NYMEX Light Sweet Crude Oil Future December 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 54.04 55.14 1.10 2.0% 56.85
High 55.27 55.30 0.03 0.1% 56.92
Low 52.97 53.06 0.09 0.2% 52.13
Close 54.98 53.27 -1.71 -3.1% 54.68
Range 2.30 2.24 -0.06 -2.6% 4.79
ATR 1.91 1.94 0.02 1.2% 0.00
Volume 55,282 84,820 29,538 53.4% 372,091
Daily Pivots for day following 15-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.60 59.17 54.50
R3 58.36 56.93 53.89
R2 56.12 56.12 53.68
R1 54.69 54.69 53.48 54.29
PP 53.88 53.88 53.88 53.67
S1 52.45 52.45 53.06 52.05
S2 51.64 51.64 52.86
S3 49.40 50.21 52.65
S4 47.16 47.97 52.04
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 52.97 2.73 5.1% 2.07 3.9% 11% False False 69,424
10 60.26 52.13 8.13 15.3% 2.14 4.0% 14% False False 70,121
20 62.98 52.13 10.85 20.4% 1.83 3.4% 11% False False 56,915
40 63.12 52.13 10.99 20.6% 1.70 3.2% 10% False False 53,328
60 65.38 52.13 13.25 24.9% 1.65 3.1% 9% False False 53,147
80 65.38 52.13 13.25 24.9% 1.71 3.2% 9% False False 52,439
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 0.44
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 64.82
2.618 61.16
1.618 58.92
1.000 57.54
0.618 56.68
HIGH 55.30
0.618 54.44
0.500 54.18
0.382 53.92
LOW 53.06
0.618 51.68
1.000 50.82
1.618 49.44
2.618 47.20
4.250 43.54
Fisher Pivots for day following 15-Jul-2015
Pivot 1 day 3 day
R1 54.18 54.14
PP 53.88 53.85
S1 53.57 53.56

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

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