NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 47.59 47.43 -0.16 -0.3% 49.18
High 47.63 47.75 0.12 0.3% 49.37
Low 46.75 46.46 -0.29 -0.6% 46.46
Close 47.29 46.61 -0.68 -1.4% 46.61
Range 0.88 1.29 0.41 46.6% 2.91
ATR 1.49 1.48 -0.01 -1.0% 0.00
Volume 41,837 21,947 -19,890 -47.5% 123,766
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.81 50.00 47.32
R3 49.52 48.71 46.96
R2 48.23 48.23 46.85
R1 47.42 47.42 46.73 47.18
PP 46.94 46.94 46.94 46.82
S1 46.13 46.13 46.49 45.89
S2 45.65 45.65 46.37
S3 44.36 44.84 46.26
S4 43.07 43.55 45.90
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 56.21 54.32 48.21
R3 53.30 51.41 47.41
R2 50.39 50.39 47.14
R1 48.50 48.50 46.88 47.99
PP 47.48 47.48 47.48 47.23
S1 45.59 45.59 46.34 45.08
S2 44.57 44.57 46.08
S3 41.66 42.68 45.81
S4 38.75 39.77 45.01
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.37 46.46 2.91 6.2% 1.30 2.8% 5% False True 24,753
10 51.67 46.46 5.21 11.2% 1.39 3.0% 3% False True 22,128
20 55.70 46.46 9.24 19.8% 1.40 3.0% 2% False True 19,350
40 63.15 46.46 16.69 35.8% 1.48 3.2% 1% False True 15,104
60 63.90 46.46 17.44 37.4% 1.48 3.2% 1% False True 13,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.27
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 53.23
2.618 51.13
1.618 49.84
1.000 49.04
0.618 48.55
HIGH 47.75
0.618 47.26
0.500 47.11
0.382 46.95
LOW 46.46
0.618 45.66
1.000 45.17
1.618 44.37
2.618 43.08
4.250 40.98
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 47.11 47.68
PP 46.94 47.32
S1 46.78 46.97

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

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