NYMEX Light Sweet Crude Oil Future December 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 47.62 46.91 -0.71 -1.5% 49.72
High 48.25 46.92 -1.33 -2.8% 51.08
Low 46.48 46.01 -0.47 -1.0% 48.41
Close 46.84 46.54 -0.30 -0.6% 48.92
Range 1.77 0.91 -0.86 -48.6% 2.67
ATR 1.64 1.58 -0.05 -3.2% 0.00
Volume 54,419 74,486 20,067 36.9% 312,863
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.22 48.79 47.04
R3 48.31 47.88 46.79
R2 47.40 47.40 46.71
R1 46.97 46.97 46.62 46.73
PP 46.49 46.49 46.49 46.37
S1 46.06 46.06 46.46 45.82
S2 45.58 45.58 46.37
S3 44.67 45.15 46.29
S4 43.76 44.24 46.04
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 50.33 46.01 4.32 9.3% 1.45 3.1% 12% False True 65,370
10 51.08 46.01 5.07 10.9% 1.44 3.1% 10% False True 66,415
20 55.70 46.01 9.69 20.8% 1.52 3.3% 5% False True 62,665
40 62.98 46.01 16.97 36.5% 1.56 3.4% 3% False True 57,493
60 64.39 46.01 18.38 39.5% 1.60 3.4% 3% False True 55,143
80 65.38 46.01 19.37 41.6% 1.61 3.5% 3% False True 55,714
100 65.38 46.01 19.37 41.6% 1.68 3.6% 3% False True 53,782
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 0.29
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 50.79
2.618 49.30
1.618 48.39
1.000 47.83
0.618 47.48
HIGH 46.92
0.618 46.57
0.500 46.47
0.382 46.36
LOW 46.01
0.618 45.45
1.000 45.10
1.618 44.54
2.618 43.63
4.250 42.14
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 46.52 47.13
PP 46.49 46.93
S1 46.47 46.74

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

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