NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 18-Apr-2016

Day Change Summary
	Previous	Current
	15-Apr-2016	18-Apr-2016	Change	Change %	Previous Week
Open	43.88	41.54	-2.34	-5.3%	42.34
High	44.12	43.00	-1.12	-2.5%	44.96
Low	42.40	40.29	-2.11	-5.0%	42.00
Close	43.03	42.60	-0.43	-1.0%	43.03
Range	1.72	2.71	0.99	57.6%	2.96
ATR	1.53	1.61	0.09	5.7%	0.00
Volume	48,218	33,922	-14,296	-29.6%	207,699

Daily Pivots for day following 18-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.09	49.06	44.09
R3	47.38	46.35	43.35
R2	44.67	44.67	43.10
R1	43.64	43.64	42.85	44.16
PP	41.96	41.96	41.96	42.22
S1	40.93	40.93	42.35	41.45
S2	39.25	39.25	42.10
S3	36.54	38.22	41.85
S4	33.83	35.51	41.11

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.21	50.58	44.66
R3	49.25	47.62	43.84
R2	46.29	46.29	43.57
R1	44.66	44.66	43.30	45.48
PP	43.33	43.33	43.33	43.74
S1	41.70	41.70	42.76	42.52
S2	40.37	40.37	42.49
S3	37.41	38.74	42.22
S4	34.45	35.78	41.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.96	40.29	4.67	11.0%	1.73	4.1%	49%	False	True	40,067
10	44.96	38.14	6.82	16.0%	1.64	3.8%	65%	False	False	37,519
20	44.96	38.14	6.82	16.0%	1.47	3.5%	65%	False	False	29,794
40	44.96	35.52	9.44	22.2%	1.49	3.5%	75%	False	False	26,993
60	44.96	33.98	10.98	25.8%	1.65	3.9%	79%	False	False	24,198
80	44.96	32.22	12.74	29.9%	1.59	3.7%	81%	False	False	19,812

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	0.35
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	54.52
2.618	50.09
1.618	47.38
1.000	45.71
0.618	44.67
HIGH	43.00
0.618	41.96
0.500	41.65
0.382	41.33
LOW	40.29
0.618	38.62
1.000	37.58
1.618	35.91
2.618	33.20
4.250	28.77

Fisher Pivots for day following 18-Apr-2016
Pivot	1 day	3 day
R1	42.28	42.55
PP	41.96	42.49
S1	41.65	42.44

Download as Excel Spreadsheet

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

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