NYMEX Light Sweet Crude Oil Future August 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 56.87 54.90 -1.97 -3.5% 58.84
High 57.95 56.79 -1.16 -2.0% 59.69
Low 56.50 52.41 -4.09 -7.2% 56.50
Close 56.93 52.53 -4.40 -7.7% 56.93
Range 1.45 4.38 2.93 202.1% 3.19
ATR 1.70 1.90 0.20 11.9% 0.00
Volume 297,050 540,608 243,558 82.0% 1,238,965
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.05 64.17 54.94
R3 62.67 59.79 53.73
R2 58.29 58.29 53.33
R1 55.41 55.41 52.93 54.66
PP 53.91 53.91 53.91 53.54
S1 51.03 51.03 52.13 50.28
S2 49.53 49.53 51.73
S3 45.15 46.65 51.33
S4 40.77 42.27 50.12
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.28 65.29 58.68
R3 64.09 62.10 57.81
R2 60.90 60.90 57.51
R1 58.91 58.91 57.22 58.31
PP 57.71 57.71 57.71 57.41
S1 55.72 55.72 56.64 55.12
S2 54.52 54.52 56.35
S3 51.33 52.53 56.05
S4 48.14 49.34 55.18
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.69 52.41 7.28 13.9% 2.22 4.2% 2% False True 355,914
10 61.57 52.41 9.16 17.4% 1.84 3.5% 1% False True 313,838
20 62.22 52.41 9.81 18.7% 1.67 3.2% 1% False True 240,845
40 63.16 52.41 10.75 20.5% 1.73 3.3% 1% False True 153,491
60 64.12 52.41 11.71 22.3% 1.75 3.3% 1% False True 116,204
80 64.12 48.71 15.41 29.3% 1.85 3.5% 25% False False 93,777
100 64.12 48.71 15.41 29.3% 1.84 3.5% 25% False False 80,315
120 64.12 48.71 15.41 29.3% 1.95 3.7% 25% False False 69,389
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 0.52
Widest range in 149 trading days
Fibonacci Retracements and Extensions
4.250 75.41
2.618 68.26
1.618 63.88
1.000 61.17
0.618 59.50
HIGH 56.79
0.618 55.12
0.500 54.60
0.382 54.08
LOW 52.41
0.618 49.70
1.000 48.03
1.618 45.32
2.618 40.94
4.250 33.80
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 54.60 55.70
PP 53.91 54.64
S1 53.22 53.59

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

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