NYMEX Light Sweet Crude Oil Future January 2016


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 50.02 51.11 1.09 2.2% 53.09
High 51.67 51.47 -0.20 -0.4% 53.60
Low 49.76 50.63 0.87 1.7% 50.21
Close 50.92 50.82 -0.10 -0.2% 50.54
Range 1.91 0.84 -1.07 -56.0% 3.39
ATR 1.56 1.51 -0.05 -3.3% 0.00
Volume 19,571 17,004 -2,567 -13.1% 88,385
Daily Pivots for day following 30-Jul-2015
Classic Woodie Camarilla DeMark
R4 53.49 53.00 51.28
R3 52.65 52.16 51.05
R2 51.81 51.81 50.97
R1 51.32 51.32 50.90 51.15
PP 50.97 50.97 50.97 50.89
S1 50.48 50.48 50.74 50.31
S2 50.13 50.13 50.67
S3 49.29 49.64 50.59
S4 48.45 48.80 50.36
Weekly Pivots for week ending 24-Jul-2015
Classic Woodie Camarilla DeMark
R4 61.62 59.47 52.40
R3 58.23 56.08 51.47
R2 54.84 54.84 51.16
R1 52.69 52.69 50.85 52.07
PP 51.45 51.45 51.45 51.14
S1 49.30 49.30 50.23 48.68
S2 48.06 48.06 49.92
S3 44.67 45.91 49.61
S4 41.28 42.52 48.68
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.67 49.17 2.50 4.9% 1.33 2.6% 66% False False 17,090
10 53.60 49.17 4.43 8.7% 1.24 2.4% 37% False False 16,587
20 59.75 49.17 10.58 20.8% 1.67 3.3% 16% False False 16,681
40 63.32 49.17 14.15 27.8% 1.48 2.9% 12% False False 12,813
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 0.25
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 55.04
2.618 53.67
1.618 52.83
1.000 52.31
0.618 51.99
HIGH 51.47
0.618 51.15
0.500 51.05
0.382 50.95
LOW 50.63
0.618 50.11
1.000 49.79
1.618 49.27
2.618 48.43
4.250 47.06
Fisher Pivots for day following 30-Jul-2015
Pivot 1 day 3 day
R1 51.05 50.69
PP 50.97 50.55
S1 50.90 50.42

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

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