NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 51.00 50.37 -0.63 -1.2% 53.09
High 51.31 50.60 -0.71 -1.4% 53.60
Low 50.21 49.38 -0.83 -1.7% 50.21
Close 50.54 49.91 -0.63 -1.2% 50.54
Range 1.10 1.22 0.12 10.9% 3.39
ATR 1.55 1.53 -0.02 -1.5% 0.00
Volume 15,290 18,953 3,663 24.0% 88,385
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.62 52.99 50.58
R3 52.40 51.77 50.25
R2 51.18 51.18 50.13
R1 50.55 50.55 50.02 50.26
PP 49.96 49.96 49.96 49.82
S1 49.33 49.33 49.80 49.04
S2 48.74 48.74 49.69
S3 47.52 48.11 49.57
S4 46.30 46.89 49.24
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.62 59.47 52.40
R3 58.23 56.08 51.47
R2 54.84 54.84 51.16
R1 52.69 52.69 50.85 52.07
PP 51.45 51.45 51.45 51.14
S1 49.30 49.30 50.23 48.68
S2 48.06 48.06 49.92
S3 44.67 45.91 49.61
S4 41.28 42.52 48.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.60 49.38 4.22 8.5% 1.26 2.5% 13% False True 18,651
10 55.70 49.38 6.32 12.7% 1.35 2.7% 8% False True 16,651
20 61.26 49.38 11.88 23.8% 1.66 3.3% 4% False True 15,715
40 63.32 49.38 13.94 27.9% 1.47 2.9% 4% False True 12,326
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.29
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.79
2.618 53.79
1.618 52.57
1.000 51.82
0.618 51.35
HIGH 50.60
0.618 50.13
0.500 49.99
0.382 49.85
LOW 49.38
0.618 48.63
1.000 48.16
1.618 47.41
2.618 46.19
4.250 44.20
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 49.99 50.71
PP 49.96 50.44
S1 49.94 50.18

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

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