NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 16-Jul-2015
Day Change Summary
Previous Current
15-Jul-2015 16-Jul-2015 Change Change % Previous Week
Open 55.51 53.88 -1.63 -2.9% 56.88
High 55.64 54.37 -1.27 -2.3% 58.67
Low 53.56 53.16 -0.40 -0.7% 52.54
Close 53.75 53.23 -0.52 -1.0% 55.18
Range 2.08 1.21 -0.87 -41.8% 6.13
ATR 1.79 1.75 -0.04 -2.3% 0.00
Volume 16,007 13,107 -2,900 -18.1% 84,252
Daily Pivots for day following 16-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.22 56.43 53.90
R3 56.01 55.22 53.56
R2 54.80 54.80 53.45
R1 54.01 54.01 53.34 53.80
PP 53.59 53.59 53.59 53.48
S1 52.80 52.80 53.12 52.59
S2 52.38 52.38 53.01
S3 51.17 51.59 52.90
S4 49.96 50.38 52.56
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 53.16 2.94 5.5% 1.82 3.4% 2% False True 17,482
10 59.75 52.54 7.21 13.5% 2.09 3.9% 10% False False 16,776
20 62.97 52.54 10.43 19.6% 1.70 3.2% 7% False False 12,821
40 63.32 52.54 10.78 20.3% 1.54 2.9% 6% False False 11,140
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.59
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 59.51
2.618 57.54
1.618 56.33
1.000 55.58
0.618 55.12
HIGH 54.37
0.618 53.91
0.500 53.77
0.382 53.62
LOW 53.16
0.618 52.41
1.000 51.95
1.618 51.20
2.618 49.99
4.250 48.02
Fisher Pivots for day following 16-Jul-2015
Pivot 1 day 3 day
R1 53.77 54.43
PP 53.59 54.03
S1 53.41 53.63

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

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