NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 22-Jan-2016

Day Change Summary
	Previous	Current
	21-Jan-2016	22-Jan-2016	Change	Change %	Previous Week
Open	32.53	33.82	1.29	4.0%	32.80
High	34.19	36.53	2.34	6.8%	36.53
Low	32.05	33.56	1.51	4.7%	31.61
Close	33.62	36.44	2.82	8.4%	36.44
Range	2.14	2.97	0.83	38.8%	4.92
ATR	1.60	1.70	0.10	6.1%	0.00
Volume	20,969	22,132	1,163	5.5%	88,338

Daily Pivots for day following 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.42	43.40	38.07
R3	41.45	40.43	37.26
R2	38.48	38.48	36.98
R1	37.46	37.46	36.71	37.97
PP	35.51	35.51	35.51	35.77
S1	34.49	34.49	36.17	35.00
S2	32.54	32.54	35.90
S3	29.57	31.52	35.62
S4	26.60	28.55	34.81

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.62	47.95	39.15
R3	44.70	43.03	37.79
R2	39.78	39.78	37.34
R1	38.11	38.11	36.89	38.95
PP	34.86	34.86	34.86	35.28
S1	33.19	33.19	35.99	34.03
S2	29.94	29.94	35.54
S3	25.02	28.27	35.09
S4	20.10	23.35	33.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	36.53	31.61	4.92	13.5%	2.14	5.9%	98%	True	False	19,959
10	39.10	31.61	7.49	20.6%	1.90	5.2%	64%	False	False	19,649
20	42.64	31.61	11.03	30.3%	1.64	4.5%	44%	False	False	13,651
40	48.35	31.61	16.74	45.9%	1.43	3.9%	29%	False	False	11,689

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 55 trading days

Fibonacci Retracements and Extensions
4.250	49.15
2.618	44.31
1.618	41.34
1.000	39.50
0.618	38.37
HIGH	36.53
0.618	35.40
0.500	35.05
0.382	34.69
LOW	33.56
0.618	31.72
1.000	30.59
1.618	28.75
2.618	25.78
4.250	20.94

Fisher Pivots for day following 22-Jan-2016
Pivot	1 day	3 day
R1	35.98	35.65
PP	35.51	34.86
S1	35.05	34.07

Download as Excel Spreadsheet

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

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