NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 48.79 48.00 -0.79 -1.6% 51.11
High 49.03 48.20 -0.83 -1.7% 51.58
Low 47.72 46.91 -0.81 -1.7% 47.72
Close 48.14 47.39 -0.75 -1.6% 48.14
Range 1.31 1.29 -0.02 -1.5% 3.86
ATR 1.77 1.73 -0.03 -1.9% 0.00
Volume 278,233 273,614 -4,619 -1.7% 1,485,164
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 51.37 50.67 48.10
R3 50.08 49.38 47.74
R2 48.79 48.79 47.63
R1 48.09 48.09 47.51 47.80
PP 47.50 47.50 47.50 47.35
S1 46.80 46.80 47.27 46.51
S2 46.21 46.21 47.15
S3 44.92 45.51 47.04
S4 43.63 44.22 46.68
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 51.41 46.91 4.50 9.5% 1.40 3.0% 11% False True 294,042
10 53.94 46.91 7.03 14.8% 1.57 3.3% 7% False True 253,396
20 60.05 46.91 13.14 27.7% 1.81 3.8% 4% False True 184,091
40 62.51 46.91 15.60 32.9% 1.67 3.5% 3% False True 127,228
60 64.45 46.91 17.54 37.0% 1.70 3.6% 3% False True 98,109
80 64.45 46.91 17.54 37.0% 1.73 3.6% 3% False True 84,476
100 64.45 46.91 17.54 37.0% 1.77 3.7% 3% False True 73,548
120 64.45 46.91 17.54 37.0% 1.81 3.8% 3% False True 66,460
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 0.36
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 53.68
2.618 51.58
1.618 50.29
1.000 49.49
0.618 49.00
HIGH 48.20
0.618 47.71
0.500 47.56
0.382 47.40
LOW 46.91
0.618 46.11
1.000 45.62
1.618 44.82
2.618 43.53
4.250 41.43
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 47.56 48.27
PP 47.50 47.98
S1 47.45 47.68

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

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