NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 04-Dec-2015

Day Change Summary
	Previous	Current
	03-Dec-2015	04-Dec-2015	Change	Change %	Previous Week
Open	44.33	45.34	1.01	2.3%	45.78
High	45.92	46.00	0.08	0.2%	46.46
Low	44.33	44.01	-0.32	-0.7%	44.01
Close	45.24	44.24	-1.00	-2.2%	44.24
Range	1.59	1.99	0.40	25.2%	2.45
ATR	1.38	1.43	0.04	3.1%	0.00
Volume	17,439	18,749	1,310	7.5%	88,213

Daily Pivots for day following 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.72	49.47	45.33
R3	48.73	47.48	44.79
R2	46.74	46.74	44.60
R1	45.49	45.49	44.42	45.12
PP	44.75	44.75	44.75	44.57
S1	43.50	43.50	44.06	43.13
S2	42.76	42.76	43.88
S3	40.77	41.51	43.69
S4	38.78	39.52	43.15

Weekly Pivots for week ending 04-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.25	50.70	45.59
R3	49.80	48.25	44.91
R2	47.35	47.35	44.69
R1	45.80	45.80	44.46	45.35
PP	44.90	44.90	44.90	44.68
S1	43.35	43.35	44.02	42.90
S2	42.45	42.45	43.79
S3	40.00	40.90	43.57
S4	37.55	38.45	42.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.46	44.01	2.45	5.5%	1.44	3.3%	9%	False	True	17,642
10	47.45	44.01	3.44	7.8%	1.45	3.3%	7%	False	True	17,417
20	49.25	44.01	5.24	11.8%	1.36	3.1%	4%	False	True	15,516
40	53.22	44.01	9.21	20.8%	1.31	3.0%	2%	False	True	12,382
60	53.22	44.01	9.21	20.8%	1.33	3.0%	2%	False	True	10,248

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	54.46
2.618	51.21
1.618	49.22
1.000	47.99
0.618	47.23
HIGH	46.00
0.618	45.24
0.500	45.01
0.382	44.77
LOW	44.01
0.618	42.78
1.000	42.02
1.618	40.79
2.618	38.80
4.250	35.55

Fisher Pivots for day following 04-Dec-2015
Pivot	1 day	3 day
R1	45.01	45.01
PP	44.75	44.75
S1	44.50	44.50

Download as Excel Spreadsheet

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

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