NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 29-Jul-2015

Day Change Summary
	Previous	Current
	28-Jul-2015	29-Jul-2015	Change	Change %	Previous Week
Open	49.58	50.02	0.44	0.9%	53.09
High	50.75	51.67	0.92	1.8%	53.60
Low	49.17	49.76	0.59	1.2%	50.21
Close	50.38	50.92	0.54	1.1%	50.54
Range	1.58	1.91	0.33	20.9%	3.39
ATR	1.53	1.56	0.03	1.8%	0.00
Volume	14,636	19,571	4,935	33.7%	88,385

Daily Pivots for day following 29-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.51	55.63	51.97
R3	54.60	53.72	51.45
R2	52.69	52.69	51.27
R1	51.81	51.81	51.10	52.25
PP	50.78	50.78	50.78	51.01
S1	49.90	49.90	50.74	50.34
S2	48.87	48.87	50.57
S3	46.96	47.99	50.39
S4	45.05	46.08	49.87

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	52.04	49.17	2.87	5.6%	1.42	2.8%	61%	False	False	17,898
10	54.37	49.17	5.20	10.2%	1.28	2.5%	34%	False	False	16,197
20	60.46	49.17	11.29	22.2%	1.71	3.4%	16%	False	False	16,672
40	63.32	49.17	14.15	27.8%	1.49	2.9%	12%	False	False	12,571

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	59.79
2.618	56.67
1.618	54.76
1.000	53.58
0.618	52.85
HIGH	51.67
0.618	50.94
0.500	50.72
0.382	50.49
LOW	49.76
0.618	48.58
1.000	47.85
1.618	46.67
2.618	44.76
4.250	41.64

Fisher Pivots for day following 29-Jul-2015
Pivot	1 day	3 day
R1	50.85	50.75
PP	50.78	50.59
S1	50.72	50.42

Download as Excel Spreadsheet

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

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