NYMEX Light Sweet Crude Oil Future March 2016


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 51.19 51.83 0.64 1.3% 53.94
High 52.66 52.43 -0.23 -0.4% 54.45
Low 50.98 51.77 0.79 1.5% 51.20
Close 51.96 51.92 -0.04 -0.1% 51.57
Range 1.68 0.66 -1.02 -60.7% 3.25
ATR 1.45 1.40 -0.06 -3.9% 0.00
Volume 15,028 10,592 -4,436 -29.5% 48,580
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.02 53.63 52.28
R3 53.36 52.97 52.10
R2 52.70 52.70 52.04
R1 52.31 52.31 51.98 52.51
PP 52.04 52.04 52.04 52.14
S1 51.65 51.65 51.86 51.85
S2 51.38 51.38 51.80
S3 50.72 50.99 51.74
S4 50.06 50.33 51.56
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.16 60.11 53.36
R3 58.91 56.86 52.46
R2 55.66 55.66 52.17
R1 53.61 53.61 51.87 53.01
PP 52.41 52.41 52.41 52.11
S1 50.36 50.36 51.27 49.76
S2 49.16 49.16 50.97
S3 45.91 47.11 50.68
S4 42.66 43.86 49.78
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 52.66 50.35 2.31 4.4% 1.13 2.2% 68% False False 10,728
10 54.45 50.35 4.10 7.9% 1.08 2.1% 38% False False 10,113
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.15
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 55.24
2.618 54.16
1.618 53.50
1.000 53.09
0.618 52.84
HIGH 52.43
0.618 52.18
0.500 52.10
0.382 52.02
LOW 51.77
0.618 51.36
1.000 51.11
1.618 50.70
2.618 50.04
4.250 48.97
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 52.10 51.78
PP 52.04 51.64
S1 51.98 51.51

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

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