NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 52.30 52.91 0.61 1.2% 55.30
High 53.98 54.35 0.37 0.7% 55.74
Low 51.91 52.41 0.50 1.0% 50.95
Close 53.23 53.22 -0.01 0.0% 53.22
Range 2.07 1.94 -0.13 -6.3% 4.79
ATR 1.96 1.96 0.00 -0.1% 0.00
Volume 148,949 140,785 -8,164 -5.5% 702,425
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.15 58.12 54.29
R3 57.21 56.18 53.75
R2 55.27 55.27 53.58
R1 54.24 54.24 53.40 54.76
PP 53.33 53.33 53.33 53.58
S1 52.30 52.30 53.04 52.82
S2 51.39 51.39 52.86
S3 49.45 50.36 52.69
S4 47.51 48.42 52.15
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.67 65.24 55.85
R3 62.88 60.45 54.54
R2 58.09 58.09 54.10
R1 55.66 55.66 53.66 54.48
PP 53.30 53.30 53.30 52.72
S1 50.87 50.87 52.78 49.69
S2 48.51 48.51 52.34
S3 43.72 46.08 51.90
S4 38.93 41.29 50.59
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.74 50.95 4.79 9.0% 2.38 4.5% 47% False False 140,485
10 60.28 50.95 9.33 17.5% 1.97 3.7% 24% False False 103,557
20 62.20 50.95 11.25 21.1% 1.72 3.2% 20% False False 86,690
40 62.65 50.95 11.70 22.0% 1.73 3.2% 19% False False 71,161
60 64.45 50.95 13.50 25.4% 1.71 3.2% 17% False False 61,563
80 64.45 49.69 14.76 27.7% 1.81 3.4% 24% False False 54,908
100 64.45 49.69 14.76 27.7% 1.79 3.4% 24% False False 50,048
120 64.45 49.69 14.76 27.7% 1.86 3.5% 24% False False 46,127
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.38
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.60
2.618 59.43
1.618 57.49
1.000 56.29
0.618 55.55
HIGH 54.35
0.618 53.61
0.500 53.38
0.382 53.15
LOW 52.41
0.618 51.21
1.000 50.47
1.618 49.27
2.618 47.33
4.250 44.17
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 53.38 53.10
PP 53.33 52.97
S1 53.27 52.85

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

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