NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 14-Jul-2015
Day Change Summary
Previous Current
13-Jul-2015 14-Jul-2015 Change Change % Previous Week
Open 54.54 54.35 -0.19 -0.3% 56.88
High 55.62 55.70 0.08 0.1% 58.67
Low 53.80 53.57 -0.23 -0.4% 52.54
Close 54.80 55.48 0.68 1.2% 55.18
Range 1.82 2.13 0.31 17.0% 6.13
ATR 1.75 1.77 0.03 1.6% 0.00
Volume 18,171 22,738 4,567 25.1% 84,252
Daily Pivots for day following 14-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.31 60.52 56.65
R3 59.18 58.39 56.07
R2 57.05 57.05 55.87
R1 56.26 56.26 55.68 56.66
PP 54.92 54.92 54.92 55.11
S1 54.13 54.13 55.28 54.53
S2 52.79 52.79 55.09
S3 50.66 52.00 54.89
S4 48.53 49.87 54.31
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 53.17 2.93 5.3% 1.83 3.3% 79% False False 18,058
10 61.26 52.54 8.72 15.7% 2.09 3.8% 34% False False 16,551
20 63.15 52.54 10.61 19.1% 1.68 3.0% 28% False False 12,414
40 63.68 52.54 11.14 20.1% 1.55 2.8% 26% False False 10,710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 64.75
2.618 61.28
1.618 59.15
1.000 57.83
0.618 57.02
HIGH 55.70
0.618 54.89
0.500 54.64
0.382 54.38
LOW 53.57
0.618 52.25
1.000 51.44
1.618 50.12
2.618 47.99
4.250 44.52
Fisher Pivots for day following 14-Jul-2015
Pivot 1 day 3 day
R1 55.20 55.27
PP 54.92 55.05
S1 54.64 54.84

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

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