NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	33.35	32.53	-0.82	-2.5%	37.94
High	33.35	34.19	0.84	2.5%	38.02
Low	31.61	32.05	0.44	1.4%	33.59
Close	32.54	33.62	1.08	3.3%	33.86
Range	1.74	2.14	0.40	23.0%	4.43
ATR	1.56	1.60	0.04	2.7%	0.00
Volume	24,243	20,969	-3,274	-13.5%	92,254

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.71	38.80	34.80
R3	37.57	36.66	34.21
R2	35.43	35.43	34.01
R1	34.52	34.52	33.82	34.98
PP	33.29	33.29	33.29	33.51
S1	32.38	32.38	33.42	32.84
S2	31.15	31.15	33.23
S3	29.01	30.24	33.03
S4	26.87	28.10	32.44

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	35.91	31.61	4.30	12.8%	1.80	5.4%	47%	False	False	19,994
10	39.17	31.61	7.56	22.5%	1.81	5.4%	27%	False	False	18,808
20	42.64	31.61	11.03	32.8%	1.52	4.5%	18%	False	False	12,911
40	48.35	31.61	16.74	49.8%	1.41	4.2%	12%	False	False	11,295

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	0.36
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	43.29
2.618	39.79
1.618	37.65
1.000	36.33
0.618	35.51
HIGH	34.19
0.618	33.37
0.500	33.12
0.382	32.87
LOW	32.05
0.618	30.73
1.000	29.91
1.618	28.59
2.618	26.45
4.250	22.96

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	33.45	33.46
PP	33.29	33.29
S1	33.12	33.13

Download as Excel Spreadsheet

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

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