NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 13-Jul-2015
Day Change Summary
Previous Current
10-Jul-2015 13-Jul-2015 Change Change % Previous Week
Open 54.50 54.25 -0.25 -0.5% 56.85
High 55.70 55.12 -0.58 -1.0% 56.92
Low 53.76 53.21 -0.55 -1.0% 52.13
Close 54.68 54.27 -0.41 -0.7% 54.68
Range 1.94 1.91 -0.03 -1.5% 4.79
ATR 1.88 1.88 0.00 0.1% 0.00
Volume 65,163 57,775 -7,388 -11.3% 372,091
Daily Pivots for day following 13-Jul-2015
Classic Woodie Camarilla DeMark
R4 59.93 59.01 55.32
R3 58.02 57.10 54.80
R2 56.11 56.11 54.62
R1 55.19 55.19 54.45 55.65
PP 54.20 54.20 54.20 54.43
S1 53.28 53.28 54.09 53.74
S2 52.29 52.29 53.92
S3 50.38 51.37 53.74
S4 48.47 49.46 53.22
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 68.95 66.60 57.31
R3 64.16 61.81 56.00
R2 59.37 59.37 55.56
R1 57.02 57.02 55.12 55.80
PP 54.58 54.58 54.58 53.97
S1 52.23 52.23 54.24 51.01
S2 49.79 49.79 53.80
S3 45.00 47.44 53.36
S4 40.21 42.65 52.05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.70 52.13 3.57 6.6% 2.08 3.8% 60% False False 74,313
10 61.00 52.13 8.87 16.3% 1.97 3.6% 24% False False 62,362
20 62.98 52.13 10.85 20.0% 1.71 3.1% 20% False False 53,399
40 63.39 52.13 11.26 20.7% 1.67 3.1% 19% False False 51,818
60 65.38 52.13 13.25 24.4% 1.63 3.0% 16% False False 52,814
80 65.38 52.13 13.25 24.4% 1.71 3.1% 16% False False 52,160
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 False
Stretch 0.40
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.24
2.618 60.12
1.618 58.21
1.000 57.03
0.618 56.30
HIGH 55.12
0.618 54.39
0.500 54.17
0.382 53.94
LOW 53.21
0.618 52.03
1.000 51.30
1.618 50.12
2.618 48.21
4.250 45.09
Fisher Pivots for day following 13-Jul-2015
Pivot 1 day 3 day
R1 54.24 54.46
PP 54.20 54.39
S1 54.17 54.33

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

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