NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 02-Dec-2015

Day Change Summary
	Previous	Current
	01-Dec-2015	02-Dec-2015	Change	Change %	Previous Week
Open	46.44	46.39	-0.05	-0.1%	45.80
High	46.89	46.52	-0.37	-0.8%	48.35
Low	45.95	45.27	-0.68	-1.5%	45.37
Close	46.56	45.30	-1.26	-2.7%	46.85
Range	0.94	1.25	0.31	33.0%	2.98
ATR	1.24	1.25	0.00	0.3%	0.00
Volume	3,891	5,814	1,923	49.4%	27,760

Daily Pivots for day following 02-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	49.45	48.62	45.99
R3	48.20	47.37	45.64
R2	46.95	46.95	45.53
R1	46.12	46.12	45.41	45.91
PP	45.70	45.70	45.70	45.59
S1	44.87	44.87	45.19	44.66
S2	44.45	44.45	45.07
S3	43.20	43.62	44.96
S4	41.95	42.37	44.61

Weekly Pivots for week ending 27-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.80	54.30	48.49
R3	52.82	51.32	47.67
R2	49.84	49.84	47.40
R1	48.34	48.34	47.12	49.09
PP	46.86	46.86	46.86	47.23
S1	45.36	45.36	46.58	46.11
S2	43.88	43.88	46.30
S3	40.90	42.38	46.03
S4	37.92	39.40	45.21

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.35	45.27	3.08	6.8%	1.17	2.6%	1%	False	True	5,283
10	48.35	45.27	3.08	6.8%	1.20	2.6%	1%	False	True	6,420
20	52.22	45.27	6.95	15.3%	1.19	2.6%	0%	False	True	5,319

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.83
2.618	49.79
1.618	48.54
1.000	47.77
0.618	47.29
HIGH	46.52
0.618	46.04
0.500	45.90
0.382	45.75
LOW	45.27
0.618	44.50
1.000	44.02
1.618	43.25
2.618	42.00
4.250	39.96

Fisher Pivots for day following 02-Dec-2015
Pivot	1 day	3 day
R1	45.90	46.34
PP	45.70	45.99
S1	45.50	45.65

Download as Excel Spreadsheet

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

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