NYMEX Light Sweet Crude Oil Future October 2015


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 49.25 48.30 -0.95 -1.9% 51.47
High 49.47 48.69 -0.78 -1.6% 51.94
Low 48.20 47.35 -0.85 -1.8% 48.20
Close 48.61 47.85 -0.76 -1.6% 48.61
Range 1.27 1.34 0.07 5.5% 3.74
ATR 1.71 1.69 -0.03 -1.6% 0.00
Volume 71,479 41,970 -29,509 -41.3% 255,070
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 51.98 51.26 48.59
R3 50.64 49.92 48.22
R2 49.30 49.30 48.10
R1 48.58 48.58 47.97 48.27
PP 47.96 47.96 47.96 47.81
S1 47.24 47.24 47.73 46.93
S2 46.62 46.62 47.60
S3 45.28 45.90 47.48
S4 43.94 44.56 47.11
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.80 58.45 50.67
R3 57.06 54.71 49.64
R2 53.32 53.32 49.30
R1 50.97 50.97 48.95 50.28
PP 49.58 49.58 49.58 49.24
S1 47.23 47.23 48.27 46.54
S2 45.84 45.84 47.92
S3 42.10 43.49 47.58
S4 38.36 39.75 46.55
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.83 47.35 4.48 9.4% 1.37 2.9% 11% False True 52,255
10 54.28 47.35 6.93 14.5% 1.52 3.2% 7% False True 50,377
20 60.31 47.35 12.96 27.1% 1.76 3.7% 4% False True 45,587
40 62.65 47.35 15.30 32.0% 1.62 3.4% 3% False True 36,460
60 64.74 47.35 17.39 36.3% 1.64 3.4% 3% False True 31,288
80 64.74 47.35 17.39 36.3% 1.65 3.4% 3% False True 28,145
100 64.74 47.35 17.39 36.3% 1.66 3.5% 3% False True 24,999
120 64.74 47.35 17.39 36.3% 1.70 3.5% 3% False True 22,583
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 0.36
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 54.39
2.618 52.20
1.618 50.86
1.000 50.03
0.618 49.52
HIGH 48.69
0.618 48.18
0.500 48.02
0.382 47.86
LOW 47.35
0.618 46.52
1.000 46.01
1.618 45.18
2.618 43.84
4.250 41.66
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 48.02 48.73
PP 47.96 48.43
S1 47.91 48.14

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

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