NYMEX Light Sweet Crude Oil Future November 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 47.98 46.39 -1.59 -3.3% 49.10
High 48.00 47.18 -0.82 -1.7% 50.46
Low 46.11 46.39 0.28 0.6% 47.75
Close 46.19 46.72 0.53 1.1% 48.21
Range 1.89 0.79 -1.10 -58.2% 2.71
ATR 1.67 1.62 -0.05 -2.9% 0.00
Volume 29,989 43,114 13,125 43.8% 140,468
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.13 48.72 47.15
R3 48.34 47.93 46.94
R2 47.55 47.55 46.86
R1 47.14 47.14 46.79 47.35
PP 46.76 46.76 46.76 46.87
S1 46.35 46.35 46.65 46.56
S2 45.97 45.97 46.58
S3 45.18 45.56 46.50
S4 44.39 44.77 46.29
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 56.94 55.28 49.70
R3 54.23 52.57 48.96
R2 51.52 51.52 48.71
R1 49.86 49.86 48.46 49.34
PP 48.81 48.81 48.81 48.54
S1 47.15 47.15 47.96 46.63
S2 46.10 46.10 47.71
S3 43.39 44.44 47.46
S4 40.68 41.73 46.72
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.46 46.11 4.35 9.3% 1.51 3.2% 14% False False 33,224
10 51.75 46.11 5.64 12.1% 1.46 3.1% 11% False False 29,996
20 55.06 46.11 8.95 19.2% 1.57 3.4% 7% False False 27,586
40 62.87 46.11 16.76 35.9% 1.57 3.4% 4% False False 23,318
60 64.04 46.11 17.93 38.4% 1.58 3.4% 3% False False 21,310
80 65.03 46.11 18.92 40.5% 1.56 3.3% 3% False False 19,076
100 65.03 46.11 18.92 40.5% 1.61 3.4% 3% False False 17,020
120 65.03 46.11 18.92 40.5% 1.56 3.3% 3% False False 15,367
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 0.22
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 50.54
2.618 49.25
1.618 48.46
1.000 47.97
0.618 47.67
HIGH 47.18
0.618 46.88
0.500 46.79
0.382 46.69
LOW 46.39
0.618 45.90
1.000 45.60
1.618 45.11
2.618 44.32
4.250 43.03
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 46.79 47.88
PP 46.76 47.49
S1 46.74 47.11

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

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