NYMEX Light Sweet Crude Oil Future October 2015


Trading Metrics calculated at close of trading on 07-Aug-2015
Day Change Summary
Previous Current
06-Aug-2015 07-Aug-2015 Change Change % Previous Week
Open 45.58 45.24 -0.34 -0.7% 47.28
High 45.69 45.57 -0.12 -0.3% 47.32
Low 44.63 44.20 -0.43 -1.0% 44.20
Close 45.09 44.36 -0.73 -1.6% 44.36
Range 1.06 1.37 0.31 29.2% 3.12
ATR 1.63 1.61 -0.02 -1.2% 0.00
Volume 161,457 184,851 23,394 14.5% 614,846
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 48.82 47.96 45.11
R3 47.45 46.59 44.74
R2 46.08 46.08 44.61
R1 45.22 45.22 44.49 44.97
PP 44.71 44.71 44.71 44.58
S1 43.85 43.85 44.23 43.60
S2 43.34 43.34 44.11
S3 41.97 42.48 43.98
S4 40.60 41.11 43.61
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 54.65 52.63 46.08
R3 51.53 49.51 45.22
R2 48.41 48.41 44.93
R1 46.39 46.39 44.65 45.84
PP 45.29 45.29 45.29 45.02
S1 43.27 43.27 44.07 42.72
S2 42.17 42.17 43.79
S3 39.05 40.15 43.50
S4 35.93 37.03 42.64
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 47.32 44.20 3.12 7.0% 1.40 3.2% 5% False True 122,969
10 49.91 44.20 5.71 12.9% 1.51 3.4% 3% False True 88,699
20 54.28 44.20 10.08 22.7% 1.55 3.5% 2% False True 69,679
40 62.41 44.20 18.21 41.1% 1.60 3.6% 1% False True 50,728
60 62.94 44.20 18.74 42.2% 1.63 3.7% 1% False True 42,376
80 64.74 44.20 20.54 46.3% 1.62 3.6% 1% False True 36,864
100 64.74 44.20 20.54 46.3% 1.66 3.7% 1% False True 32,315
120 64.74 44.20 20.54 46.3% 1.64 3.7% 1% False True 28,857
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.31
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.39
2.618 49.16
1.618 47.79
1.000 46.94
0.618 46.42
HIGH 45.57
0.618 45.05
0.500 44.89
0.382 44.72
LOW 44.20
0.618 43.35
1.000 42.83
1.618 41.98
2.618 40.61
4.250 38.38
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 44.89 45.64
PP 44.71 45.21
S1 44.54 44.79

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

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