NYMEX Light Sweet Crude Oil Future October 2015


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 51.58 51.47 -0.11 -0.2% 53.19
High 51.91 51.94 0.03 0.1% 54.28
Low 50.89 50.60 -0.29 -0.6% 50.89
Close 51.58 50.87 -0.71 -1.4% 51.58
Range 1.02 1.34 0.32 31.4% 3.39
ATR 1.85 1.82 -0.04 -2.0% 0.00
Volume 46,796 35,764 -11,032 -23.6% 251,524
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.16 54.35 51.61
R3 53.82 53.01 51.24
R2 52.48 52.48 51.12
R1 51.67 51.67 50.99 51.41
PP 51.14 51.14 51.14 51.00
S1 50.33 50.33 50.75 50.07
S2 49.80 49.80 50.62
S3 48.46 48.99 50.50
S4 47.12 47.65 50.13
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.42 60.39 53.44
R3 59.03 57.00 52.51
R2 55.64 55.64 52.20
R1 53.61 53.61 51.89 52.93
PP 52.25 52.25 52.25 51.91
S1 50.22 50.22 51.27 49.54
S2 48.86 48.86 50.96
S3 45.47 46.83 50.65
S4 42.08 43.44 49.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.28 50.60 3.68 7.2% 1.67 3.3% 7% False True 48,500
10 54.70 50.60 4.10 8.1% 1.89 3.7% 7% False True 48,589
20 62.11 50.60 11.51 22.6% 1.76 3.5% 2% False True 38,553
40 62.65 50.60 12.05 23.7% 1.69 3.3% 2% False True 33,214
60 64.74 50.60 14.14 27.8% 1.64 3.2% 2% False True 28,925
80 64.74 50.60 14.14 27.8% 1.68 3.3% 2% False True 25,657
100 64.74 50.54 14.20 27.9% 1.65 3.3% 2% False False 22,921
120 64.74 50.54 14.20 27.9% 1.74 3.4% 2% False False 20,743
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 0.53
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.64
2.618 55.45
1.618 54.11
1.000 53.28
0.618 52.77
HIGH 51.94
0.618 51.43
0.500 51.27
0.382 51.11
LOW 50.60
0.618 49.77
1.000 49.26
1.618 48.43
2.618 47.09
4.250 44.91
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 51.27 51.74
PP 51.14 51.45
S1 51.00 51.16

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

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