NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 03-Aug-2015
Day Change Summary
Previous Current
31-Jul-2015 03-Aug-2015 Change Change % Previous Week
Open 50.82 49.18 -1.64 -3.2% 50.37
High 50.95 49.37 -1.58 -3.1% 51.67
Low 49.17 47.49 -1.68 -3.4% 49.17
Close 49.62 47.57 -2.05 -4.1% 49.62
Range 1.78 1.88 0.10 5.6% 2.50
ATR 1.53 1.57 0.04 2.8% 0.00
Volume 27,359 19,233 -8,126 -29.7% 97,523
Daily Pivots for day following 03-Aug-2015
Classic Woodie Camarilla DeMark
R4 53.78 52.56 48.60
R3 51.90 50.68 48.09
R2 50.02 50.02 47.91
R1 48.80 48.80 47.74 48.47
PP 48.14 48.14 48.14 47.98
S1 46.92 46.92 47.40 46.59
S2 46.26 46.26 47.23
S3 44.38 45.04 47.05
S4 42.50 43.16 46.54
Weekly Pivots for week ending 31-Jul-2015
Classic Woodie Camarilla DeMark
R4 57.65 56.14 51.00
R3 55.15 53.64 50.31
R2 52.65 52.65 50.08
R1 51.14 51.14 49.85 50.65
PP 50.15 50.15 50.15 49.91
S1 48.64 48.64 49.39 48.15
S2 47.65 47.65 49.16
S3 45.15 46.14 48.93
S4 42.65 43.64 48.25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 51.67 47.49 4.18 8.8% 1.60 3.4% 2% False True 19,560
10 53.60 47.49 6.11 12.8% 1.43 3.0% 1% False True 19,106
20 56.10 47.49 8.61 18.1% 1.56 3.3% 1% False True 17,326
40 63.32 47.49 15.83 33.3% 1.48 3.1% 1% False True 13,544
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.25
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 57.36
2.618 54.29
1.618 52.41
1.000 51.25
0.618 50.53
HIGH 49.37
0.618 48.65
0.500 48.43
0.382 48.21
LOW 47.49
0.618 46.33
1.000 45.61
1.618 44.45
2.618 42.57
4.250 39.50
Fisher Pivots for day following 03-Aug-2015
Pivot 1 day 3 day
R1 48.43 49.48
PP 48.14 48.84
S1 47.86 48.21

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

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