NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 49.45 47.98 -1.47 -3.0% 49.10
High 49.65 48.00 -1.65 -3.3% 50.46
Low 47.77 46.11 -1.66 -3.5% 47.75
Close 48.21 46.19 -2.02 -4.2% 48.21
Range 1.88 1.89 0.01 0.5% 2.71
ATR 1.64 1.67 0.03 2.0% 0.00
Volume 24,418 29,989 5,571 22.8% 140,468
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 52.44 51.20 47.23
R3 50.55 49.31 46.71
R2 48.66 48.66 46.54
R1 47.42 47.42 46.36 47.10
PP 46.77 46.77 46.77 46.60
S1 45.53 45.53 46.02 45.21
S2 44.88 44.88 45.84
S3 42.99 43.64 45.67
S4 41.10 41.75 45.15
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.94 55.28 49.70
R3 54.23 52.57 48.96
R2 51.52 51.52 48.71
R1 49.86 49.86 48.46 49.34
PP 48.81 48.81 48.81 48.54
S1 47.15 47.15 47.96 46.63
S2 46.10 46.10 47.71
S3 43.39 44.44 47.46
S4 40.68 41.73 46.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.46 46.11 4.35 9.4% 1.70 3.7% 2% False True 29,917
10 52.41 46.11 6.30 13.6% 1.51 3.3% 1% False True 27,890
20 55.06 46.11 8.95 19.4% 1.67 3.6% 1% False True 27,084
40 62.87 46.11 16.76 36.3% 1.58 3.4% 0% False True 23,027
60 64.04 46.11 17.93 38.8% 1.60 3.5% 0% False True 20,869
80 65.03 46.11 18.92 41.0% 1.57 3.4% 0% False True 18,665
100 65.03 46.11 18.92 41.0% 1.61 3.5% 0% False True 16,698
120 65.03 46.11 18.92 41.0% 1.57 3.4% 0% False True 15,055
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 0.24
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 56.03
2.618 52.95
1.618 51.06
1.000 49.89
0.618 49.17
HIGH 48.00
0.618 47.28
0.500 47.06
0.382 46.83
LOW 46.11
0.618 44.94
1.000 44.22
1.618 43.05
2.618 41.16
4.250 38.08
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 47.06 48.19
PP 46.77 47.52
S1 46.48 46.86

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

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