NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 28-Jul-2015

Day Change Summary
	Previous	Current
	27-Jul-2015	28-Jul-2015	Change	Change %	Previous Week
Open	50.89	50.18	-0.71	-1.4%	53.56
High	51.10	51.35	0.25	0.5%	54.03
Low	50.02	49.77	-0.25	-0.5%	50.69
Close	50.51	50.95	0.44	0.9%	51.07
Range	1.08	1.58	0.50	46.3%	3.34
ATR	1.44	1.45	0.01	0.7%	0.00
Volume	7,832	8,666	834	10.6%	33,430

Daily Pivots for day following 28-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.43	54.77	51.82
R3	53.85	53.19	51.38
R2	52.27	52.27	51.24
R1	51.61	51.61	51.09	51.94
PP	50.69	50.69	50.69	50.86
S1	50.03	50.03	50.81	50.36
S2	49.11	49.11	50.66
S3	47.53	48.45	50.52
S4	45.95	46.87	50.08

Weekly Pivots for week ending 24-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	61.95	59.85	52.91
R3	58.61	56.51	51.99
R2	55.27	55.27	51.68
R1	53.17	53.17	51.38	52.55
PP	51.93	51.93	51.93	51.62
S1	49.83	49.83	50.76	49.21
S2	48.59	48.59	50.46
S3	45.25	46.49	50.15
S4	41.91	43.15	49.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.42	49.77	3.65	7.2%	1.28	2.5%	32%	False	True	7,764
10	56.04	49.77	6.27	12.3%	1.24	2.4%	19%	False	True	6,833
20	61.44	49.77	11.67	22.9%	1.61	3.2%	10%	False	True	6,527

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	58.07
2.618	55.49
1.618	53.91
1.000	52.93
0.618	52.33
HIGH	51.35
0.618	50.75
0.500	50.56
0.382	50.37
LOW	49.77
0.618	48.79
1.000	48.19
1.618	47.21
2.618	45.63
4.250	43.06

Fisher Pivots for day following 28-Jul-2015
Pivot	1 day	3 day
R1	50.82	50.90
PP	50.69	50.84
S1	50.56	50.79

Download as Excel Spreadsheet

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

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