NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	46.20	47.85	1.65	3.6%	49.18
High	48.12	48.45	0.33	0.7%	49.37
Low	46.20	46.29	0.09	0.2%	46.46
Close	48.08	46.49	-1.59	-3.3%	46.61
Range	1.92	2.16	0.24	12.5%	2.91
ATR	1.51	1.56	0.05	3.1%	0.00
Volume	39,048	44,461	5,413	13.9%	123,766

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.56	52.18	47.68
R3	51.40	50.02	47.08
R2	49.24	49.24	46.89
R1	47.86	47.86	46.69	47.47
PP	47.08	47.08	47.08	46.88
S1	45.70	45.70	46.29	45.31
S2	44.92	44.92	46.09
S3	42.76	43.54	45.90
S4	40.60	41.38	45.30

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	48.90	46.20	2.70	5.8%	1.60	3.4%	11%	False	False	34,119
10	51.67	46.20	5.47	11.8%	1.51	3.3%	5%	False	False	27,120
20	55.64	46.20	9.44	20.3%	1.40	3.0%	3%	False	False	21,480
40	63.15	46.20	16.95	36.5%	1.54	3.3%	2%	False	False	16,947
60	63.68	46.20	17.48	37.6%	1.50	3.2%	2%	False	False	14,300

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 25 trading days

Fibonacci Retracements and Extensions
4.250	57.63
2.618	54.10
1.618	51.94
1.000	50.61
0.618	49.78
HIGH	48.45
0.618	47.62
0.500	47.37
0.382	47.12
LOW	46.29
0.618	44.96
1.000	44.13
1.618	42.80
2.618	40.64
4.250	37.11

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	47.37	47.33
PP	47.08	47.05
S1	46.78	46.77

Download as Excel Spreadsheet

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

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