NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 48.18 49.23 1.05 2.2% 51.47
High 49.91 49.73 -0.18 -0.4% 51.94
Low 47.81 48.73 0.92 1.9% 48.20
Close 49.16 48.91 -0.25 -0.5% 48.61
Range 2.10 1.00 -1.10 -52.4% 3.74
ATR 1.72 1.67 -0.05 -3.0% 0.00
Volume 63,890 66,091 2,201 3.4% 255,070
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 52.12 51.52 49.46
R3 51.12 50.52 49.19
R2 50.12 50.12 49.09
R1 49.52 49.52 49.00 49.32
PP 49.12 49.12 49.12 49.03
S1 48.52 48.52 48.82 48.32
S2 48.12 48.12 48.73
S3 47.12 47.52 48.64
S4 46.12 46.52 48.36
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.80 58.45 50.67
R3 57.06 54.71 49.64
R2 53.32 53.32 49.30
R1 50.97 50.97 48.95 50.28
PP 49.58 49.58 49.58 49.24
S1 47.23 47.23 48.27 46.54
S2 45.84 45.84 47.92
S3 42.10 43.49 47.58
S4 38.36 39.75 46.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.91 47.10 2.81 5.7% 1.49 3.1% 64% False False 59,512
10 51.94 47.10 4.84 9.9% 1.41 2.9% 37% False False 52,795
20 58.60 47.10 11.50 23.5% 1.75 3.6% 16% False False 50,821
40 62.65 47.10 15.55 31.8% 1.63 3.3% 12% False False 38,807
60 64.74 47.10 17.64 36.1% 1.65 3.4% 10% False False 33,506
80 64.74 47.10 17.64 36.1% 1.63 3.3% 10% False False 29,866
100 64.74 47.10 17.64 36.1% 1.67 3.4% 10% False False 26,382
120 64.74 47.10 17.64 36.1% 1.66 3.4% 10% False False 23,834
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 53.98
2.618 52.35
1.618 51.35
1.000 50.73
0.618 50.35
HIGH 49.73
0.618 49.35
0.500 49.23
0.382 49.11
LOW 48.73
0.618 48.11
1.000 47.73
1.618 47.11
2.618 46.11
4.250 44.48
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 49.23 48.78
PP 49.12 48.64
S1 49.02 48.51

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

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