NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 03-Aug-2015

Day Change Summary
	Previous	Current
	31-Jul-2015	03-Aug-2015	Change	Change %	Previous Week
Open	51.15	49.76	-1.39	-2.7%	50.89
High	51.44	50.03	-1.41	-2.7%	52.15
Low	49.85	48.12	-1.73	-3.5%	49.77
Close	50.28	48.22	-2.06	-4.1%	50.28
Range	1.59	1.91	0.32	20.1%	2.38
ATR	1.43	1.48	0.05	3.6%	0.00
Volume	9,185	9,420	235	2.6%	45,613

Daily Pivots for day following 03-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.52	53.28	49.27
R3	52.61	51.37	48.75
R2	50.70	50.70	48.57
R1	49.46	49.46	48.40	49.13
PP	48.79	48.79	48.79	48.62
S1	47.55	47.55	48.04	47.22
S2	46.88	46.88	47.87
S3	44.97	45.64	47.69
S4	43.06	43.73	47.17

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.87	56.46	51.59
R3	55.49	54.08	50.93
R2	53.11	53.11	50.72
R1	51.70	51.70	50.50	51.22
PP	50.73	50.73	50.73	50.49
S1	49.32	49.32	50.06	48.84
S2	48.35	48.35	49.84
S3	45.97	46.94	49.63
S4	43.59	44.56	48.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.15	48.12	4.03	8.4%	1.52	3.2%	2%	False	True	9,440
10	54.03	48.12	5.91	12.3%	1.36	2.8%	2%	False	True	8,414
20	56.31	48.12	8.19	17.0%	1.48	3.1%	1%	False	True	7,402

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	0.25
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	58.15
2.618	55.03
1.618	53.12
1.000	51.94
0.618	51.21
HIGH	50.03
0.618	49.30
0.500	49.08
0.382	48.85
LOW	48.12
0.618	46.94
1.000	46.21
1.618	45.03
2.618	43.12
4.250	40.00

Fisher Pivots for day following 03-Aug-2015
Pivot	1 day	3 day
R1	49.08	50.04
PP	48.79	49.43
S1	48.51	48.83

Download as Excel Spreadsheet

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

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