NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 22-Jul-2015
Day Change Summary
Previous Current
21-Jul-2015 22-Jul-2015 Change Change % Previous Week
Open 50.61 51.14 0.53 1.0% 53.19
High 51.83 51.14 -0.69 -1.3% 54.28
Low 50.54 49.54 -1.00 -2.0% 50.89
Close 51.30 49.67 -1.63 -3.2% 51.58
Range 1.29 1.60 0.31 24.0% 3.39
ATR 1.78 1.78 0.00 -0.1% 0.00
Volume 42,288 45,336 3,048 7.2% 251,524
Daily Pivots for day following 22-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.92 53.89 50.55
R3 53.32 52.29 50.11
R2 51.72 51.72 49.96
R1 50.69 50.69 49.82 50.41
PP 50.12 50.12 50.12 49.97
S1 49.09 49.09 49.52 48.81
S2 48.52 48.52 49.38
S3 46.92 47.49 49.23
S4 45.32 45.89 48.79
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 52.88 49.54 3.34 6.7% 1.32 2.6% 4% False True 43,722
10 54.70 49.54 5.16 10.4% 1.70 3.4% 3% False True 47,211
20 62.11 49.54 12.57 25.3% 1.75 3.5% 1% False True 40,381
40 62.65 49.54 13.11 26.4% 1.67 3.4% 1% False True 34,153
60 64.74 49.54 15.20 30.6% 1.65 3.3% 1% False True 29,375
80 64.74 49.54 15.20 30.6% 1.66 3.3% 1% False True 26,295
100 64.74 49.54 15.20 30.6% 1.65 3.3% 1% False True 23,586
120 64.74 49.54 15.20 30.6% 1.75 3.5% 1% False True 21,358
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.45
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 57.94
2.618 55.33
1.618 53.73
1.000 52.74
0.618 52.13
HIGH 51.14
0.618 50.53
0.500 50.34
0.382 50.15
LOW 49.54
0.618 48.55
1.000 47.94
1.618 46.95
2.618 45.35
4.250 42.74
Fisher Pivots for day following 22-Jul-2015
Pivot 1 day 3 day
R1 50.34 50.74
PP 50.12 50.38
S1 49.89 50.03

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

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