NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 54.35 55.51 1.16 2.1% 56.88
High 55.70 55.64 -0.06 -0.1% 58.67
Low 53.57 53.56 -0.01 0.0% 52.54
Close 55.48 53.75 -1.73 -3.1% 55.18
Range 2.13 2.08 -0.05 -2.3% 6.13
ATR 1.77 1.79 0.02 1.2% 0.00
Volume 22,738 16,007 -6,731 -29.6% 84,252
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.56 59.23 54.89
R3 58.48 57.15 54.32
R2 56.40 56.40 54.13
R1 55.07 55.07 53.94 54.70
PP 54.32 54.32 54.32 54.13
S1 52.99 52.99 53.56 52.62
S2 52.24 52.24 53.37
S3 50.16 50.91 53.18
S4 48.08 48.83 52.61
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 53.56 2.54 4.7% 1.91 3.6% 7% False True 17,304
10 60.46 52.54 7.92 14.7% 2.14 4.0% 15% False False 17,148
20 63.15 52.54 10.61 19.7% 1.75 3.2% 11% False False 12,825
40 63.32 52.54 10.78 20.1% 1.56 2.9% 11% False False 11,002
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 0.54
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.48
2.618 61.09
1.618 59.01
1.000 57.72
0.618 56.93
HIGH 55.64
0.618 54.85
0.500 54.60
0.382 54.35
LOW 53.56
0.618 52.27
1.000 51.48
1.618 50.19
2.618 48.11
4.250 44.72
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 54.60 54.63
PP 54.32 54.34
S1 54.03 54.04

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

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