NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 05-Aug-2015

Day Change Summary
	Previous	Current
	04-Aug-2015	05-Aug-2015	Change	Change %	Previous Week
Open	49.15	49.35	0.20	0.4%	51.40
High	49.66	49.94	0.28	0.6%	52.66
Low	48.91	48.35	-0.56	-1.1%	50.35
Close	49.23	48.72	-0.51	-1.0%	50.91
Range	0.75	1.59	0.84	112.0%	2.31
ATR	1.41	1.42	0.01	0.9%	0.00
Volume	10,670	15,163	4,493	42.1%	59,175

Daily Pivots for day following 05-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.77	52.84	49.59
R3	52.18	51.25	49.16
R2	50.59	50.59	49.01
R1	49.66	49.66	48.87	49.33
PP	49.00	49.00	49.00	48.84
S1	48.07	48.07	48.57	47.74
S2	47.41	47.41	48.43
S3	45.82	46.48	48.28
S4	44.23	44.89	47.85

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.24	56.88	52.18
R3	55.93	54.57	51.55
R2	53.62	53.62	51.33
R1	52.26	52.26	51.12	51.79
PP	51.31	51.31	51.31	51.07
S1	49.95	49.95	50.70	49.48
S2	49.00	49.00	50.49
S3	46.69	47.64	50.27
S4	44.38	45.33	49.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.43	48.35	4.08	8.4%	1.28	2.6%	9%	False	True	12,391
10	53.01	48.35	4.66	9.6%	1.26	2.6%	8%	False	True	11,908
20	56.63	48.35	8.28	17.0%	1.32	2.7%	4%	False	True	10,763

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	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.70
2.618	54.10
1.618	52.51
1.000	51.53
0.618	50.92
HIGH	49.94
0.618	49.33
0.500	49.15
0.382	48.96
LOW	48.35
0.618	47.37
1.000	46.76
1.618	45.78
2.618	44.19
4.250	41.59

Fisher Pivots for day following 05-Aug-2015
Pivot	1 day	3 day
R1	49.15	49.50
PP	49.00	49.24
S1	48.86	48.98

Download as Excel Spreadsheet

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

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