NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 15-Jul-2015
Day Change Summary
Previous Current
14-Jul-2015 15-Jul-2015 Change Change % Previous Week
Open 53.35 54.78 1.43 2.7% 56.44
High 54.71 54.78 0.07 0.1% 56.44
Low 52.44 52.52 0.08 0.2% 51.69
Close 54.41 52.72 -1.69 -3.1% 54.13
Range 2.27 2.26 -0.01 -0.4% 4.75
ATR 1.89 1.91 0.03 1.4% 0.00
Volume 25,349 31,782 6,433 25.4% 142,173
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.12 58.68 53.96
R3 57.86 56.42 53.34
R2 55.60 55.60 53.13
R1 54.16 54.16 52.93 53.75
PP 53.34 53.34 53.34 53.14
S1 51.90 51.90 52.51 51.49
S2 51.08 51.08 52.31
S3 48.82 49.64 52.10
S4 46.56 47.38 51.48
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 55.06 52.44 2.62 5.0% 2.03 3.8% 11% False False 27,404
10 60.08 51.69 8.39 15.9% 2.15 4.1% 12% False False 26,530
20 62.68 51.69 10.99 20.8% 1.81 3.4% 9% False False 22,294
40 62.87 51.69 11.18 21.2% 1.67 3.2% 9% False False 20,397
60 65.03 51.69 13.34 25.3% 1.60 3.0% 8% False False 17,832
80 65.03 51.69 13.34 25.3% 1.61 3.1% 8% False False 15,817
100 65.03 51.33 13.70 26.0% 1.59 3.0% 10% False False 14,155
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook True
Stretch 0.40
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.39
2.618 60.70
1.618 58.44
1.000 57.04
0.618 56.18
HIGH 54.78
0.618 53.92
0.500 53.65
0.382 53.38
LOW 52.52
0.618 51.12
1.000 50.26
1.618 48.86
2.618 46.60
4.250 42.92
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 53.65 53.61
PP 53.34 53.31
S1 53.03 53.02

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

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