NYMEX Light Sweet Crude Oil Future September 2015


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 46.86 45.35 -1.51 -3.2% 48.00
High 46.94 46.23 -0.71 -1.5% 49.52
Low 45.08 45.29 0.21 0.5% 46.68
Close 45.17 45.74 0.57 1.3% 47.12
Range 1.86 0.94 -0.92 -49.5% 2.84
ATR 1.75 1.70 -0.05 -2.8% 0.00
Volume 371,085 285,786 -85,299 -23.0% 1,560,750
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.57 48.10 46.26
R3 47.63 47.16 46.00
R2 46.69 46.69 45.91
R1 46.22 46.22 45.83 46.46
PP 45.75 45.75 45.75 45.87
S1 45.28 45.28 45.65 45.52
S2 44.81 44.81 45.57
S3 43.87 44.34 45.48
S4 42.93 43.40 45.22
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.29 54.55 48.68
R3 53.45 51.71 47.90
R2 50.61 50.61 47.64
R1 48.87 48.87 47.38 48.32
PP 47.77 47.77 47.77 47.50
S1 46.03 46.03 46.86 45.48
S2 44.93 44.93 46.60
S3 42.09 43.19 46.34
S4 39.25 40.35 45.56
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.52 45.08 4.44 9.7% 1.57 3.4% 15% False False 321,180
10 50.71 45.08 5.63 12.3% 1.53 3.3% 12% False False 315,990
20 54.35 45.08 9.27 20.3% 1.66 3.6% 7% False False 254,674
40 62.51 45.08 17.43 38.1% 1.66 3.6% 4% False False 165,748
60 63.49 45.08 18.41 40.2% 1.68 3.7% 4% False False 126,346
80 64.45 45.08 19.37 42.3% 1.69 3.7% 3% False False 105,482
100 64.45 45.08 19.37 42.3% 1.78 3.9% 3% False False 91,011
120 64.45 45.08 19.37 42.3% 1.77 3.9% 3% False False 81,109
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 50.23
2.618 48.69
1.618 47.75
1.000 47.17
0.618 46.81
HIGH 46.23
0.618 45.87
0.500 45.76
0.382 45.65
LOW 45.29
0.618 44.71
1.000 44.35
1.618 43.77
2.618 42.83
4.250 41.30
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 45.76 46.85
PP 45.75 46.48
S1 45.75 46.11

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

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