NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 52.27 51.58 -0.69 -1.3% 53.19
High 52.88 51.91 -0.97 -1.8% 54.28
Low 51.55 50.89 -0.66 -1.3% 50.89
Close 51.62 51.58 -0.04 -0.1% 51.58
Range 1.33 1.02 -0.31 -23.3% 3.39
ATR 1.92 1.85 -0.06 -3.3% 0.00
Volume 48,426 46,796 -1,630 -3.4% 251,524
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.52 54.07 52.14
R3 53.50 53.05 51.86
R2 52.48 52.48 51.77
R1 52.03 52.03 51.67 52.09
PP 51.46 51.46 51.46 51.49
S1 51.01 51.01 51.49 51.07
S2 50.44 50.44 51.39
S3 49.42 49.99 51.30
S4 48.40 48.97 51.02
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.42 60.39 53.44
R3 59.03 57.00 52.51
R2 55.64 55.64 52.20
R1 53.61 53.61 51.89 52.93
PP 52.25 52.25 52.25 51.91
S1 50.22 50.22 51.27 49.54
S2 48.86 48.86 50.96
S3 45.47 46.83 50.65
S4 42.08 43.44 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.28 50.89 3.39 6.6% 1.78 3.5% 20% False True 50,304
10 56.02 50.89 5.13 9.9% 2.05 4.0% 13% False True 48,967
20 62.11 50.89 11.22 21.8% 1.78 3.4% 6% False True 37,985
40 62.65 50.89 11.76 22.8% 1.70 3.3% 6% False True 32,871
60 64.74 50.89 13.85 26.9% 1.65 3.2% 5% False True 28,603
80 64.74 50.89 13.85 26.9% 1.68 3.3% 5% False True 25,391
100 64.74 50.54 14.20 27.5% 1.66 3.2% 7% False False 22,624
120 64.74 50.54 14.20 27.5% 1.74 3.4% 7% False False 20,486
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.50
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 56.25
2.618 54.58
1.618 53.56
1.000 52.93
0.618 52.54
HIGH 51.91
0.618 51.52
0.500 51.40
0.382 51.28
LOW 50.89
0.618 50.26
1.000 49.87
1.618 49.24
2.618 48.22
4.250 46.56
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 51.52 52.59
PP 51.46 52.25
S1 51.40 51.92

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

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