NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 20-Jul-2015
Day Change Summary
Previous Current
17-Jul-2015 20-Jul-2015 Change Change % Previous Week
Open 53.20 53.09 -0.11 -0.2% 54.54
High 53.33 53.35 0.02 0.0% 55.70
Low 52.50 52.42 -0.08 -0.2% 52.50
Close 53.20 52.65 -0.55 -1.0% 53.20
Range 0.83 0.93 0.10 12.0% 3.20
ATR 1.69 1.63 -0.05 -3.2% 0.00
Volume 7,322 14,079 6,757 92.3% 77,345
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.60 55.05 53.16
R3 54.67 54.12 52.91
R2 53.74 53.74 52.82
R1 53.19 53.19 52.74 53.00
PP 52.81 52.81 52.81 52.71
S1 52.26 52.26 52.56 52.07
S2 51.88 51.88 52.48
S3 50.95 51.33 52.39
S4 50.02 50.40 52.14
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 52.42 3.28 6.2% 1.44 2.7% 7% False True 14,650
10 56.10 52.42 3.68 7.0% 1.70 3.2% 6% False True 15,545
20 62.97 52.42 10.55 20.0% 1.65 3.1% 2% False True 13,401
40 63.32 52.42 10.90 20.7% 1.52 2.9% 2% False True 11,161
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.39
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.30
2.618 55.78
1.618 54.85
1.000 54.28
0.618 53.92
HIGH 53.35
0.618 52.99
0.500 52.89
0.382 52.78
LOW 52.42
0.618 51.85
1.000 51.49
1.618 50.92
2.618 49.99
4.250 48.47
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 52.89 53.40
PP 52.81 53.15
S1 52.73 52.90

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

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