NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 15-Jul-2015

Day Change Summary
	Previous	Current
	14-Jul-2015	15-Jul-2015	Change	Change %	Previous Week
Open	54.35	55.51	1.16	2.1%	56.88
High	55.70	55.64	-0.06	-0.1%	58.67
Low	53.57	53.56	-0.01	0.0%	52.54
Close	55.48	53.75	-1.73	-3.1%	55.18
Range	2.13	2.08	-0.05	-2.3%	6.13
ATR	1.77	1.79	0.02	1.2%	0.00
Volume	22,738	16,007	-6,731	-29.6%	84,252

Daily Pivots for day following 15-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	60.56	59.23	54.89
R3	58.48	57.15	54.32
R2	56.40	56.40	54.13
R1	55.07	55.07	53.94	54.70
PP	54.32	54.32	54.32	54.13
S1	52.99	52.99	53.56	52.62
S2	52.24	52.24	53.37
S3	50.16	50.91	53.18
S4	48.08	48.83	52.61

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	56.10	53.56	2.54	4.7%	1.91	3.6%	7%	False	True	17,304
10	60.46	52.54	7.92	14.7%	2.14	4.0%	15%	False	False	17,148
20	63.15	52.54	10.61	19.7%	1.75	3.2%	11%	False	False	12,825
40	63.32	52.54	10.78	20.1%	1.56	2.9%	11%	False	False	11,002

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	0.54
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	64.48
2.618	61.09
1.618	59.01
1.000	57.72
0.618	56.93
HIGH	55.64
0.618	54.85
0.500	54.60
0.382	54.35
LOW	53.56
0.618	52.27
1.000	51.48
1.618	50.19
2.618	48.11
4.250	44.72

Fisher Pivots for day following 15-Jul-2015
Pivot	1 day	3 day
R1	54.60	54.63
PP	54.32	54.34
S1	54.03	54.04

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols