NYMEX Light Sweet Crude Oil Future October 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 47.28 45.79 -1.49 -3.2% 48.30
High 47.32 46.58 -0.74 -1.6% 49.91
Low 45.48 45.70 0.22 0.5% 47.10
Close 45.56 46.13 0.57 1.3% 47.53
Range 1.84 0.88 -0.96 -52.2% 2.81
ATR 1.71 1.67 -0.05 -2.9% 0.00
Volume 71,310 91,145 19,835 27.8% 272,146
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.78 48.33 46.61
R3 47.90 47.45 46.37
R2 47.02 47.02 46.29
R1 46.57 46.57 46.21 46.80
PP 46.14 46.14 46.14 46.25
S1 45.69 45.69 46.05 45.92
S2 45.26 45.26 45.97
S3 44.38 44.81 45.89
S4 43.50 43.93 45.65
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 9.6% 1.55 3.4% 15% False False 67,699
10 51.14 45.48 5.66 12.3% 1.51 3.3% 11% False False 61,161
20 54.70 45.48 9.22 20.0% 1.62 3.5% 7% False False 54,113
40 62.65 45.48 17.17 37.2% 1.61 3.5% 4% False False 41,413
60 63.75 45.48 18.27 39.6% 1.63 3.5% 4% False False 35,810
80 64.74 45.48 19.26 41.8% 1.63 3.5% 3% False False 31,740
100 64.74 45.48 19.26 41.8% 1.67 3.6% 3% False False 28,102
120 64.74 45.48 19.26 41.8% 1.65 3.6% 3% False False 25,359
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 0.25
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 50.32
2.618 48.88
1.618 48.00
1.000 47.46
0.618 47.12
HIGH 46.58
0.618 46.24
0.500 46.14
0.382 46.04
LOW 45.70
0.618 45.16
1.000 44.82
1.618 44.28
2.618 43.40
4.250 41.96
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 46.14 47.26
PP 46.14 46.88
S1 46.13 46.51

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

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