NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 10-Jul-2015
Day Change Summary
Previous Current
09-Jul-2015 10-Jul-2015 Change Change % Previous Week
Open 53.93 55.04 1.11 2.1% 56.88
High 55.62 56.10 0.48 0.9% 58.67
Low 53.93 54.26 0.33 0.6% 52.54
Close 55.06 55.18 0.12 0.2% 55.18
Range 1.69 1.84 0.15 8.9% 6.13
ATR 1.73 1.74 0.01 0.4% 0.00
Volume 12,216 17,390 5,174 42.4% 84,252
Daily Pivots for day following 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 60.70 59.78 56.19
R3 58.86 57.94 55.69
R2 57.02 57.02 55.52
R1 56.10 56.10 55.35 56.56
PP 55.18 55.18 55.18 55.41
S1 54.26 54.26 55.01 54.72
S2 53.34 53.34 54.84
S3 51.50 52.42 54.67
S4 49.66 50.58 54.17
Weekly Pivots for week ending 10-Jul-2015
Classic Woodie Camarilla DeMark
R4 73.85 70.65 58.55
R3 67.72 64.52 56.87
R2 61.59 61.59 56.30
R1 58.39 58.39 55.74 56.93
PP 55.46 55.46 55.46 54.73
S1 52.26 52.26 54.62 50.80
S2 49.33 49.33 54.06
S3 43.20 46.13 53.49
S4 37.07 40.00 51.81
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 58.67 52.54 6.13 11.1% 2.47 4.5% 43% False False 16,850
10 61.36 52.54 8.82 16.0% 1.88 3.4% 30% False False 13,705
20 63.15 52.54 10.61 19.2% 1.57 2.8% 25% False False 10,857
40 63.90 52.54 11.36 20.6% 1.51 2.7% 23% False False 9,924
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 0.40
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 63.92
2.618 60.92
1.618 59.08
1.000 57.94
0.618 57.24
HIGH 56.10
0.618 55.40
0.500 55.18
0.382 54.96
LOW 54.26
0.618 53.12
1.000 52.42
1.618 51.28
2.618 49.44
4.250 46.44
Fisher Pivots for day following 10-Jul-2015
Pivot 1 day 3 day
R1 55.18 55.00
PP 55.18 54.82
S1 55.18 54.64

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

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