NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 55.85 53.33 -2.52 -4.5% 59.50
High 56.02 54.10 -1.92 -3.4% 60.31
Low 53.00 51.27 -1.73 -3.3% 57.15
Close 53.13 53.03 -0.10 -0.2% 57.61
Range 3.02 2.83 -0.19 -6.3% 3.16
ATR 1.83 1.90 0.07 3.9% 0.00
Volume 39,548 57,531 17,983 45.5% 125,041
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.29 59.99 54.59
R3 58.46 57.16 53.81
R2 55.63 55.63 53.55
R1 54.33 54.33 53.29 53.57
PP 52.80 52.80 52.80 52.42
S1 51.50 51.50 52.77 50.74
S2 49.97 49.97 52.51
S3 47.14 48.67 52.25
S4 44.31 45.84 51.47
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.84 65.88 59.35
R3 64.68 62.72 58.48
R2 61.52 61.52 58.19
R1 59.56 59.56 57.90 58.96
PP 58.36 58.36 58.36 58.06
S1 56.40 56.40 57.32 55.80
S2 55.20 55.20 57.03
S3 52.04 53.24 56.74
S4 48.88 50.08 55.87
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.31 51.27 9.04 17.0% 2.22 4.2% 19% False True 40,695
10 62.11 51.27 10.84 20.4% 1.79 3.4% 16% False True 31,867
20 62.65 51.27 11.38 21.5% 1.60 3.0% 15% False True 28,713
40 63.75 51.27 12.48 23.5% 1.63 3.1% 14% False True 26,658
60 64.74 51.27 13.47 25.4% 1.63 3.1% 13% False True 24,283
80 64.74 50.54 14.20 26.8% 1.68 3.2% 18% False False 21,600
100 64.74 50.54 14.20 26.8% 1.65 3.1% 18% False False 19,609
120 64.74 50.54 14.20 26.8% 1.75 3.3% 18% False False 17,680
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.37
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.13
2.618 61.51
1.618 58.68
1.000 56.93
0.618 55.85
HIGH 54.10
0.618 53.02
0.500 52.69
0.382 52.35
LOW 51.27
0.618 49.52
1.000 48.44
1.618 46.69
2.618 43.86
4.250 39.24
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 52.92 54.94
PP 52.80 54.30
S1 52.69 53.67

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

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