NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 27-Jul-2015
Day Change Summary
Previous Current
24-Jul-2015 27-Jul-2015 Change Change % Previous Week
Open 50.51 49.72 -0.79 -1.6% 52.55
High 50.72 49.99 -0.73 -1.4% 53.06
Low 49.52 48.69 -0.83 -1.7% 49.52
Close 49.91 49.21 -0.70 -1.4% 49.91
Range 1.20 1.30 0.10 8.3% 3.54
ATR 1.67 1.65 -0.03 -1.6% 0.00
Volume 75,600 50,486 -25,114 -33.2% 285,570
Daily Pivots for day following 27-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.20 52.50 49.93
R3 51.90 51.20 49.57
R2 50.60 50.60 49.45
R1 49.90 49.90 49.33 49.60
PP 49.30 49.30 49.30 49.15
S1 48.60 48.60 49.09 48.30
S2 48.00 48.00 48.97
S3 46.70 47.30 48.85
S4 45.40 46.00 48.50
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.45 59.22 51.86
R3 57.91 55.68 50.88
R2 54.37 54.37 50.56
R1 52.14 52.14 50.23 51.49
PP 50.83 50.83 50.83 50.50
S1 48.60 48.60 49.59 47.95
S2 47.29 47.29 49.26
S3 43.75 45.06 48.94
S4 40.21 41.52 47.96
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 53.06 48.69 4.37 8.9% 1.34 2.7% 12% False True 59,555
10 55.30 48.69 6.61 13.4% 1.46 3.0% 8% False True 59,230
20 61.00 48.69 12.31 25.0% 1.72 3.5% 4% False True 60,796
40 63.12 48.69 14.43 29.3% 1.59 3.2% 4% False True 55,267
60 65.38 48.69 16.69 33.9% 1.62 3.3% 3% False True 53,401
80 65.38 48.69 16.69 33.9% 1.64 3.3% 3% False True 54,560
100 65.38 48.69 16.69 33.9% 1.70 3.4% 3% False True 52,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.35
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.52
2.618 53.39
1.618 52.09
1.000 51.29
0.618 50.79
HIGH 49.99
0.618 49.49
0.500 49.34
0.382 49.19
LOW 48.69
0.618 47.89
1.000 47.39
1.618 46.59
2.618 45.29
4.250 43.17
Fisher Pivots for day following 27-Jul-2015
Pivot 1 day 3 day
R1 49.34 50.06
PP 49.30 49.78
S1 49.25 49.49

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

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