 45.75
S1 44.03 44.03 44.83 43.50
S2 42.96 42.96 44.55
S3 39.90 40.97 44.27
S4 36.84 37.91 43.43
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.00 44.94 3.06 6.8% 1.36 3.0% 6% False True 48,227
10 50.46 44.94 5.52 12.2% 1.47 3.3% 3% False True 38,160
20 54.78 44.94 9.84 21.8% 1.50 3.3% 2% False True 31,829
40 62.68 44.94 17.74 39.3% 1.56 3.4% 1% False True 26,043
60 63.30 44.94 18.36 40.7% 1.58 3.5% 1% False True 23,391
80 65.03 44.94 20.09 44.5% 1.56 3.5% 1% False True 20,778
100 65.03 44.94 20.09 44.5% 1.60 3.5% 1% False True 18,481
120 65.03 44.94 20.09 44.5% 1.56 3.4% 1% False True 16,618
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.98
2.618 49.79
1.618 48.45
1.000 47.62
0.618 47.11
HIGH 46.28
0.618 45.77
0.500 45.61
0.382 45.45
LOW 44.94
0.618 44.11
1.000 43.60
1.618 42.77
2.618 41.43
4.250 39.25
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 45.61 46.29
PP 45.44 45.89
S1 45.28 45.50

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

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