NYMEX Light Sweet Crude Oil Future December 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 46.91 46.61 -0.30 -0.6% 48.65
High 46.92 47.01 0.09 0.2% 48.69
Low 46.01 45.69 -0.32 -0.7% 45.69
Close 46.54 45.85 -0.69 -1.5% 45.85
Range 0.91 1.32 0.41 45.1% 3.00
ATR 1.58 1.56 -0.02 -1.2% 0.00
Volume 74,486 102,056 27,570 37.0% 377,745
Daily Pivots for day following 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.14 49.32 46.58
R3 48.82 48.00 46.21
R2 47.50 47.50 46.09
R1 46.68 46.68 45.97 46.43
PP 46.18 46.18 46.18 46.06
S1 45.36 45.36 45.73 45.11
S2 44.86 44.86 45.61
S3 43.54 44.04 45.49
S4 42.22 42.72 45.12
Weekly Pivots for week ending 07-Aug-2015
Classic Woodie Camarilla DeMark
R4 55.74 53.80 47.50
R3 52.74 50.80 46.68
R2 49.74 49.74 46.40
R1 47.80 47.80 46.13 47.27
PP 46.74 46.74 46.74 46.48
S1 44.80 44.80 45.58 44.27
S2 43.74 43.74 45.30
S3 40.74 41.80 45.03
S4 37.74 38.80 44.20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 48.69 45.69 3.00 6.5% 1.35 2.9% 5% False True 75,549
10 51.08 45.69 5.39 11.8% 1.45 3.2% 3% False True 69,060
20 55.30 45.69 9.61 21.0% 1.49 3.2% 2% False True 64,509
40 62.98 45.69 17.29 37.7% 1.57 3.4% 1% False True 58,474
60 63.65 45.69 17.96 39.2% 1.60 3.5% 1% False True 56,084
80 65.38 45.69 19.69 42.9% 1.60 3.5% 1% False True 56,325
100 65.38 45.69 19.69 42.9% 1.68 3.7% 1% False True 54,417
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 52.62
2.618 50.47
1.618 49.15
1.000 48.33
0.618 47.83
HIGH 47.01
0.618 46.51
0.500 46.35
0.382 46.19
LOW 45.69
0.618 44.87
1.000 44.37
1.618 43.55
2.618 42.23
4.250 40.08
Fisher Pivots for day following 07-Aug-2015
Pivot 1 day 3 day
R1 46.35 46.97
PP 46.18 46.60
S1 46.02 46.22

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

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