NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 48.00 47.02 -0.98 -2.0% 51.11
High 48.20 48.44 0.24 0.5% 51.58
Low 46.91 46.68 -0.23 -0.5% 47.72
Close 47.39 47.98 0.59 1.2% 48.14
Range 1.29 1.76 0.47 36.4% 3.86
ATR 1.73 1.73 0.00 0.1% 0.00
Volume 273,614 338,107 64,493 23.6% 1,485,164
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 52.98 52.24 48.95
R3 51.22 50.48 48.46
R2 49.46 49.46 48.30
R1 48.72 48.72 48.14 49.09
PP 47.70 47.70 47.70 47.89
S1 46.96 46.96 47.82 47.33
S2 45.94 45.94 47.66
S3 44.18 45.20 47.50
S4 42.42 43.44 47.01
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 50.71 46.68 4.03 8.4% 1.49 3.1% 32% False True 310,800
10 53.94 46.68 7.26 15.1% 1.50 3.1% 18% False True 266,609
20 60.05 46.68 13.37 27.9% 1.83 3.8% 10% False True 198,678
40 62.51 46.68 15.83 33.0% 1.69 3.5% 8% False True 134,151
60 64.45 46.68 17.77 37.0% 1.71 3.6% 7% False True 103,022
80 64.45 46.68 17.77 37.0% 1.72 3.6% 7% False True 88,295
100 64.45 46.68 17.77 37.0% 1.78 3.7% 7% False True 76,419
120 64.45 46.68 17.77 37.0% 1.80 3.7% 7% False True 68,944
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.28
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 55.92
2.618 53.05
1.618 51.29
1.000 50.20
0.618 49.53
HIGH 48.44
0.618 47.77
0.500 47.56
0.382 47.35
LOW 46.68
0.618 45.59
1.000 44.92
1.618 43.83
2.618 42.07
4.250 39.20
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 47.84 47.94
PP 47.70 47.90
S1 47.56 47.86

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

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