NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 53.07 53.99 0.92 1.7% 56.44
High 54.77 55.06 0.29 0.5% 56.44
Low 52.85 53.29 0.44 0.8% 51.69
Close 54.08 54.13 0.05 0.1% 54.13
Range 1.92 1.77 -0.15 -7.8% 4.75
ATR 1.86 1.85 -0.01 -0.3% 0.00
Volume 29,369 26,516 -2,853 -9.7% 142,173
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.47 58.57 55.10
R3 57.70 56.80 54.62
R2 55.93 55.93 54.45
R1 55.03 55.03 54.29 55.48
PP 54.16 54.16 54.16 54.39
S1 53.26 53.26 53.97 53.71
S2 52.39 52.39 53.81
S3 50.62 51.49 53.64
S4 48.85 49.72 53.16
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.34 65.98 56.74
R3 63.59 61.23 55.44
R2 58.84 58.84 55.00
R1 56.48 56.48 54.57 55.29
PP 54.09 54.09 54.09 53.49
S1 51.73 51.73 53.69 50.54
S2 49.34 49.34 53.26
S3 44.59 46.98 52.82
S4 39.84 42.23 51.52
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 56.44 51.69 4.75 8.8% 2.27 4.2% 51% False False 28,434
10 60.85 51.69 9.16 16.9% 1.89 3.5% 27% False False 21,910
20 62.68 51.69 10.99 20.3% 1.62 3.0% 22% False False 20,258
40 63.30 51.69 11.61 21.4% 1.62 3.0% 21% False False 19,172
60 65.03 51.69 13.34 24.6% 1.58 2.9% 18% False False 17,094
80 65.03 51.33 13.70 25.3% 1.62 3.0% 20% False False 15,144
100 65.03 51.33 13.70 25.3% 1.57 2.9% 20% False False 13,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.30
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 62.58
2.618 59.69
1.618 57.92
1.000 56.83
0.618 56.15
HIGH 55.06
0.618 54.38
0.500 54.18
0.382 53.97
LOW 53.29
0.618 52.20
1.000 51.52
1.618 50.43
2.618 48.66
4.250 45.77
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 54.18 53.96
PP 54.16 53.79
S1 54.15 53.62

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

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