NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 53.49 53.19 -0.30 -0.6% 55.85
High 54.70 54.05 -0.65 -1.2% 56.02
Low 52.78 52.15 -0.63 -1.2% 51.27
Close 53.61 53.13 -0.48 -0.9% 53.61
Range 1.92 1.90 -0.02 -1.0% 4.75
ATR 1.90 1.90 0.00 0.0% 0.00
Volume 38,318 44,785 6,467 16.9% 238,152
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 58.81 57.87 54.18
R3 56.91 55.97 53.65
R2 55.01 55.01 53.48
R1 54.07 54.07 53.30 53.59
PP 53.11 53.11 53.11 52.87
S1 52.17 52.17 52.96 51.69
S2 51.21 51.21 52.78
S3 49.31 50.27 52.61
S4 47.41 48.37 52.09
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.88 65.50 56.22
R3 63.13 60.75 54.92
R2 58.38 58.38 54.48
R1 56.00 56.00 54.05 54.82
PP 53.63 53.63 53.63 53.04
S1 51.25 51.25 53.17 50.07
S2 48.88 48.88 52.74
S3 44.13 46.50 52.30
S4 39.38 41.75 51.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.70 51.27 3.43 6.5% 2.10 4.0% 54% False False 48,677
10 60.31 51.27 9.04 17.0% 2.00 3.8% 21% False False 40,797
20 62.41 51.27 11.14 21.0% 1.72 3.2% 17% False False 33,027
40 62.73 51.27 11.46 21.6% 1.68 3.2% 16% False False 29,293
60 64.74 51.27 13.47 25.4% 1.64 3.1% 14% False False 26,181
80 64.74 51.27 13.47 25.4% 1.67 3.1% 14% False False 23,418
100 64.74 50.54 14.20 26.7% 1.66 3.1% 18% False False 20,973
120 64.74 50.54 14.20 26.7% 1.72 3.2% 18% False False 19,089
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 0.43
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 62.13
2.618 59.02
1.618 57.12
1.000 55.95
0.618 55.22
HIGH 54.05
0.618 53.32
0.500 53.10
0.382 52.88
LOW 52.15
0.618 50.98
1.000 50.25
1.618 49.08
2.618 47.18
4.250 44.08
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 53.12 53.43
PP 53.11 53.33
S1 53.10 53.23

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

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