NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 54.50 53.58 -0.92 -1.7% 60.10
High 54.53 55.25 0.72 1.3% 61.00
Low 52.69 53.29 0.60 1.1% 57.98
Close 53.46 54.60 1.14 2.1% 58.45
Range 1.84 1.96 0.12 6.5% 3.02
ATR 1.87 1.88 0.01 0.3% 0.00
Volume 80,362 84,081 3,719 4.6% 193,756
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.26 59.39 55.68
R3 58.30 57.43 55.14
R2 56.34 56.34 54.96
R1 55.47 55.47 54.78 55.91
PP 54.38 54.38 54.38 54.60
S1 53.51 53.51 54.42 53.95
S2 52.42 52.42 54.24
S3 50.46 51.55 54.06
S4 48.50 49.59 53.52
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.20 66.35 60.11
R3 65.18 63.33 59.28
R2 62.16 62.16 59.00
R1 60.31 60.31 58.73 59.73
PP 59.14 59.14 59.14 58.85
S1 57.29 57.29 58.17 56.71
S2 56.12 56.12 57.90
S3 53.10 54.27 57.62
S4 50.08 51.25 56.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.42 52.13 7.29 13.4% 2.21 4.1% 34% False False 77,367
10 61.70 52.13 9.57 17.5% 1.81 3.3% 26% False False 58,242
20 62.98 52.13 10.85 19.9% 1.60 2.9% 23% False False 52,320
40 64.39 52.13 12.26 22.5% 1.64 3.0% 20% False False 51,382
60 65.38 52.13 13.25 24.3% 1.65 3.0% 19% False False 53,397
80 65.38 51.95 13.43 24.6% 1.73 3.2% 20% False False 51,562
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 63.58
2.618 60.38
1.618 58.42
1.000 57.21
0.618 56.46
HIGH 55.25
0.618 54.50
0.500 54.27
0.382 54.04
LOW 53.29
0.618 52.08
1.000 51.33
1.618 50.12
2.618 48.16
4.250 44.96
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 54.49 54.30
PP 54.38 53.99
S1 54.27 53.69

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

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