NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	34.64	35.56	0.92	2.7%	37.94
High	35.91	35.56	-0.35	-1.0%	38.02
Low	34.64	33.59	-1.05	-3.0%	33.59
Close	35.68	33.86	-1.82	-5.1%	33.86
Range	1.27	1.97	0.70	55.1%	4.43
ATR	1.48	1.52	0.04	3.0%	0.00
Volume	22,307	11,460	-10,847	-48.6%	92,254

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.25	39.02	34.94
R3	38.28	37.05	34.40
R2	36.31	36.31	34.22
R1	35.08	35.08	34.04	34.71
PP	34.34	34.34	34.34	34.15
S1	33.11	33.11	33.68	32.74
S2	32.37	32.37	33.50
S3	30.40	31.14	33.32
S4	28.43	29.17	32.78

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.45	45.58	36.30
R3	44.02	41.15	35.08
R2	39.59	39.59	34.67
R1	36.72	36.72	34.27	35.94
PP	35.16	35.16	35.16	34.77
S1	32.29	32.29	33.45	31.51
S2	30.73	30.73	33.05
S3	26.30	27.86	32.64
S4	21.87	23.43	31.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.02	33.59	4.43	13.1%	1.77	5.2%	6%	False	True	18,450
10	42.64	33.59	9.05	26.7%	1.73	5.1%	3%	False	True	15,797
20	42.64	33.59	9.05	26.7%	1.36	4.0%	3%	False	True	10,781
40	48.35	33.59	14.76	43.6%	1.34	3.9%	2%	False	True	10,199

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	0.37
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	43.93
2.618	40.72
1.618	38.75
1.000	37.53
0.618	36.78
HIGH	35.56
0.618	34.81
0.500	34.58
0.382	34.34
LOW	33.59
0.618	32.37
1.000	31.62
1.618	30.40
2.618	28.43
4.250	25.22

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	34.58	34.87
PP	34.34	34.53
S1	34.10	34.20

Download as Excel Spreadsheet

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

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