NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 51.47 50.61 -0.86 -1.7% 53.19
High 51.94 51.83 -0.11 -0.2% 54.28
Low 50.60 50.54 -0.06 -0.1% 50.89
Close 50.87 51.30 0.43 0.8% 51.58
Range 1.34 1.29 -0.05 -3.7% 3.39
ATR 1.82 1.78 -0.04 -2.1% 0.00
Volume 35,764 42,288 6,524 18.2% 251,524
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.09 54.49 52.01
R3 53.80 53.20 51.65
R2 52.51 52.51 51.54
R1 51.91 51.91 51.42 52.21
PP 51.22 51.22 51.22 51.38
S1 50.62 50.62 51.18 50.92
S2 49.93 49.93 51.06
S3 48.64 49.33 50.95
S4 47.35 48.04 50.59
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 50.54 3.74 7.3% 1.46 2.8% 20% False True 47,258
10 54.70 50.54 4.16 8.1% 1.73 3.4% 18% False True 47,064
20 62.11 50.54 11.57 22.6% 1.76 3.4% 7% False True 39,466
40 62.65 50.54 12.11 23.6% 1.69 3.3% 6% False True 33,487
60 64.74 50.54 14.20 27.7% 1.64 3.2% 5% False True 29,110
80 64.74 50.54 14.20 27.7% 1.67 3.3% 5% False True 26,024
100 64.74 50.54 14.20 27.7% 1.65 3.2% 5% False True 23,234
120 64.74 50.54 14.20 27.7% 1.74 3.4% 5% False True 21,048
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.31
2.618 55.21
1.618 53.92
1.000 53.12
0.618 52.63
HIGH 51.83
0.618 51.34
0.500 51.19
0.382 51.03
LOW 50.54
0.618 49.74
1.000 49.25
1.618 48.45
2.618 47.16
4.250 45.06
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 51.26 51.28
PP 51.22 51.26
S1 51.19 51.24

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

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