NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 50.25 50.71 0.46 0.9% 52.68
High 51.41 50.71 -0.70 -1.4% 53.94
Low 50.08 49.04 -1.04 -2.1% 50.50
Close 50.86 49.19 -1.67 -3.3% 51.21
Range 1.33 1.67 0.34 25.6% 3.44
ATR 1.83 1.83 0.00 0.0% 0.00
Volume 254,321 347,986 93,665 36.8% 927,816
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.66 53.59 50.11
R3 52.99 51.92 49.65
R2 51.32 51.32 49.50
R1 50.25 50.25 49.34 49.95
PP 49.65 49.65 49.65 49.50
S1 48.58 48.58 49.04 48.28
S2 47.98 47.98 48.88
S3 46.31 46.91 48.73
S4 44.64 45.24 48.27
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 52.54 49.04 3.50 7.1% 1.37 2.8% 4% False True 257,018
10 54.35 49.04 5.31 10.8% 1.76 3.6% 3% False True 210,842
20 61.87 49.04 12.83 26.1% 1.80 3.7% 1% False True 149,725
40 62.51 49.04 13.47 27.4% 1.72 3.5% 1% False True 109,299
60 64.45 49.04 15.41 31.3% 1.71 3.5% 1% False True 85,578
80 64.45 49.04 15.41 31.3% 1.74 3.5% 1% False True 74,539
100 64.45 49.04 15.41 31.3% 1.77 3.6% 1% False True 65,698
120 64.45 49.04 15.41 31.3% 1.87 3.8% 1% False True 59,839
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.81
2.618 55.08
1.618 53.41
1.000 52.38
0.618 51.74
HIGH 50.71
0.618 50.07
0.500 49.88
0.382 49.68
LOW 49.04
0.618 48.01
1.000 47.37
1.618 46.34
2.618 44.67
4.250 41.94
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 49.88 50.31
PP 49.65 49.94
S1 49.42 49.56

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

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