NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 18-Dec-2015

Day Change Summary
	Previous	Current
	17-Dec-2015	18-Dec-2015	Change	Change %	Previous Week
Open	40.90	40.44	-0.46	-1.1%	41.59
High	41.36	41.09	-0.27	-0.7%	42.73
Low	40.44	40.10	-0.34	-0.8%	40.10
Close	40.66	40.33	-0.33	-0.8%	40.33
Range	0.92	0.99	0.07	7.6%	2.63
ATR	1.33	1.30	-0.02	-1.8%	0.00
Volume	9,078	6,618	-2,460	-27.1%	45,689

Daily Pivots for day following 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	43.48	42.89	40.87
R3	42.49	41.90	40.60
R2	41.50	41.50	40.51
R1	40.91	40.91	40.42	40.71
PP	40.51	40.51	40.51	40.41
S1	39.92	39.92	40.24	39.72
S2	39.52	39.52	40.15
S3	38.53	38.93	40.06
S4	37.54	37.94	39.79

Weekly Pivots for week ending 18-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	48.94	47.27	41.78
R3	46.31	44.64	41.05
R2	43.68	43.68	40.81
R1	42.01	42.01	40.57	41.53
PP	41.05	41.05	41.05	40.82
S1	39.38	39.38	40.09	38.90
S2	38.42	38.42	39.85
S3	35.79	36.75	39.61
S4	33.16	34.12	38.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.73	40.10	2.63	6.5%	1.23	3.0%	9%	False	True	9,137
10	45.11	40.10	5.01	12.4%	1.30	3.2%	5%	False	True	12,900
20	48.35	40.10	8.25	20.5%	1.33	3.3%	3%	False	True	9,694

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.30
2.618	43.68
1.618	42.69
1.000	42.08
0.618	41.70
HIGH	41.09
0.618	40.71
0.500	40.60
0.382	40.48
LOW	40.10
0.618	39.49
1.000	39.11
1.618	38.50
2.618	37.51
4.250	35.89

Fisher Pivots for day following 18-Dec-2015
Pivot	1 day	3 day
R1	40.60	41.15
PP	40.51	40.88
S1	40.42	40.60

Download as Excel Spreadsheet

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

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