NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 07-Jul-2015
Day Change Summary
Previous Current
06-Jul-2015 07-Jul-2015 Change Change % Previous Week
Open 56.44 53.79 -2.65 -4.7% 59.86
High 56.44 54.45 -1.99 -3.5% 60.65
Low 53.42 51.69 -1.73 -3.2% 57.54
Close 53.54 53.44 -0.10 -0.2% 58.01
Range 3.02 2.76 -0.26 -8.6% 3.11
ATR 1.78 1.85 0.07 3.9% 0.00
Volume 25,911 33,082 7,171 27.7% 67,279
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.47 60.22 54.96
R3 58.71 57.46 54.20
R2 55.95 55.95 53.95
R1 54.70 54.70 53.69 53.95
PP 53.19 53.19 53.19 52.82
S1 51.94 51.94 53.19 51.19
S2 50.43 50.43 52.93
S3 47.67 49.18 52.68
S4 44.91 46.42 51.92
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 51.69 8.96 16.8% 2.20 4.1% 20% False True 22,782
10 62.41 51.69 10.72 20.1% 1.77 3.3% 16% False True 19,988
20 62.87 51.69 11.18 20.9% 1.57 2.9% 16% False True 19,050
40 64.04 51.69 12.35 23.1% 1.59 3.0% 14% False True 18,172
60 65.03 51.69 13.34 25.0% 1.55 2.9% 13% False True 16,239
80 65.03 51.33 13.70 25.6% 1.61 3.0% 15% False False 14,379
100 65.03 51.33 13.70 25.6% 1.56 2.9% 15% False False 12,924
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 0.33
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.18
2.618 61.68
1.618 58.92
1.000 57.21
0.618 56.16
HIGH 54.45
0.618 53.40
0.500 53.07
0.382 52.74
LOW 51.69
0.618 49.98
1.000 48.93
1.618 47.22
2.618 44.46
4.250 39.96
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 53.32 55.35
PP 53.19 54.71
S1 53.07 54.08

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

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