NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 55.04 54.54 -0.50 -0.9% 56.88
High 56.10 55.62 -0.48 -0.9% 58.67
Low 54.26 53.80 -0.46 -0.8% 52.54
Close 55.18 54.80 -0.38 -0.7% 55.18
Range 1.84 1.82 -0.02 -1.1% 6.13
ATR 1.74 1.75 0.01 0.3% 0.00
Volume 17,390 18,171 781 4.5% 84,252
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.20 59.32 55.80
R3 58.38 57.50 55.30
R2 56.56 56.56 55.13
R1 55.68 55.68 54.97 56.12
PP 54.74 54.74 54.74 54.96
S1 53.86 53.86 54.63 54.30
S2 52.92 52.92 54.47
S3 51.10 52.04 54.30
S4 49.28 50.22 53.80
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 73.85 70.65 58.55
R3 67.72 64.52 56.87
R2 61.59 61.59 56.30
R1 58.39 58.39 55.74 56.93
PP 55.46 55.46 55.46 54.73
S1 52.26 52.26 54.62 50.80
S2 49.33 49.33 54.06
S3 43.20 46.13 53.49
S4 37.07 40.00 51.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.10 52.54 3.56 6.5% 1.96 3.6% 63% False False 16,441
10 61.26 52.54 8.72 15.9% 1.98 3.6% 26% False False 14,779
20 63.15 52.54 10.61 19.4% 1.63 3.0% 21% False False 11,559
40 63.68 52.54 11.14 20.3% 1.53 2.8% 20% False False 10,263
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 0.47
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 63.36
2.618 60.38
1.618 58.56
1.000 57.44
0.618 56.74
HIGH 55.62
0.618 54.92
0.500 54.71
0.382 54.50
LOW 53.80
0.618 52.68
1.000 51.98
1.618 50.86
2.618 49.04
4.250 46.07
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 54.77 54.95
PP 54.74 54.90
S1 54.71 54.85

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

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