NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 48.83 48.47 -0.36 -0.7% 48.00
High 49.36 48.62 -0.74 -1.5% 49.52
Low 48.34 46.70 -1.64 -3.4% 46.68
Close 48.52 47.12 -1.40 -2.9% 47.12
Range 1.02 1.92 0.90 88.2% 2.84
ATR 1.71 1.72 0.02 0.9% 0.00
Volume 247,662 334,474 86,812 35.1% 1,560,750
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.24 52.10 48.18
R3 51.32 50.18 47.65
R2 49.40 49.40 47.47
R1 48.26 48.26 47.30 47.87
PP 47.48 47.48 47.48 47.29
S1 46.34 46.34 46.94 45.95
S2 45.56 45.56 46.77
S3 43.64 44.42 46.59
S4 41.72 42.50 46.06
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.29 54.55 48.68
R3 53.45 51.71 47.90
R2 50.61 50.61 47.64
R1 48.87 48.87 47.38 48.32
PP 47.77 47.77 47.77 47.50
S1 46.03 46.03 46.86 45.48
S2 44.93 44.93 46.60
S3 42.09 43.19 46.34
S4 39.25 40.35 45.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.52 46.68 2.84 6.0% 1.62 3.4% 15% False False 312,150
10 51.58 46.68 4.90 10.4% 1.53 3.2% 9% False False 304,591
20 55.74 46.68 9.06 19.2% 1.82 3.9% 5% False False 233,807
40 62.51 46.68 15.83 33.6% 1.68 3.6% 3% False False 153,368
60 63.49 46.68 16.81 35.7% 1.71 3.6% 3% False False 117,143
80 64.45 46.68 17.77 37.7% 1.70 3.6% 2% False False 98,382
100 64.45 46.68 17.77 37.7% 1.78 3.8% 2% False False 84,994
120 64.45 46.68 17.77 37.7% 1.78 3.8% 2% False False 76,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 56.78
2.618 53.65
1.618 51.73
1.000 50.54
0.618 49.81
HIGH 48.62
0.618 47.89
0.500 47.66
0.382 47.43
LOW 46.70
0.618 45.51
1.000 44.78
1.618 43.59
2.618 41.67
4.250 38.54
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 47.66 48.11
PP 47.48 47.78
S1 47.30 47.45

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

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