NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 23-Jul-2015

Day Change Summary
	Previous	Current
	22-Jul-2015	23-Jul-2015	Change	Change %	Previous Week
Open	53.28	52.22	-1.06	-2.0%	55.13
High	53.42	52.53	-0.89	-1.7%	56.05
Low	52.02	51.29	-0.73	-1.4%	52.91
Close	52.19	51.39	-0.80	-1.5%	53.61
Range	1.40	1.24	-0.16	-11.4%	3.14
ATR	1.51	1.49	-0.02	-1.3%	0.00
Volume	10,207	7,075	-3,132	-30.7%	33,000

Daily Pivots for day following 23-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.46	54.66	52.07
R3	54.22	53.42	51.73
R2	52.98	52.98	51.62
R1	52.18	52.18	51.50	51.96
PP	51.74	51.74	51.74	51.63
S1	50.94	50.94	51.28	50.72
S2	50.50	50.50	51.16
S3	49.26	49.70	51.05
S4	48.02	48.46	50.71

Weekly Pivots for week ending 17-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.61	61.75	55.34
R3	60.47	58.61	54.47
R2	57.33	57.33	54.19
R1	55.47	55.47	53.90	54.83
PP	54.19	54.19	54.19	53.87
S1	52.33	52.33	53.32	51.69
S2	51.05	51.05	53.03
S3	47.91	49.19	52.75
S4	44.77	46.05	51.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.03	51.29	2.74	5.3%	1.13	2.2%	4%	False	True	6,408
10	56.31	51.29	5.02	9.8%	1.41	2.8%	2%	False	True	6,758
20	62.08	51.29	10.79	21.0%	1.55	3.0%	1%	False	True	5,890

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.80
2.618	55.78
1.618	54.54
1.000	53.77
0.618	53.30
HIGH	52.53
0.618	52.06
0.500	51.91
0.382	51.76
LOW	51.29
0.618	50.52
1.000	50.05
1.618	49.28
2.618	48.04
4.250	46.02

Fisher Pivots for day following 23-Jul-2015
Pivot	1 day	3 day
R1	51.91	52.66
PP	51.74	52.24
S1	51.56	51.81

Download as Excel Spreadsheet

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

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