NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 52.83 51.72 -1.11 -2.1% 54.54
High 52.94 52.04 -0.90 -1.7% 55.70
Low 51.46 50.76 -0.70 -1.4% 52.50
Close 51.66 50.87 -0.79 -1.5% 53.20
Range 1.48 1.28 -0.20 -13.5% 3.20
ATR 1.61 1.59 -0.02 -1.5% 0.00
Volume 20,593 21,040 447 2.2% 77,345
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.06 54.25 51.57
R3 53.78 52.97 51.22
R2 52.50 52.50 51.10
R1 51.69 51.69 50.99 51.46
PP 51.22 51.22 51.22 51.11
S1 50.41 50.41 50.75 50.18
S2 49.94 49.94 50.64
S3 48.66 49.13 50.52
S4 47.38 47.85 50.17
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 53.60 50.76 2.84 5.6% 1.15 2.3% 4% False True 16,083
10 56.10 50.76 5.34 10.5% 1.48 2.9% 2% False True 16,783
20 61.86 50.76 11.10 21.8% 1.63 3.2% 1% False True 14,844
40 63.32 50.76 12.56 24.7% 1.50 2.9% 1% False True 11,989
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 0.39
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.48
2.618 55.39
1.618 54.11
1.000 53.32
0.618 52.83
HIGH 52.04
0.618 51.55
0.500 51.40
0.382 51.25
LOW 50.76
0.618 49.97
1.000 49.48
1.618 48.69
2.618 47.41
4.250 45.32
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 51.40 52.18
PP 51.22 51.74
S1 51.05 51.31

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

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