NYMEX Light Sweet Crude Oil Future December 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 48.65 47.05 -1.60 -3.3% 49.72
High 48.69 47.84 -0.85 -1.7% 51.08
Low 46.77 47.03 0.26 0.6% 48.41
Close 46.87 47.36 0.49 1.0% 48.92
Range 1.92 0.81 -1.11 -57.8% 2.67
ATR 1.68 1.63 -0.05 -3.0% 0.00
Volume 71,254 75,530 4,276 6.0% 312,863
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.84 49.41 47.81
R3 49.03 48.60 47.58
R2 48.22 48.22 47.51
R1 47.79 47.79 47.43 48.01
PP 47.41 47.41 47.41 47.52
S1 46.98 46.98 47.29 47.20
S2 46.60 46.60 47.21
S3 45.79 46.17 47.14
S4 44.98 45.36 46.91
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.48 55.87 50.39
R3 54.81 53.20 49.65
R2 52.14 52.14 49.41
R1 50.53 50.53 49.16 50.00
PP 49.47 49.47 49.47 49.21
S1 47.86 47.86 48.68 47.33
S2 46.80 46.80 48.43
S3 44.13 45.19 48.19
S4 41.46 42.52 47.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.08 46.77 4.31 9.1% 1.50 3.2% 14% False False 69,088
10 52.42 46.77 5.65 11.9% 1.46 3.1% 10% False False 65,568
20 55.70 46.77 8.93 18.9% 1.57 3.3% 7% False False 64,442
40 63.12 46.77 16.35 34.5% 1.58 3.3% 4% False False 56,282
60 64.39 46.77 17.62 37.2% 1.60 3.4% 3% False False 54,478
80 65.38 46.77 18.61 39.3% 1.61 3.4% 3% False False 55,193
100 65.38 46.77 18.61 39.3% 1.70 3.6% 3% False False 53,316
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 0.26
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 51.28
2.618 49.96
1.618 49.15
1.000 48.65
0.618 48.34
HIGH 47.84
0.618 47.53
0.500 47.44
0.382 47.34
LOW 47.03
0.618 46.53
1.000 46.22
1.618 45.72
2.618 44.91
4.250 43.59
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 47.44 48.55
PP 47.41 48.15
S1 47.39 47.76

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

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