NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 52.02 51.31 -0.71 -1.4% 53.65
High 52.45 52.41 -0.04 -0.1% 54.78
Low 51.26 51.17 -0.09 -0.2% 51.44
Close 51.47 51.93 0.46 0.9% 52.13
Range 1.19 1.24 0.05 4.2% 3.34
ATR 1.76 1.73 -0.04 -2.1% 0.00
Volume 19,355 22,063 2,708 14.0% 127,172
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.56 54.98 52.61
R3 54.32 53.74 52.27
R2 53.08 53.08 52.16
R1 52.50 52.50 52.04 52.79
PP 51.84 51.84 51.84 51.98
S1 51.26 51.26 51.82 51.55
S2 50.60 50.60 51.70
S3 49.36 50.02 51.59
S4 48.12 48.78 51.25
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.80 60.81 53.97
R3 59.46 57.47 53.05
R2 56.12 56.12 52.74
R1 54.13 54.13 52.44 53.46
PP 52.78 52.78 52.78 52.45
S1 50.79 50.79 51.82 50.12
S2 49.44 49.44 51.52
S3 46.10 47.45 51.21
S4 42.76 44.11 50.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.78 51.17 3.61 7.0% 1.40 2.7% 21% False True 23,846
10 55.06 51.17 3.89 7.5% 1.68 3.2% 20% False True 25,177
20 62.41 51.17 11.24 21.6% 1.72 3.3% 7% False True 22,582
40 62.87 51.17 11.70 22.5% 1.64 3.2% 6% False True 21,148
60 65.03 51.17 13.86 26.7% 1.59 3.1% 5% False True 18,566
80 65.03 51.17 13.86 26.7% 1.59 3.1% 5% False True 16,572
100 65.03 51.17 13.86 26.7% 1.57 3.0% 5% False True 14,768
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.68
2.618 55.66
1.618 54.42
1.000 53.65
0.618 53.18
HIGH 52.41
0.618 51.94
0.500 51.79
0.382 51.64
LOW 51.17
0.618 50.40
1.000 49.93
1.618 49.16
2.618 47.92
4.250 45.90
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 51.88 51.89
PP 51.84 51.85
S1 51.79 51.81

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

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