NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 55.30 53.03 -2.27 -4.1% 59.00
High 55.74 53.81 -1.93 -3.5% 60.05
Low 52.72 50.95 -1.77 -3.4% 56.85
Close 52.84 52.71 -0.13 -0.2% 57.30
Range 3.02 2.86 -0.16 -5.3% 3.20
ATR 1.88 1.95 0.07 3.8% 0.00
Volume 90,737 148,796 58,059 64.0% 292,805
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.07 59.75 54.28
R3 58.21 56.89 53.50
R2 55.35 55.35 53.23
R1 54.03 54.03 52.97 53.26
PP 52.49 52.49 52.49 52.11
S1 51.17 51.17 52.45 50.40
S2 49.63 49.63 52.19
S3 46.77 48.31 51.92
S4 43.91 45.45 51.14
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.67 65.68 59.06
R3 64.47 62.48 58.18
R2 61.27 61.27 57.89
R1 59.28 59.28 57.59 58.68
PP 58.07 58.07 58.07 57.76
S1 56.08 56.08 57.01 55.48
S2 54.87 54.87 56.71
S3 51.67 52.88 56.42
S4 48.47 49.68 55.54
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.05 50.95 9.10 17.3% 2.26 4.3% 19% False True 97,194
10 61.87 50.95 10.92 20.7% 1.84 3.5% 16% False True 77,926
20 62.51 50.95 11.56 21.9% 1.66 3.2% 15% False True 76,823
40 63.49 50.95 12.54 23.8% 1.69 3.2% 14% False True 62,182
60 64.45 50.95 13.50 25.6% 1.70 3.2% 13% False True 55,751
80 64.45 49.69 14.76 28.0% 1.81 3.4% 20% False False 50,096
100 64.45 49.69 14.76 28.0% 1.79 3.4% 20% False False 46,396
120 64.45 49.69 14.76 28.0% 1.89 3.6% 20% False False 42,835
Crabel Price Patterns
NR True
NR4 False
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 0.42
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 65.97
2.618 61.30
1.618 58.44
1.000 56.67
0.618 55.58
HIGH 53.81
0.618 52.72
0.500 52.38
0.382 52.04
LOW 50.95
0.618 49.18
1.000 48.09
1.618 46.32
2.618 43.46
4.250 38.80
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 52.60 54.63
PP 52.49 53.99
S1 52.38 53.35

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

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