NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 01-Jul-2015
Day Change Summary
Previous Current
30-Jun-2015 01-Jul-2015 Change Change % Previous Week
Open 58.27 58.98 0.71 1.2% 59.75
High 59.69 58.98 -0.71 -1.2% 61.57
Low 57.94 56.68 -1.26 -2.2% 58.76
Close 59.47 56.96 -2.51 -4.2% 59.63
Range 1.75 2.30 0.55 31.4% 2.81
ATR 1.64 1.72 0.08 5.0% 0.00
Volume 282,475 373,405 90,930 32.2% 1,358,813
Daily Pivots for day following 01-Jul-2015
Classic Woodie Camarilla DeMark
R4 64.44 63.00 58.23
R3 62.14 60.70 57.59
R2 59.84 59.84 57.38
R1 58.40 58.40 57.17 57.97
PP 57.54 57.54 57.54 57.33
S1 56.10 56.10 56.75 55.67
S2 55.24 55.24 56.54
S3 52.94 53.80 56.33
S4 50.64 51.50 55.70
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 68.42 66.83 61.18
R3 65.61 64.02 60.40
R2 62.80 62.80 60.15
R1 61.21 61.21 59.89 60.60
PP 59.99 59.99 59.99 59.68
S1 58.40 58.40 59.37 57.79
S2 57.18 57.18 59.11
S3 54.37 55.59 58.86
S4 51.56 52.78 58.08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.46 56.68 3.78 6.6% 1.50 2.6% 7% False True 279,242
10 61.57 56.68 4.89 8.6% 1.59 2.8% 6% False True 277,209
20 62.22 56.68 5.54 9.7% 1.60 2.8% 5% False True 209,573
40 64.12 56.68 7.44 13.1% 1.71 3.0% 4% False True 135,286
60 64.12 53.59 10.53 18.5% 1.71 3.0% 32% False False 103,841
80 64.12 48.71 15.41 27.1% 1.82 3.2% 54% False False 83,950
100 64.12 48.71 15.41 27.1% 1.83 3.2% 54% False False 72,400
120 64.12 48.71 15.41 27.1% 1.93 3.4% 54% False False 62,534
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 0.34
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 68.76
2.618 65.00
1.618 62.70
1.000 61.28
0.618 60.40
HIGH 58.98
0.618 58.10
0.500 57.83
0.382 57.56
LOW 56.68
0.618 55.26
1.000 54.38
1.618 52.96
2.618 50.66
4.250 46.91
Fisher Pivots for day following 01-Jul-2015
Pivot 1 day 3 day
R1 57.83 58.19
PP 57.54 57.78
S1 57.25 57.37

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

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