NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 23-Jul-2015
Day Change Summary
Previous Current
22-Jul-2015 23-Jul-2015 Change Change % Previous Week
Open 52.42 51.07 -1.35 -2.6% 54.25
High 52.42 51.43 -0.99 -1.9% 55.30
Low 50.83 50.11 -0.72 -1.4% 52.00
Close 51.03 50.24 -0.79 -1.5% 52.70
Range 1.59 1.32 -0.27 -17.0% 3.30
ATR 1.74 1.71 -0.03 -1.7% 0.00
Volume 50,813 69,621 18,808 37.0% 314,021
Daily Pivots for day following 23-Jul-2015
Classic Woodie Camarilla DeMark
R4 54.55 53.72 50.97
R3 53.23 52.40 50.60
R2 51.91 51.91 50.48
R1 51.08 51.08 50.36 50.84
PP 50.59 50.59 50.59 50.47
S1 49.76 49.76 50.12 49.52
S2 49.27 49.27 50.00
S3 47.95 48.44 49.88
S4 46.63 47.12 49.51
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 53.06 50.11 2.95 5.9% 1.26 2.5% 4% False True 52,703
10 55.70 50.11 5.59 11.1% 1.60 3.2% 2% False True 58,915
20 61.70 50.11 11.59 23.1% 1.71 3.4% 1% False True 58,578
40 63.12 50.11 13.01 25.9% 1.63 3.2% 1% False True 55,180
60 65.38 50.11 15.27 30.4% 1.63 3.3% 1% False True 53,371
80 65.38 50.11 15.27 30.4% 1.66 3.3% 1% False True 53,778
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 0.46
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 57.04
2.618 54.89
1.618 53.57
1.000 52.75
0.618 52.25
HIGH 51.43
0.618 50.93
0.500 50.77
0.382 50.61
LOW 50.11
0.618 49.29
1.000 48.79
1.618 47.97
2.618 46.65
4.250 44.50
Fisher Pivots for day following 23-Jul-2015
Pivot 1 day 3 day
R1 50.77 51.59
PP 50.59 51.14
S1 50.42 50.69

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

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