NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 14-Dec-2015

Day Change Summary
	Previous	Current
	11-Dec-2015	14-Dec-2015	Change	Change %	Previous Week
Open	42.61	41.59	-1.02	-2.4%	44.75
High	42.77	42.05	-0.72	-1.7%	45.11
Low	41.36	40.40	-0.96	-2.3%	41.36
Close	41.77	41.58	-0.19	-0.5%	41.77
Range	1.41	1.65	0.24	17.0%	3.75
ATR	1.34	1.36	0.02	1.6%	0.00
Volume	16,574	12,650	-3,924	-23.7%	83,315

Daily Pivots for day following 14-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	46.29	45.59	42.49
R3	44.64	43.94	42.03
R2	42.99	42.99	41.88
R1	42.29	42.29	41.73	41.82
PP	41.34	41.34	41.34	41.11
S1	40.64	40.64	41.43	40.17
S2	39.69	39.69	41.28
S3	38.04	38.99	41.13
S4	36.39	37.34	40.67

Weekly Pivots for week ending 11-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.00	51.63	43.83
R3	50.25	47.88	42.80
R2	46.50	46.50	42.46
R1	44.13	44.13	42.11	43.44
PP	42.75	42.75	42.75	42.40
S1	40.38	40.38	41.43	39.69
S2	39.00	39.00	41.08
S3	35.25	36.63	40.74
S4	31.50	32.88	39.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.93	40.40	3.53	8.5%	1.32	3.2%	33%	False	True	15,604
10	46.98	40.40	6.58	15.8%	1.39	3.3%	18%	False	True	12,049
20	48.35	40.40	7.95	19.1%	1.31	3.2%	15%	False	True	9,328

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	49.06
2.618	46.37
1.618	44.72
1.000	43.70
0.618	43.07
HIGH	42.05
0.618	41.42
0.500	41.23
0.382	41.03
LOW	40.40
0.618	39.38
1.000	38.75
1.618	37.73
2.618	36.08
4.250	33.39

Fisher Pivots for day following 14-Dec-2015
Pivot	1 day	3 day
R1	41.46	41.80
PP	41.34	41.72
S1	41.23	41.65

Download as Excel Spreadsheet

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

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