NYMEX Light Sweet Crude Oil Future January 2016


Trading Metrics calculated at close of trading on 04-Aug-2015
Day Change Summary
Previous Current
03-Aug-2015 04-Aug-2015 Change Change % Previous Week
Open 49.18 47.80 -1.38 -2.8% 50.37
High 49.37 48.48 -0.89 -1.8% 51.67
Low 47.49 47.76 0.27 0.6% 49.17
Close 47.57 48.03 0.46 1.0% 49.62
Range 1.88 0.72 -1.16 -61.7% 2.50
ATR 1.57 1.52 -0.05 -3.0% 0.00
Volume 19,233 17,445 -1,788 -9.3% 97,523
Daily Pivots for day following 04-Aug-2015
Classic Woodie Camarilla DeMark
R4 50.25 49.86 48.43
R3 49.53 49.14 48.23
R2 48.81 48.81 48.16
R1 48.42 48.42 48.10 48.62
PP 48.09 48.09 48.09 48.19
S1 47.70 47.70 47.96 47.90
S2 47.37 47.37 47.90
S3 46.65 46.98 47.83
S4 45.93 46.26 47.63
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 8.7% 1.43 3.0% 13% False False 20,122
10 52.94 47.49 5.45 11.3% 1.38 2.9% 10% False False 19,112
20 56.10 47.49 8.61 17.9% 1.46 3.0% 6% False False 17,465
40 63.32 47.49 15.83 33.0% 1.48 3.1% 3% False False 13,795
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.24
Narrowest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 51.54
2.618 50.36
1.618 49.64
1.000 49.20
0.618 48.92
HIGH 48.48
0.618 48.20
0.500 48.12
0.382 48.04
LOW 47.76
0.618 47.32
1.000 47.04
1.618 46.60
2.618 45.88
4.250 44.70
Fisher Pivots for day following 04-Aug-2015
Pivot 1 day 3 day
R1 48.12 49.22
PP 48.09 48.82
S1 48.06 48.43

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

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