NYMEX Light Sweet Crude Oil Future November 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 52.32 52.02 -0.30 -0.6% 53.65
High 52.42 52.45 0.03 0.1% 54.78
Low 51.44 51.26 -0.18 -0.3% 51.44
Close 52.13 51.47 -0.66 -1.3% 52.13
Range 0.98 1.19 0.21 21.4% 3.34
ATR 1.81 1.76 -0.04 -2.4% 0.00
Volume 19,952 19,355 -597 -3.0% 127,172
Daily Pivots for day following 20-Jul-2015
Classic Woodie Camarilla DeMark
R4 55.30 54.57 52.12
R3 54.11 53.38 51.80
R2 52.92 52.92 51.69
R1 52.19 52.19 51.58 51.96
PP 51.73 51.73 51.73 51.61
S1 51.00 51.00 51.36 50.77
S2 50.54 50.54 51.25
S3 49.35 49.81 51.14
S4 48.16 48.62 50.82
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 62.80 60.81 53.97
R3 59.46 57.47 53.05
R2 56.12 56.12 52.74
R1 54.13 54.13 52.44 53.46
PP 52.78 52.78 52.78 52.45
S1 50.79 50.79 51.82 50.12
S2 49.44 49.44 51.52
S3 46.10 47.45 51.21
S4 42.76 44.11 50.29
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 54.78 51.26 3.52 6.8% 1.60 3.1% 6% False True 24,504
10 55.06 51.26 3.80 7.4% 1.83 3.6% 6% False True 26,278
20 62.41 51.26 11.15 21.7% 1.72 3.3% 2% False True 22,407
40 62.87 51.26 11.61 22.6% 1.64 3.2% 2% False True 21,040
60 65.03 51.26 13.77 26.8% 1.58 3.1% 2% False True 18,466
80 65.03 51.26 13.77 26.8% 1.61 3.1% 2% False True 16,399
100 65.03 51.26 13.77 26.8% 1.57 3.1% 2% False True 14,625
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 0.45
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.51
2.618 55.57
1.618 54.38
1.000 53.64
0.618 53.19
HIGH 52.45
0.618 52.00
0.500 51.86
0.382 51.71
LOW 51.26
0.618 50.52
1.000 50.07
1.618 49.33
2.618 48.14
4.250 46.20
Fisher Pivots for day following 20-Jul-2015
Pivot 1 day 3 day
R1 51.86 52.34
PP 51.73 52.05
S1 51.60 51.76

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

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