NYMEX Light Sweet Crude Oil Future November 2015


Trading Metrics calculated at close of trading on 05-Aug-2015
Day Change Summary
Previous Current
04-Aug-2015 05-Aug-2015 Change Change % Previous Week
Open 46.39 46.86 0.47 1.0% 49.10
High 47.18 47.63 0.45 1.0% 50.46
Low 46.39 45.85 -0.54 -1.2% 47.75
Close 46.72 46.18 -0.54 -1.2% 48.21
Range 0.79 1.78 0.99 125.3% 2.71
ATR 1.62 1.63 0.01 0.7% 0.00
Volume 43,114 44,311 1,197 2.8% 140,468
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 51.89 50.82 47.16
R3 50.11 49.04 46.67
R2 48.33 48.33 46.51
R1 47.26 47.26 46.34 46.91
PP 46.55 46.55 46.55 46.38
S1 45.48 45.48 46.02 45.13
S2 44.77 44.77 45.85
S3 42.99 43.70 45.69
S4 41.21 41.92 45.20
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 50.26 45.85 4.41 9.5% 1.45 3.1% 7% False True 35,265
10 50.75 45.85 4.90 10.6% 1.49 3.2% 7% False True 31,844
20 55.06 45.85 9.21 19.9% 1.56 3.4% 4% False True 28,437
40 62.87 45.85 17.02 36.9% 1.56 3.4% 2% False True 24,076
60 64.04 45.85 18.19 39.4% 1.60 3.5% 2% False True 21,734
80 65.03 45.85 19.18 41.5% 1.57 3.4% 2% False True 19,506
100 65.03 45.85 19.18 41.5% 1.60 3.5% 2% False True 17,363
120 65.03 45.85 19.18 41.5% 1.56 3.4% 2% False True 15,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.30
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.20
2.618 52.29
1.618 50.51
1.000 49.41
0.618 48.73
HIGH 47.63
0.618 46.95
0.500 46.74
0.382 46.53
LOW 45.85
0.618 44.75
1.000 44.07
1.618 42.97
2.618 41.19
4.250 38.29
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 46.74 46.93
PP 46.55 46.68
S1 46.37 46.43

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

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