NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 09-Jul-2015
Day Change Summary
Previous Current
08-Jul-2015 09-Jul-2015 Change Change % Previous Week
Open 54.79 53.93 -0.86 -1.6% 60.51
High 54.86 55.62 0.76 1.4% 61.26
Low 53.17 53.93 0.76 1.4% 58.44
Close 53.92 55.06 1.14 2.1% 58.83
Range 1.69 1.69 0.00 0.0% 2.82
ATR 1.73 1.73 0.00 -0.1% 0.00
Volume 19,776 12,216 -7,560 -38.2% 45,376
Daily Pivots for day following 09-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.94 59.19 55.99
R3 58.25 57.50 55.52
R2 56.56 56.56 55.37
R1 55.81 55.81 55.21 56.19
PP 54.87 54.87 54.87 55.06
S1 54.12 54.12 54.91 54.50
S2 53.18 53.18 54.75
S3 51.49 52.43 54.60
S4 49.80 50.74 54.13
Weekly Pivots for week ending 03-Jul-2015
Classic Woodie Camarilla DeMark
R4 67.97 66.22 60.38
R3 65.15 63.40 59.61
R2 62.33 62.33 59.35
R1 60.58 60.58 59.09 60.05
PP 59.51 59.51 59.51 59.24
S1 57.76 57.76 58.57 57.23
S2 56.69 56.69 58.31
S3 53.87 54.94 58.05
S4 51.05 52.12 57.28
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 59.75 52.54 7.21 13.1% 2.37 4.3% 35% False False 16,070
10 61.86 52.54 9.32 16.9% 1.79 3.2% 27% False False 12,906
20 63.15 52.54 10.61 19.3% 1.52 2.8% 24% False False 10,529
40 64.61 52.54 12.07 21.9% 1.50 2.7% 21% False False 9,678
Crabel Price Patterns
NR False
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 0.32
Fibonacci Retracements and Extensions
4.250 62.80
2.618 60.04
1.618 58.35
1.000 57.31
0.618 56.66
HIGH 55.62
0.618 54.97
0.500 54.78
0.382 54.58
LOW 53.93
0.618 52.89
1.000 52.24
1.618 51.20
2.618 49.51
4.250 46.75
Fisher Pivots for day following 09-Jul-2015
Pivot 1 day 3 day
R1 54.97 54.73
PP 54.87 54.41
S1 54.78 54.08

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

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