NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 30-Jul-2015
Day Change Summary
Previous Current
29-Jul-2015 30-Jul-2015 Change Change % Previous Week
Open 49.55 50.41 0.86 1.7% 52.55
High 51.08 50.88 -0.20 -0.4% 53.06
Low 49.06 49.98 0.92 1.9% 49.52
Close 50.32 50.18 -0.14 -0.3% 49.91
Range 2.02 0.90 -1.12 -55.4% 3.54
ATR 1.68 1.62 -0.06 -3.3% 0.00
Volume 72,281 75,214 2,933 4.1% 285,570
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.05 52.51 50.68
R3 52.15 51.61 50.43
R2 51.25 51.25 50.35
R1 50.71 50.71 50.26 50.53
PP 50.35 50.35 50.35 50.26
S1 49.81 49.81 50.10 49.63
S2 49.45 49.45 50.02
S3 48.55 48.91 49.93
S4 47.65 48.01 49.69
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 51.08 48.41 2.67 5.3% 1.43 2.8% 66% False False 67,459
10 53.06 48.41 4.65 9.3% 1.34 2.7% 38% False False 60,081
20 59.42 48.41 11.01 21.9% 1.71 3.4% 16% False False 65,664
40 63.12 48.41 14.71 29.3% 1.60 3.2% 12% False False 55,891
60 65.38 48.41 16.97 33.8% 1.63 3.3% 10% False False 54,587
80 65.38 48.41 16.97 33.8% 1.62 3.2% 10% False False 55,285
100 65.38 48.41 16.97 33.8% 1.70 3.4% 10% False False 52,613
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.31
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 54.71
2.618 53.24
1.618 52.34
1.000 51.78
0.618 51.44
HIGH 50.88
0.618 50.54
0.500 50.43
0.382 50.32
LOW 49.98
0.618 49.42
1.000 49.08
1.618 48.52
2.618 47.62
4.250 46.16
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 50.43 50.04
PP 50.35 49.89
S1 50.26 49.75

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

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