NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 17-Jul-2015
Day Change Summary
Previous Current
16-Jul-2015 17-Jul-2015 Change Change % Previous Week
Open 53.88 53.20 -0.68 -1.3% 54.54
High 54.37 53.33 -1.04 -1.9% 55.70
Low 53.16 52.50 -0.66 -1.2% 52.50
Close 53.23 53.20 -0.03 -0.1% 53.20
Range 1.21 0.83 -0.38 -31.4% 3.20
ATR 1.75 1.69 -0.07 -3.8% 0.00
Volume 13,107 7,322 -5,785 -44.1% 77,345
Daily Pivots for day following 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.50 55.18 53.66
R3 54.67 54.35 53.43
R2 53.84 53.84 53.35
R1 53.52 53.52 53.28 53.62
PP 53.01 53.01 53.01 53.06
S1 52.69 52.69 53.12 52.79
S2 52.18 52.18 53.05
S3 51.35 51.86 52.97
S4 50.52 51.03 52.74
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.40 61.50 54.96
R3 60.20 58.30 54.08
R2 57.00 57.00 53.79
R1 55.10 55.10 53.49 54.45
PP 53.80 53.80 53.80 53.48
S1 51.90 51.90 52.91 51.25
S2 50.60 50.60 52.61
S3 47.40 48.70 52.32
S4 44.20 45.50 51.44
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.70 52.50 3.20 6.0% 1.61 3.0% 22% False True 15,469
10 58.67 52.50 6.17 11.6% 2.04 3.8% 11% False True 16,159
20 62.97 52.50 10.47 19.7% 1.68 3.2% 7% False True 12,924
40 63.32 52.50 10.82 20.3% 1.54 2.9% 6% False True 11,137
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 0.55
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 56.86
2.618 55.50
1.618 54.67
1.000 54.16
0.618 53.84
HIGH 53.33
0.618 53.01
0.500 52.92
0.382 52.82
LOW 52.50
0.618 51.99
1.000 51.67
1.618 51.16
2.618 50.33
4.250 48.97
Fisher Pivots for day following 17-Jul-2015
Pivot 1 day 3 day
R1 53.11 54.07
PP 53.01 53.78
S1 52.92 53.49

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

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