NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 52.51 53.87 1.36 2.6% 55.30
High 53.86 53.94 0.08 0.1% 55.74
Low 51.41 51.58 0.17 0.3% 50.95
Close 53.48 51.79 -1.69 -3.2% 53.22
Range 2.45 2.36 -0.09 -3.7% 4.79
ATR 1.99 2.01 0.03 1.3% 0.00
Volume 205,986 174,984 -31,002 -15.1% 702,425
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.52 58.01 53.09
R3 57.16 55.65 52.44
R2 54.80 54.80 52.22
R1 53.29 53.29 52.01 52.87
PP 52.44 52.44 52.44 52.22
S1 50.93 50.93 51.57 50.51
S2 50.08 50.08 51.36
S3 47.72 48.57 51.14
S4 45.36 46.21 50.49
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 54.35 51.41 2.94 5.7% 2.14 4.1% 13% False False 164,665
10 59.35 50.95 8.40 16.2% 2.23 4.3% 10% False False 142,323
20 62.20 50.95 11.25 21.7% 1.91 3.7% 7% False False 103,496
40 62.51 50.95 11.56 22.3% 1.78 3.4% 7% False False 81,854
60 64.45 50.95 13.50 26.1% 1.73 3.3% 6% False False 67,867
80 64.45 50.95 13.50 26.1% 1.80 3.5% 6% False False 60,532
100 64.45 49.69 14.76 28.5% 1.79 3.5% 14% False False 54,288
120 64.45 49.69 14.76 28.5% 1.87 3.6% 14% False False 50,040
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 True
Stretch 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.97
2.618 60.12
1.618 57.76
1.000 56.30
0.618 55.40
HIGH 53.94
0.618 53.04
0.500 52.76
0.382 52.48
LOW 51.58
0.618 50.12
1.000 49.22
1.618 47.76
2.618 45.40
4.250 41.55
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 52.76 52.68
PP 52.44 52.38
S1 52.11 52.09

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

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