NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 53.99 53.65 -0.34 -0.6% 56.44
High 55.06 54.57 -0.49 -0.9% 56.44
Low 53.29 52.66 -0.63 -1.2% 51.69
Close 54.13 53.68 -0.45 -0.8% 54.13
Range 1.77 1.91 0.14 7.9% 4.75
ATR 1.85 1.86 0.00 0.2% 0.00
Volume 26,516 24,007 -2,509 -9.5% 142,173
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.37 58.43 54.73
R3 57.46 56.52 54.21
R2 55.55 55.55 54.03
R1 54.61 54.61 53.86 55.08
PP 53.64 53.64 53.64 53.87
S1 52.70 52.70 53.50 53.17
S2 51.73 51.73 53.33
S3 49.82 50.79 53.15
S4 47.91 48.88 52.63
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.34 65.98 56.74
R3 63.59 61.23 55.44
R2 58.84 58.84 55.00
R1 56.48 56.48 54.57 55.29
PP 54.09 54.09 54.09 53.49
S1 51.73 51.73 53.69 50.54
S2 49.34 49.34 53.26
S3 44.59 46.98 52.82
S4 39.84 42.23 51.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.06 51.69 3.37 6.3% 2.05 3.8% 59% False False 28,053
10 60.65 51.69 8.96 16.7% 1.97 3.7% 22% False False 23,345
20 62.68 51.69 10.99 20.5% 1.68 3.1% 18% False False 20,686
40 63.00 51.69 11.31 21.1% 1.64 3.1% 18% False False 19,450
60 65.03 51.69 13.34 24.9% 1.57 2.9% 15% False False 17,209
80 65.03 51.69 13.34 24.9% 1.60 3.0% 15% False False 15,385
100 65.03 51.33 13.70 25.5% 1.57 2.9% 17% False False 13,740
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 62.69
2.618 59.57
1.618 57.66
1.000 56.48
0.618 55.75
HIGH 54.57
0.618 53.84
0.500 53.62
0.382 53.39
LOW 52.66
0.618 51.48
1.000 50.75
1.618 49.57
2.618 47.66
4.250 44.54
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 53.66 53.86
PP 53.64 53.80
S1 53.62 53.74

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

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