NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 10-Aug-2015

Day Change Summary
	Previous	Current
	07-Aug-2015	10-Aug-2015	Change	Change %	Previous Week
Open	48.60	47.67	-0.93	-1.9%	50.47
High	48.98	49.42	0.44	0.9%	50.65
Low	47.75	47.64	-0.11	-0.2%	47.75
Close	47.90	49.37	1.47	3.1%	47.90
Range	1.23	1.78	0.55	44.7%	2.90
ATR	1.37	1.40	0.03	2.1%	0.00
Volume	15,163	21,464	6,301	41.6%	71,175

Daily Pivots for day following 10-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.15	53.54	50.35
R3	52.37	51.76	49.86
R2	50.59	50.59	49.70
R1	49.98	49.98	49.53	50.29
PP	48.81	48.81	48.81	48.96
S1	48.20	48.20	49.21	48.51
S2	47.03	47.03	49.04
S3	45.25	46.42	48.88
S4	43.47	44.64	48.39

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.47	55.58	49.50
R3	54.57	52.68	48.70
R2	51.67	51.67	48.43
R1	49.78	49.78	48.17	49.28
PP	48.77	48.77	48.77	48.51
S1	46.88	46.88	47.63	46.38
S2	45.87	45.87	47.37
S3	42.97	43.98	47.10
S4	40.07	41.08	46.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.94	47.64	2.30	4.7%	1.24	2.5%	75%	False	True	15,811
10	52.66	47.64	5.02	10.2%	1.34	2.7%	34%	False	True	14,210
20	56.44	47.64	8.80	17.8%	1.27	2.6%	20%	False	True	12,001

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	56.99
2.618	54.08
1.618	52.30
1.000	51.20
0.618	50.52
HIGH	49.42
0.618	48.74
0.500	48.53
0.382	48.32
LOW	47.64
0.618	46.54
1.000	45.86
1.618	44.76
2.618	42.98
4.250	40.08

Fisher Pivots for day following 10-Aug-2015
Pivot	1 day	3 day
R1	49.09	49.09
PP	48.81	48.81
S1	48.53	48.53

Download as Excel Spreadsheet

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

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