NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 03-Dec-2015

Day Change Summary
	Previous	Current
	02-Dec-2015	03-Dec-2015	Change	Change %	Previous Week
Open	46.39	45.45	-0.94	-2.0%	45.80
High	46.52	46.98	0.46	1.0%	48.35
Low	45.27	45.45	0.18	0.4%	45.37
Close	45.30	46.23	0.93	2.1%	46.85
Range	1.25	1.53	0.28	22.4%	2.98
ATR	1.25	1.28	0.03	2.5%	0.00
Volume	5,814	6,178	364	6.3%	27,760

Daily Pivots for day following 03-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	50.81	50.05	47.07
R3	49.28	48.52	46.65
R2	47.75	47.75	46.51
R1	46.99	46.99	46.37	47.37
PP	46.22	46.22	46.22	46.41
S1	45.46	45.46	46.09	45.84
S2	44.69	44.69	45.95
S3	43.16	43.93	45.81
S4	41.63	42.40	45.39

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	48.29	45.27	3.02	6.5%	1.23	2.7%	32%	False	False	4,966
10	48.35	45.27	3.08	6.7%	1.25	2.7%	31%	False	False	6,661
20	50.42	45.27	5.15	11.1%	1.17	2.5%	19%	False	False	5,422

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	0.21
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	53.48
2.618	50.99
1.618	49.46
1.000	48.51
0.618	47.93
HIGH	46.98
0.618	46.40
0.500	46.22
0.382	46.03
LOW	45.45
0.618	44.50
1.000	43.92
1.618	42.97
2.618	41.44
4.250	38.95

Fisher Pivots for day following 03-Dec-2015
Pivot	1 day	3 day
R1	46.23	46.20
PP	46.22	46.16
S1	46.22	46.13

Download as Excel Spreadsheet

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

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