NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 50.41 50.10 -0.31 -0.6% 49.72
High 50.88 50.33 -0.55 -1.1% 51.08
Low 49.98 48.47 -1.51 -3.0% 48.41
Close 50.18 48.92 -1.26 -2.5% 48.92
Range 0.90 1.86 0.96 106.7% 2.67
ATR 1.62 1.64 0.02 1.0% 0.00
Volume 75,214 51,164 -24,050 -32.0% 312,863
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.82 53.73 49.94
R3 52.96 51.87 49.43
R2 51.10 51.10 49.26
R1 50.01 50.01 49.09 49.63
PP 49.24 49.24 49.24 49.05
S1 48.15 48.15 48.75 47.77
S2 47.38 47.38 48.58
S3 45.52 46.29 48.41
S4 43.66 44.43 47.90
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.48 55.87 50.39
R3 54.81 53.20 49.65
R2 52.14 52.14 49.41
R1 50.53 50.53 49.16 50.00
PP 49.47 49.47 49.47 49.21
S1 47.86 47.86 48.68 47.33
S2 46.80 46.80 48.43
S3 44.13 45.19 48.19
S4 41.46 42.52 47.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.08 48.41 2.67 5.5% 1.56 3.2% 19% False False 62,572
10 53.06 48.41 4.65 9.5% 1.43 2.9% 11% False False 59,843
20 56.92 48.41 8.51 17.4% 1.73 3.5% 6% False False 64,227
40 63.12 48.41 14.71 30.1% 1.60 3.3% 3% False False 55,816
60 64.39 48.41 15.98 32.7% 1.63 3.3% 3% False False 54,221
80 65.38 48.41 16.97 34.7% 1.61 3.3% 3% False False 54,850
100 65.38 48.41 16.97 34.7% 1.70 3.5% 3% False False 52,772
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.24
2.618 55.20
1.618 53.34
1.000 52.19
0.618 51.48
HIGH 50.33
0.618 49.62
0.500 49.40
0.382 49.18
LOW 48.47
0.618 47.32
1.000 46.61
1.618 45.46
2.618 43.60
4.250 40.57
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 49.40 49.78
PP 49.24 49.49
S1 49.08 49.21

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

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