NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 21-Jul-2015
Day Change Summary
Previous Current
20-Jul-2015 21-Jul-2015 Change Change % Previous Week
Open 52.55 51.91 -0.64 -1.2% 54.25
High 52.93 53.06 0.13 0.2% 55.30
Low 51.85 51.78 -0.07 -0.1% 52.00
Close 52.09 52.57 0.48 0.9% 52.70
Range 1.08 1.28 0.20 18.5% 3.30
ATR 1.77 1.74 -0.04 -2.0% 0.00
Volume 38,278 51,258 12,980 33.9% 314,021
Daily Pivots for day following 21-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.31 55.72 53.27
R3 55.03 54.44 52.92
R2 53.75 53.75 52.80
R1 53.16 53.16 52.69 53.46
PP 52.47 52.47 52.47 52.62
S1 51.88 51.88 52.45 52.18
S2 51.19 51.19 52.34
S3 49.91 50.60 52.22
S4 48.63 49.32 51.87
Weekly Pivots for week ending 17-Jul-2015
Classic Woodie Camarilla DeMark
R4 63.23 61.27 54.52
R3 59.93 57.97 53.61
R2 56.63 56.63 53.31
R1 54.67 54.67 53.00 54.00
PP 53.33 53.33 53.33 53.00
S1 51.37 51.37 52.40 50.70
S2 50.03 50.03 52.10
S3 46.73 48.07 51.79
S4 43.43 44.77 50.89
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 55.30 51.78 3.52 6.7% 1.38 2.6% 22% False True 58,100
10 55.70 51.78 3.92 7.5% 1.69 3.2% 20% False True 63,316
20 62.80 51.78 11.02 21.0% 1.73 3.3% 7% False True 57,627
40 63.12 51.78 11.34 21.6% 1.66 3.2% 7% False True 54,192
60 65.38 51.78 13.60 25.9% 1.62 3.1% 6% False True 53,033
80 65.38 51.78 13.60 25.9% 1.67 3.2% 6% False True 53,635
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.46
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 58.50
2.618 56.41
1.618 55.13
1.000 54.34
0.618 53.85
HIGH 53.06
0.618 52.57
0.500 52.42
0.382 52.27
LOW 51.78
0.618 50.99
1.000 50.50
1.618 49.71
2.618 48.43
4.250 46.34
Fisher Pivots for day following 21-Jul-2015
Pivot 1 day 3 day
R1 52.52 52.52
PP 52.47 52.47
S1 52.42 52.42

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

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