NYMEX Light Sweet Crude Oil Future December 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 47.05 47.62 0.57 1.2% 49.72
High 47.84 48.25 0.41 0.9% 51.08
Low 47.03 46.48 -0.55 -1.2% 48.41
Close 47.36 46.84 -0.52 -1.1% 48.92
Range 0.81 1.77 0.96 118.5% 2.67
ATR 1.63 1.64 0.01 0.6% 0.00
Volume 75,530 54,419 -21,111 -28.0% 312,863
Daily Pivots for day following 05-Aug-2015
Classic Woodie Camarilla DeMark
R4 52.50 51.44 47.81
R3 50.73 49.67 47.33
R2 48.96 48.96 47.16
R1 47.90 47.90 47.00 47.55
PP 47.19 47.19 47.19 47.01
S1 46.13 46.13 46.68 45.78
S2 45.42 45.42 46.52
S3 43.65 44.36 46.35
S4 41.88 42.59 45.87
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.48 55.87 50.39
R3 54.81 53.20 49.65
R2 52.14 52.14 49.41
R1 50.53 50.53 49.16 50.00
PP 49.47 49.47 49.47 49.21
S1 47.86 47.86 48.68 47.33
S2 46.80 46.80 48.43
S3 44.13 45.19 48.19
S4 41.46 42.52 47.45
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 50.88 46.48 4.40 9.4% 1.45 3.1% 8% False True 65,516
10 51.43 46.48 4.95 10.6% 1.48 3.2% 7% False True 65,928
20 55.70 46.48 9.22 19.7% 1.57 3.4% 4% False True 63,145
40 63.12 46.48 16.64 35.5% 1.57 3.4% 2% False True 56,857
60 64.39 46.48 17.91 38.2% 1.62 3.5% 2% False True 54,502
80 65.38 46.48 18.90 40.4% 1.62 3.5% 2% False True 55,308
100 65.38 46.48 18.90 40.4% 1.70 3.6% 2% False True 53,445
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 0.32
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 55.77
2.618 52.88
1.618 51.11
1.000 50.02
0.618 49.34
HIGH 48.25
0.618 47.57
0.500 47.37
0.382 47.16
LOW 46.48
0.618 45.39
1.000 44.71
1.618 43.62
2.618 41.85
4.250 38.96
Fisher Pivots for day following 05-Aug-2015
Pivot 1 day 3 day
R1 47.37 47.59
PP 47.19 47.34
S1 47.02 47.09

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

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