NYMEX Light Sweet Crude Oil Future October 2015


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 48.83 47.28 -1.55 -3.2% 48.30
High 49.03 47.32 -1.71 -3.5% 49.91
Low 47.10 45.48 -1.62 -3.4% 47.10
Close 47.53 45.56 -1.97 -4.1% 47.53
Range 1.93 1.84 -0.09 -4.7% 2.81
ATR 1.69 1.71 0.03 1.5% 0.00
Volume 46,062 71,310 25,248 54.8% 272,146
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.64 50.44 46.57
R3 49.80 48.60 46.07
R2 47.96 47.96 45.90
R1 46.76 46.76 45.73 46.44
PP 46.12 46.12 46.12 45.96
S1 44.92 44.92 45.39 44.60
S2 44.28 44.28 45.22
S3 42.44 43.08 45.05
S4 40.60 41.24 44.55
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.61 54.88 49.08
R3 53.80 52.07 48.30
R2 50.99 50.99 48.05
R1 49.26 49.26 47.79 48.72
PP 48.18 48.18 48.18 47.91
S1 46.45 46.45 47.27 45.91
S2 45.37 45.37 47.01
S3 42.56 43.64 46.76
S4 39.75 40.83 45.98
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 49.91 45.48 4.43 9.7% 1.73 3.8% 2% False True 60,297
10 51.83 45.48 6.35 13.9% 1.55 3.4% 1% False True 56,276
20 54.70 45.48 9.22 20.2% 1.72 3.8% 1% False True 52,432
40 62.65 45.48 17.17 37.7% 1.62 3.5% 0% False True 40,105
60 63.75 45.48 18.27 40.1% 1.64 3.6% 0% False True 34,663
80 64.74 45.48 19.26 42.3% 1.63 3.6% 0% False True 30,774
100 64.74 45.48 19.26 42.3% 1.68 3.7% 0% False True 27,331
120 64.74 45.48 19.26 42.3% 1.66 3.6% 0% False True 24,659
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 0.25
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.14
2.618 52.14
1.618 50.30
1.000 49.16
0.618 48.46
HIGH 47.32
0.618 46.62
0.500 46.40
0.382 46.18
LOW 45.48
0.618 44.34
1.000 43.64
1.618 42.50
2.618 40.66
4.250 37.66
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 46.40 47.61
PP 46.12 46.92
S1 45.84 46.24

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

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