NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 28-Jul-2015
Day Change Summary
Previous Current
27-Jul-2015 28-Jul-2015 Change Change % Previous Week
Open 49.10 48.14 -0.96 -2.0% 52.02
High 49.27 49.48 0.21 0.4% 52.45
Low 47.98 47.75 -0.23 -0.5% 48.86
Close 48.51 49.03 0.52 1.1% 49.25
Range 1.29 1.73 0.44 34.1% 3.59
ATR 1.64 1.64 0.01 0.4% 0.00
Volume 20,869 26,579 5,710 27.4% 127,807
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.94 53.22 49.98
R3 52.21 51.49 49.51
R2 50.48 50.48 49.35
R1 49.76 49.76 49.19 50.12
PP 48.75 48.75 48.75 48.94
S1 48.03 48.03 48.87 48.39
S2 47.02 47.02 48.71
S3 45.29 46.30 48.55
S4 43.56 44.57 48.08
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.96 58.69 51.22
R3 57.37 55.10 50.24
R2 53.78 53.78 49.91
R1 51.51 51.51 49.58 50.85
PP 50.19 50.19 50.19 49.86
S1 47.92 47.92 48.92 47.26
S2 46.60 46.60 48.59
S3 43.01 44.33 48.26
S4 39.42 40.74 47.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.75 47.75 4.00 8.2% 1.42 2.9% 32% False True 26,767
10 54.78 47.75 7.03 14.3% 1.41 2.9% 18% False True 25,307
20 60.65 47.75 12.90 26.3% 1.74 3.6% 10% False True 24,976
40 62.87 47.75 15.12 30.8% 1.59 3.2% 8% False True 22,378
60 65.03 47.75 17.28 35.2% 1.61 3.3% 7% False True 19,751
80 65.03 47.75 17.28 35.2% 1.57 3.2% 7% False True 17,696
100 65.03 47.75 17.28 35.2% 1.59 3.2% 7% False True 15,790
120 65.03 47.75 17.28 35.2% 1.59 3.2% 7% False True 14,258
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 56.83
2.618 54.01
1.618 52.28
1.000 51.21
0.618 50.55
HIGH 49.48
0.618 48.82
0.500 48.62
0.382 48.41
LOW 47.75
0.618 46.68
1.000 46.02
1.618 44.95
2.618 43.22
4.250 40.40
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 48.89 48.99
PP 48.75 48.95
S1 48.62 48.92

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

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