NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 29-Jul-2015
Day Change Summary
Previous Current
28-Jul-2015 29-Jul-2015 Change Change % Previous Week
Open 47.02 47.81 0.79 1.7% 51.11
High 48.44 49.52 1.08 2.2% 51.58
Low 46.68 47.39 0.71 1.5% 47.72
Close 47.98 48.79 0.81 1.7% 48.14
Range 1.76 2.13 0.37 21.0% 3.86
ATR 1.73 1.76 0.03 1.6% 0.00
Volume 338,107 366,893 28,786 8.5% 1,485,164
Daily Pivots for day following 29-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.96 54.00 49.96
R3 52.83 51.87 49.38
R2 50.70 50.70 49.18
R1 49.74 49.74 48.99 50.22
PP 48.57 48.57 48.57 48.81
S1 47.61 47.61 48.59 48.09
S2 46.44 46.44 48.40
S3 44.31 45.48 48.20
S4 42.18 43.35 47.62
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 49.63 46.68 2.95 6.0% 1.58 3.2% 72% False False 314,581
10 52.54 46.68 5.86 12.0% 1.48 3.0% 36% False False 285,799
20 59.35 46.68 12.67 26.0% 1.85 3.8% 17% False False 214,061
40 62.51 46.68 15.83 32.4% 1.70 3.5% 13% False False 141,963
60 64.45 46.68 17.77 36.4% 1.73 3.5% 12% False False 108,629
80 64.45 46.68 17.77 36.4% 1.71 3.5% 12% False False 92,426
100 64.45 46.68 17.77 36.4% 1.78 3.6% 12% False False 79,727
120 64.45 46.68 17.77 36.4% 1.78 3.7% 12% False False 71,781
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.32
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 58.57
2.618 55.10
1.618 52.97
1.000 51.65
0.618 50.84
HIGH 49.52
0.618 48.71
0.500 48.46
0.382 48.20
LOW 47.39
0.618 46.07
1.000 45.26
1.618 43.94
2.618 41.81
4.250 38.34
Fisher Pivots for day following 29-Jul-2015
Pivot 1 day 3 day
R1 48.68 48.56
PP 48.57 48.33
S1 48.46 48.10

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

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