NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 52.75 54.09 1.34 2.5% 55.85
High 54.23 54.28 0.05 0.1% 56.02
Low 51.86 51.98 0.12 0.2% 51.27
Close 53.88 52.19 -1.69 -3.1% 53.61
Range 2.37 2.30 -0.07 -3.0% 4.75
ATR 1.94 1.96 0.03 1.3% 0.00
Volume 48,501 63,016 14,515 29.9% 238,152
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.72 58.25 53.46
R3 57.42 55.95 52.82
R2 55.12 55.12 52.61
R1 53.65 53.65 52.40 53.24
PP 52.82 52.82 52.82 52.61
S1 51.35 51.35 51.98 50.94
S2 50.52 50.52 51.77
S3 48.22 49.05 51.56
S4 45.92 46.75 50.93
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 51.86 2.84 5.4% 2.09 4.0% 12% False False 50,700
10 59.57 51.27 8.30 15.9% 2.18 4.2% 11% False False 47,784
20 62.41 51.27 11.14 21.3% 1.85 3.5% 8% False False 36,610
40 62.65 51.27 11.38 21.8% 1.72 3.3% 8% False False 31,304
60 64.74 51.27 13.47 25.8% 1.66 3.2% 7% False False 27,483
80 64.74 51.27 13.47 25.8% 1.69 3.2% 7% False False 24,442
100 64.74 50.54 14.20 27.2% 1.67 3.2% 12% False False 21,901
120 64.74 50.54 14.20 27.2% 1.74 3.3% 12% False False 19,874
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.06
2.618 60.30
1.618 58.00
1.000 56.58
0.618 55.70
HIGH 54.28
0.618 53.40
0.500 53.13
0.382 52.86
LOW 51.98
0.618 50.56
1.000 49.68
1.618 48.26
2.618 45.96
4.250 42.21
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 53.13 53.07
PP 52.82 52.78
S1 52.50 52.48

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

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