NYMEX Light Sweet Crude Oil Future January 2016


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 48.15 47.59 -0.56 -1.2% 50.37
High 48.90 47.63 -1.27 -2.6% 51.67
Low 47.15 46.75 -0.40 -0.8% 49.17
Close 47.52 47.29 -0.23 -0.5% 49.62
Range 1.75 0.88 -0.87 -49.7% 2.50
ATR 1.54 1.49 -0.05 -3.1% 0.00
Volume 23,304 41,837 18,533 79.5% 97,523
Daily Pivots for day following 06-Aug-2015
Classic Woodie Camarilla DeMark
R4 49.86 49.46 47.77
R3 48.98 48.58 47.53
R2 48.10 48.10 47.45
R1 47.70 47.70 47.37 47.46
PP 47.22 47.22 47.22 47.11
S1 46.82 46.82 47.21 46.58
S2 46.34 46.34 47.13
S3 45.46 45.94 47.05
S4 44.58 45.06 46.81
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 50.95 46.75 4.20 8.9% 1.40 3.0% 13% False True 25,835
10 51.67 46.75 4.92 10.4% 1.37 2.9% 11% False True 21,463
20 56.10 46.75 9.35 19.8% 1.43 3.0% 6% False True 19,123
40 63.15 46.75 16.40 34.7% 1.47 3.1% 3% False True 14,826
60 64.61 46.75 17.86 37.8% 1.48 3.1% 3% False True 12,826
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 0.27
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 51.37
2.618 49.93
1.618 49.05
1.000 48.51
0.618 48.17
HIGH 47.63
0.618 47.29
0.500 47.19
0.382 47.09
LOW 46.75
0.618 46.21
1.000 45.87
1.618 45.33
2.618 44.45
4.250 43.01
Fisher Pivots for day following 06-Aug-2015
Pivot 1 day 3 day
R1 47.26 47.83
PP 47.22 47.65
S1 47.19 47.47

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

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