NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 30-Mar-2016

Day Change Summary
	Previous	Current
	29-Mar-2016	30-Mar-2016	Change	Change %	Previous Week
Open	40.44	39.83	-0.61	-1.5%	41.93
High	40.61	41.07	0.46	1.1%	42.88
Low	39.13	39.48	0.35	0.9%	39.50
Close	39.51	39.66	0.15	0.4%	40.63
Range	1.48	1.59	0.11	7.4%	3.38
ATR	1.62	1.62	0.00	-0.1%	0.00
Volume	114,210	136,570	22,360	19.6%	553,388

Daily Pivots for day following 30-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.84	43.84	40.53
R3	43.25	42.25	40.10
R2	41.66	41.66	39.95
R1	40.66	40.66	39.81	40.37
PP	40.07	40.07	40.07	39.92
S1	39.07	39.07	39.51	38.78
S2	38.48	38.48	39.37
S3	36.89	37.48	39.22
S4	35.30	35.89	38.79

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.14	49.27	42.49
R3	47.76	45.89	41.56
R2	44.38	44.38	41.25
R1	42.51	42.51	40.94	41.76
PP	41.00	41.00	41.00	40.63
S1	39.13	39.13	40.32	38.38
S2	37.62	37.62	40.01
S3	34.24	35.75	39.70
S4	30.86	32.37	38.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.29	39.13	3.16	8.0%	1.46	3.7%	17%	False	False	119,886
10	43.17	39.13	4.04	10.2%	1.43	3.6%	13%	False	False	130,401
20	43.17	36.47	6.70	16.9%	1.50	3.8%	48%	False	False	118,102
40	43.17	32.10	11.07	27.9%	1.75	4.4%	68%	False	False	109,254
60	43.17	30.79	12.38	31.2%	1.88	4.7%	72%	False	False	95,319
80	46.54	30.79	15.75	39.7%	1.75	4.4%	56%	False	False	80,453
100	52.04	30.79	21.25	53.6%	1.68	4.2%	42%	False	False	69,874
120	53.77	30.79	22.98	57.9%	1.65	4.1%	39%	False	False	62,940

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	47.83
2.618	45.23
1.618	43.64
1.000	42.66
0.618	42.05
HIGH	41.07
0.618	40.46
0.500	40.28
0.382	40.09
LOW	39.48
0.618	38.50
1.000	37.89
1.618	36.91
2.618	35.32
4.250	32.72

Fisher Pivots for day following 30-Mar-2016
Pivot	1 day	3 day
R1	40.28	40.21
PP	40.07	40.02
S1	39.87	39.84

Download as Excel Spreadsheet

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

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