NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 24-Jul-2015
Day Change Summary
Previous Current
23-Jul-2015 24-Jul-2015 Change Change % Previous Week
Open 49.23 48.79 -0.44 -0.9% 51.11
High 49.63 49.03 -0.60 -1.2% 51.58
Low 48.21 47.72 -0.49 -1.0% 47.72
Close 48.45 48.14 -0.31 -0.6% 48.14
Range 1.42 1.31 -0.11 -7.7% 3.86
ATR 1.80 1.77 -0.04 -1.9% 0.00
Volume 316,060 278,233 -37,827 -12.0% 1,485,164
Daily Pivots for day following 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 52.23 51.49 48.86
R3 50.92 50.18 48.50
R2 49.61 49.61 48.38
R1 48.87 48.87 48.26 48.59
PP 48.30 48.30 48.30 48.15
S1 47.56 47.56 48.02 47.28
S2 46.99 46.99 47.90
S3 45.68 46.25 47.78
S4 44.37 44.94 47.42
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.73 58.29 50.26
R3 56.87 54.43 49.20
R2 53.01 53.01 48.85
R1 50.57 50.57 48.49 49.86
PP 49.15 49.15 49.15 48.79
S1 46.71 46.71 47.79 46.00
S2 45.29 45.29 47.43
S3 41.43 42.85 47.08
S4 37.57 38.99 46.02
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.58 47.72 3.86 8.0% 1.43 3.0% 11% False True 297,032
10 53.94 47.72 6.22 12.9% 1.63 3.4% 7% False True 241,298
20 60.28 47.72 12.56 26.1% 1.80 3.7% 3% False True 172,427
40 62.51 47.72 14.79 30.7% 1.71 3.6% 3% False True 121,763
60 64.45 47.72 16.73 34.8% 1.70 3.5% 3% False True 94,445
80 64.45 47.72 16.73 34.8% 1.74 3.6% 3% False True 81,484
100 64.45 47.72 16.73 34.8% 1.77 3.7% 3% False True 71,064
120 64.45 47.72 16.73 34.8% 1.84 3.8% 3% False True 64,463
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 0.43
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 54.60
2.618 52.46
1.618 51.15
1.000 50.34
0.618 49.84
HIGH 49.03
0.618 48.53
0.500 48.38
0.382 48.22
LOW 47.72
0.618 46.91
1.000 46.41
1.618 45.60
2.618 44.29
4.250 42.15
Fisher Pivots for day following 24-Jul-2015
Pivot 1 day 3 day
R1 48.38 49.22
PP 48.30 48.86
S1 48.22 48.50

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

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