NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 53.65 53.35 -0.30 -0.6% 56.44
High 54.57 54.71 0.14 0.3% 56.44
Low 52.66 52.44 -0.22 -0.4% 51.69
Close 53.68 54.41 0.73 1.4% 54.13
Range 1.91 2.27 0.36 18.8% 4.75
ATR 1.86 1.89 0.03 1.6% 0.00
Volume 24,007 25,349 1,342 5.6% 142,173
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.66 59.81 55.66
R3 58.39 57.54 55.03
R2 56.12 56.12 54.83
R1 55.27 55.27 54.62 55.70
PP 53.85 53.85 53.85 54.07
S1 53.00 53.00 54.20 53.43
S2 51.58 51.58 53.99
S3 49.31 50.73 53.79
S4 47.04 48.46 53.16
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 52.17 2.89 5.3% 1.95 3.6% 78% False False 26,507
10 60.65 51.69 8.96 16.5% 2.08 3.8% 30% False False 24,645
20 62.68 51.69 10.99 20.2% 1.74 3.2% 25% False False 21,353
40 63.00 51.69 11.31 20.8% 1.66 3.1% 24% False False 19,868
60 65.03 51.69 13.34 24.5% 1.59 2.9% 20% False False 17,438
80 65.03 51.69 13.34 24.5% 1.61 3.0% 20% False False 15,528
100 65.03 51.33 13.70 25.2% 1.57 2.9% 22% False False 13,930
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.42
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.36
2.618 60.65
1.618 58.38
1.000 56.98
0.618 56.11
HIGH 54.71
0.618 53.84
0.500 53.58
0.382 53.31
LOW 52.44
0.618 51.04
1.000 50.17
1.618 48.77
2.618 46.50
4.250 42.79
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 54.13 54.19
PP 53.85 53.97
S1 53.58 53.75

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

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