NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 51.11 50.25 -0.86 -1.7% 52.68
High 51.58 51.41 -0.17 -0.3% 53.94
Low 50.15 50.08 -0.07 -0.1% 50.50
Close 50.44 50.86 0.42 0.8% 51.21
Range 1.43 1.33 -0.10 -7.0% 3.44
ATR 1.87 1.83 -0.04 -2.1% 0.00
Volume 288,564 254,321 -34,243 -11.9% 927,816
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.77 54.15 51.59
R3 53.44 52.82 51.23
R2 52.11 52.11 51.10
R1 51.49 51.49 50.98 51.80
PP 50.78 50.78 50.78 50.94
S1 50.16 50.16 50.74 50.47
S2 49.45 49.45 50.62
S3 48.12 48.83 50.49
S4 46.79 47.50 50.13
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.20 60.15 53.10
R3 58.76 56.71 52.16
R2 55.32 55.32 51.84
R1 53.27 53.27 51.53 52.58
PP 51.88 51.88 51.88 51.54
S1 49.83 49.83 50.89 49.14
S2 48.44 48.44 50.58
S3 45.00 46.39 50.26
S4 41.56 42.95 49.32
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.94 50.08 3.86 7.6% 1.51 3.0% 20% False True 222,418
10 54.35 50.08 4.27 8.4% 1.79 3.5% 18% False True 193,359
20 61.87 50.08 11.79 23.2% 1.81 3.6% 7% False True 135,642
40 62.51 50.08 12.43 24.4% 1.74 3.4% 6% False True 101,418
60 64.45 50.08 14.37 28.3% 1.71 3.4% 5% False True 80,765
80 64.45 50.08 14.37 28.3% 1.76 3.5% 5% False True 70,858
100 64.45 49.69 14.76 29.0% 1.76 3.5% 8% False False 62,548
120 64.45 49.69 14.76 29.0% 1.87 3.7% 8% False False 57,115
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.06
2.618 54.89
1.618 53.56
1.000 52.74
0.618 52.23
HIGH 51.41
0.618 50.90
0.500 50.75
0.382 50.59
LOW 50.08
0.618 49.26
1.000 48.75
1.618 47.93
2.618 46.60
4.250 44.43
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 50.82 50.85
PP 50.78 50.84
S1 50.75 50.83

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

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