NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 06-Aug-2015
Day Change Summary
Previous Current
05-Aug-2015 06-Aug-2015 Change Change % Previous Week
Open 46.37 45.58 -0.79 -1.7% 48.30
High 47.07 45.69 -1.38 -2.9% 49.91
Low 45.23 44.63 -0.60 -1.3% 47.10
Close 45.55 45.09 -0.46 -1.0% 47.53
Range 1.84 1.06 -0.78 -42.4% 2.81
ATR 1.68 1.63 -0.04 -2.6% 0.00
Volume 106,083 161,457 55,374 52.2% 272,146
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.32 47.76 45.67
R3 47.26 46.70 45.38
R2 46.20 46.20 45.28
R1 45.64 45.64 45.19 45.39
PP 45.14 45.14 45.14 45.01
S1 44.58 44.58 44.99 44.33
S2 44.08 44.08 44.90
S3 43.02 43.52 44.80
S4 41.96 42.46 44.51
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 49.03 44.63 4.40 9.8% 1.51 3.3% 10% False True 95,211
10 49.91 44.63 5.28 11.7% 1.50 3.3% 9% False True 77,362
20 54.70 44.63 10.07 22.3% 1.57 3.5% 5% False True 62,352
40 62.41 44.63 17.78 39.4% 1.59 3.5% 3% False True 46,882
60 63.75 44.63 19.12 42.4% 1.63 3.6% 2% False True 39,595
80 64.74 44.63 20.11 44.6% 1.63 3.6% 2% False True 34,778
100 64.74 44.63 20.11 44.6% 1.66 3.7% 2% False True 30,553
120 64.74 44.63 20.11 44.6% 1.65 3.6% 2% False True 27,382
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 0.30
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.20
2.618 48.47
1.618 47.41
1.000 46.75
0.618 46.35
HIGH 45.69
0.618 45.29
0.500 45.16
0.382 45.03
LOW 44.63
0.618 43.97
1.000 43.57
1.618 42.91
2.618 41.85
4.250 40.13
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 45.16 45.85
PP 45.14 45.60
S1 45.11 45.34

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

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