NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 28-Oct-2015

Day Change Summary
	Previous	Current
	27-Oct-2015	28-Oct-2015	Change	Change %	Previous Week
Open	47.97	47.28	-0.69	-1.4%	50.89
High	47.99	49.92	1.93	4.0%	51.01
Low	46.81	47.11	0.30	0.6%	48.38
Close	47.23	49.78	2.55	5.4%	48.56
Range	1.18	2.81	1.63	138.1%	2.63
ATR	1.45	1.55	0.10	6.7%	0.00
Volume	27,429	41,402	13,973	50.9%	118,688

Daily Pivots for day following 28-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.37	56.38	51.33
R3	54.56	53.57	50.55
R2	51.75	51.75	50.30
R1	50.76	50.76	50.04	51.26
PP	48.94	48.94	48.94	49.18
S1	47.95	47.95	49.52	48.45
S2	46.13	46.13	49.26
S3	43.32	45.14	49.01
S4	40.51	42.33	48.23

Weekly Pivots for week ending 23-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.21	55.51	50.01
R3	54.58	52.88	49.28
R2	51.95	51.95	49.04
R1	50.25	50.25	48.80	49.79
PP	49.32	49.32	49.32	49.08
S1	47.62	47.62	48.32	47.16
S2	46.69	46.69	48.08
S3	44.06	44.99	47.84
S4	41.43	42.36	47.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.92	46.81	3.11	6.2%	1.46	2.9%	95%	True	False	25,395
10	51.17	46.81	4.36	8.8%	1.32	2.6%	68%	False	False	25,140
20	53.77	46.81	6.96	14.0%	1.58	3.2%	43%	False	False	29,252

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	0.26
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	61.86
2.618	57.28
1.618	54.47
1.000	52.73
0.618	51.66
HIGH	49.92
0.618	48.85
0.500	48.52
0.382	48.18
LOW	47.11
0.618	45.37
1.000	44.30
1.618	42.56
2.618	39.75
4.250	35.17

Fisher Pivots for day following 28-Oct-2015
Pivot	1 day	3 day
R1	49.36	49.31
PP	48.94	48.84
S1	48.52	48.37

Download as Excel Spreadsheet

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

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