NYMEX Light Sweet Crude Oil Future December 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 56.85 54.24 -2.61 -4.6% 60.10
High 56.92 54.90 -2.02 -3.5% 61.00
Low 53.87 52.13 -1.74 -3.2% 57.98
Close 54.00 53.90 -0.10 -0.2% 58.45
Range 3.05 2.77 -0.28 -9.2% 3.02
ATR 1.80 1.87 0.07 3.8% 0.00
Volume 58,297 84,188 25,891 44.4% 193,756
Daily Pivots for day following 07-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.95 60.70 55.42
R3 59.18 57.93 54.66
R2 56.41 56.41 54.41
R1 55.16 55.16 54.15 54.40
PP 53.64 53.64 53.64 53.27
S1 52.39 52.39 53.65 51.63
S2 50.87 50.87 53.39
S3 48.10 49.62 53.14
S4 45.33 46.85 52.38
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.20 66.35 60.11
R3 65.18 63.33 59.28
R2 62.16 62.16 59.00
R1 60.31 60.31 58.73 59.73
PP 59.14 59.14 59.14 58.85
S1 57.29 57.29 58.17 56.71
S2 56.12 56.12 57.90
S3 53.10 54.27 57.62
S4 50.08 51.25 56.79
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 61.00 52.13 8.87 16.5% 2.18 4.0% 20% False True 60,929
10 62.80 52.13 10.67 19.8% 1.77 3.3% 17% False True 51,939
20 63.12 52.13 10.99 20.4% 1.58 2.9% 16% False True 48,122
40 64.39 52.13 12.26 22.7% 1.62 3.0% 14% False True 49,496
60 65.38 52.13 13.25 24.6% 1.62 3.0% 13% False True 52,110
80 65.38 51.95 13.43 24.9% 1.73 3.2% 15% False False 50,534
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 0.35
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 66.67
2.618 62.15
1.618 59.38
1.000 57.67
0.618 56.61
HIGH 54.90
0.618 53.84
0.500 53.52
0.382 53.19
LOW 52.13
0.618 50.42
1.000 49.36
1.618 47.65
2.618 44.88
4.250 40.36
Fisher Pivots for day following 07-Jul-2015
Pivot 1 day 3 day
R1 53.77 55.78
PP 53.64 55.15
S1 53.52 54.53

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

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