NYMEX Light Sweet Crude Oil Future December 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 49.72 48.93 -0.79 -1.6% 52.55
High 49.99 50.13 0.14 0.3% 53.06
Low 48.69 48.41 -0.28 -0.6% 49.52
Close 49.21 49.71 0.50 1.0% 49.91
Range 1.30 1.72 0.42 32.3% 3.54
ATR 1.65 1.65 0.01 0.3% 0.00
Volume 50,486 63,718 13,232 26.2% 285,570
Daily Pivots for day following 28-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.58 53.86 50.66
R3 52.86 52.14 50.18
R2 51.14 51.14 50.03
R1 50.42 50.42 49.87 50.78
PP 49.42 49.42 49.42 49.60
S1 48.70 48.70 49.55 49.06
S2 47.70 47.70 49.39
S3 45.98 46.98 49.24
S4 44.26 45.26 48.76
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.45 59.22 51.86
R3 57.91 55.68 50.88
R2 54.37 54.37 50.56
R1 52.14 52.14 50.23 51.49
PP 50.83 50.83 50.83 50.50
S1 48.60 48.60 49.59 47.95
S2 47.29 47.29 49.26
S3 43.75 45.06 48.94
S4 40.21 41.52 47.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.42 48.41 4.01 8.1% 1.43 2.9% 32% False True 62,047
10 55.30 48.41 6.89 13.9% 1.40 2.8% 19% False True 60,073
20 61.00 48.41 12.59 25.3% 1.74 3.5% 10% False True 62,402
40 63.12 48.41 14.71 29.6% 1.60 3.2% 9% False True 55,098
60 65.38 48.41 16.97 34.1% 1.63 3.3% 8% False True 53,340
80 65.38 48.41 16.97 34.1% 1.63 3.3% 8% False True 54,665
100 65.38 48.41 16.97 34.1% 1.70 3.4% 8% False True 52,052
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 0.29
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 57.44
2.618 54.63
1.618 52.91
1.000 51.85
0.618 51.19
HIGH 50.13
0.618 49.47
0.500 49.27
0.382 49.07
LOW 48.41
0.618 47.35
1.000 46.69
1.618 45.63
2.618 43.91
4.250 41.10
Fisher Pivots for day following 28-Jul-2015
Pivot 1 day 3 day
R1 49.56 49.66
PP 49.42 49.61
S1 49.27 49.57

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

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