NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 06-Jul-2015
Day Change Summary
Previous Current
02-Jul-2015 06-Jul-2015 Change Change % Previous Week
Open 58.08 56.44 -1.64 -2.8% 59.86
High 59.00 56.44 -2.56 -4.3% 60.65
Low 57.54 53.42 -4.12 -7.2% 57.54
Close 58.01 53.54 -4.47 -7.7% 58.01
Range 1.46 3.02 1.56 106.8% 3.11
ATR 1.56 1.78 0.22 13.8% 0.00
Volume 24,538 25,911 1,373 5.6% 67,279
Daily Pivots for day following 06-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.53 61.55 55.20
R3 60.51 58.53 54.37
R2 57.49 57.49 54.09
R1 55.51 55.51 53.82 54.99
PP 54.47 54.47 54.47 54.21
S1 52.49 52.49 53.26 51.97
S2 51.45 51.45 52.99
S3 48.43 49.47 52.71
S4 45.41 46.45 51.88
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.06 66.15 59.72
R3 64.95 63.04 58.87
R2 61.84 61.84 58.58
R1 59.93 59.93 58.30 59.33
PP 58.73 58.73 58.73 58.44
S1 56.82 56.82 57.72 56.22
S2 55.62 55.62 57.44
S3 52.51 53.71 57.15
S4 49.40 50.60 56.30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 60.65 53.42 7.23 13.5% 1.89 3.5% 2% False True 18,638
10 62.41 53.42 8.99 16.8% 1.62 3.0% 1% False True 18,536
20 62.87 53.42 9.45 17.7% 1.48 2.8% 1% False True 18,970
40 64.04 53.42 10.62 19.8% 1.56 2.9% 1% False True 17,761
60 65.03 53.42 11.61 21.7% 1.54 2.9% 1% False True 15,859
80 65.03 51.33 13.70 25.6% 1.60 3.0% 16% False False 14,101
100 65.03 51.33 13.70 25.6% 1.55 2.9% 16% False False 12,649
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 69 trading days
Fibonacci Retracements and Extensions
4.250 69.28
2.618 64.35
1.618 61.33
1.000 59.46
0.618 58.31
HIGH 56.44
0.618 55.29
0.500 54.93
0.382 54.57
LOW 53.42
0.618 51.55
1.000 50.40
1.618 48.53
2.618 45.51
4.250 40.59
Fisher Pivots for day following 06-Jul-2015
Pivot 1 day 3 day
R1 54.93 56.75
PP 54.47 55.68
S1 54.00 54.61

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

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