NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 11-Jan-2016

Day Change Summary
	Previous	Current
	08-Jan-2016	11-Jan-2016	Change	Change %	Previous Week
Open	38.35	37.94	-0.41	-1.1%	42.31
High	39.10	38.02	-1.08	-2.8%	42.64
Low	37.65	36.17	-1.48	-3.9%	37.15
Close	38.27	36.55	-1.72	-4.5%	38.27
Range	1.45	1.85	0.40	27.6%	5.49
ATR	1.38	1.43	0.05	3.7%	0.00
Volume	15,906	17,150	1,244	7.8%	65,722

Daily Pivots for day following 11-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.46	41.36	37.57
R3	40.61	39.51	37.06
R2	38.76	38.76	36.89
R1	37.66	37.66	36.72	37.29
PP	36.91	36.91	36.91	36.73
S1	35.81	35.81	36.38	35.44
S2	35.06	35.06	36.21
S3	33.21	33.96	36.04
S4	31.36	32.11	35.53

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.82	52.54	41.29
R3	50.33	47.05	39.78
R2	44.84	44.84	39.28
R1	41.56	41.56	38.77	40.46
PP	39.35	39.35	39.35	38.80
S1	36.07	36.07	37.77	34.97
S2	33.86	33.86	37.26
S3	28.37	30.58	36.76
S4	22.88	25.09	35.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.62	36.17	5.45	14.9%	1.69	4.6%	7%	False	True	14,072
10	42.64	36.17	6.47	17.7%	1.48	4.0%	6%	False	True	9,900
20	42.77	36.17	6.60	18.1%	1.29	3.5%	6%	False	True	9,354
40	48.35	36.17	12.18	33.3%	1.29	3.5%	3%	False	True	8,758

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	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	45.88
2.618	42.86
1.618	41.01
1.000	39.87
0.618	39.16
HIGH	38.02
0.618	37.31
0.500	37.10
0.382	36.88
LOW	36.17
0.618	35.03
1.000	34.32
1.618	33.18
2.618	31.33
4.250	28.31

Fisher Pivots for day following 11-Jan-2016
Pivot	1 day	3 day
R1	37.10	37.67
PP	36.91	37.30
S1	36.73	36.92

Download as Excel Spreadsheet

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

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