NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 31-Jul-2015
Day Change Summary
Previous Current
30-Jul-2015 31-Jul-2015 Change Change % Previous Week
Open 51.11 50.82 -0.29 -0.6% 50.37
High 51.47 50.95 -0.52 -1.0% 51.67
Low 50.63 49.17 -1.46 -2.9% 49.17
Close 50.82 49.62 -1.20 -2.4% 49.62
Range 0.84 1.78 0.94 111.9% 2.50
ATR 1.51 1.53 0.02 1.3% 0.00
Volume 17,004 27,359 10,355 60.9% 97,523
Daily Pivots for day following 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.25 54.22 50.60
R3 53.47 52.44 50.11
R2 51.69 51.69 49.95
R1 50.66 50.66 49.78 50.29
PP 49.91 49.91 49.91 49.73
S1 48.88 48.88 49.46 48.51
S2 48.13 48.13 49.29
S3 46.35 47.10 49.13
S4 44.57 45.32 48.64
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.65 56.14 51.00
R3 55.15 53.64 50.31
R2 52.65 52.65 50.08
R1 51.14 51.14 49.85 50.65
PP 50.15 50.15 50.15 49.91
S1 48.64 48.64 49.39 48.15
S2 47.65 47.65 49.16
S3 45.15 46.14 48.93
S4 42.65 43.64 48.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.67 49.17 2.50 5.0% 1.47 3.0% 18% False True 19,504
10 53.60 49.17 4.43 8.9% 1.34 2.7% 10% False True 18,590
20 58.67 49.17 9.50 19.1% 1.69 3.4% 5% False True 17,375
40 63.32 49.17 14.15 28.5% 1.49 3.0% 3% False True 13,342
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 0.25
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 58.52
2.618 55.61
1.618 53.83
1.000 52.73
0.618 52.05
HIGH 50.95
0.618 50.27
0.500 50.06
0.382 49.85
LOW 49.17
0.618 48.07
1.000 47.39
1.618 46.29
2.618 44.51
4.250 41.61
Fisher Pivots for day following 31-Jul-2015
Pivot 1 day 3 day
R1 50.06 50.42
PP 49.91 50.15
S1 49.77 49.89

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

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