NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 31-Jul-2015

Day Change Summary
	Previous	Current
	30-Jul-2015	31-Jul-2015	Change	Change %	Previous Week
Open	51.11	50.82	-0.29	-0.6%	50.37
High	51.47	50.95	-0.52	-1.0%	51.67
Low	50.63	49.17	-1.46	-2.9%	49.17
Close	50.82	49.62	-1.20	-2.4%	49.62
Range	0.84	1.78	0.94	111.9%	2.50
ATR	1.51	1.53	0.02	1.3%	0.00
Volume	17,004	27,359	10,355	60.9%	97,523

Daily Pivots for day following 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.25	54.22	50.60
R3	53.47	52.44	50.11
R2	51.69	51.69	49.95
R1	50.66	50.66	49.78	50.29
PP	49.91	49.91	49.91	49.73
S1	48.88	48.88	49.46	48.51
S2	48.13	48.13	49.29
S3	46.35	47.10	49.13
S4	44.57	45.32	48.64

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.65	56.14	51.00
R3	55.15	53.64	50.31
R2	52.65	52.65	50.08
R1	51.14	51.14	49.85	50.65
PP	50.15	50.15	50.15	49.91
S1	48.64	48.64	49.39	48.15
S2	47.65	47.65	49.16
S3	45.15	46.14	48.93
S4	42.65	43.64	48.25

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	5.0%	1.47	3.0%	18%	False	True	19,504
10	53.60	49.17	4.43	8.9%	1.34	2.7%	10%	False	True	18,590
20	58.67	49.17	9.50	19.1%	1.69	3.4%	5%	False	True	17,375
40	63.32	49.17	14.15	28.5%	1.49	3.0%	3%	False	True	13,342

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	0.25
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.52
2.618	55.61
1.618	53.83
1.000	52.73
0.618	52.05
HIGH	50.95
0.618	50.27
0.500	50.06
0.382	49.85
LOW	49.17
0.618	48.07
1.000	47.39
1.618	46.29
2.618	44.51
4.250	41.61

Fisher Pivots for day following 31-Jul-2015
Pivot	1 day	3 day
R1	50.06	50.42
PP	49.91	50.15
S1	49.77	49.89

Download as Excel Spreadsheet

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

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