NYMEX Light Sweet Crude Oil Future July 2016

Trading Metrics calculated at close of trading on 26-Jan-2016

Day Change Summary
	Previous	Current
	25-Jan-2016	26-Jan-2016	Change	Change %	Previous Week
Open	36.45	34.51	-1.94	-5.3%	32.80
High	37.06	36.94	-0.12	-0.3%	36.53
Low	34.63	34.05	-0.58	-1.7%	31.61
Close	35.09	36.12	1.03	2.9%	36.44
Range	2.43	2.89	0.46	18.9%	4.92
ATR	1.75	1.83	0.08	4.7%	0.00
Volume	23,941	24,717	776	3.2%	88,338

Daily Pivots for day following 26-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.37	43.14	37.71
R3	41.48	40.25	36.91
R2	38.59	38.59	36.65
R1	37.36	37.36	36.38	37.98
PP	35.70	35.70	35.70	36.01
S1	34.47	34.47	35.86	35.09
S2	32.81	32.81	35.59
S3	29.92	31.58	35.33
S4	27.03	28.69	34.53

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	37.06	31.61	5.45	15.1%	2.43	6.7%	83%	False	False	23,200
10	37.16	31.61	5.55	15.4%	2.11	5.8%	81%	False	False	21,210
20	42.64	31.61	11.03	30.5%	1.79	5.0%	41%	False	False	15,555
40	48.29	31.61	16.68	46.2%	1.50	4.2%	27%	False	False	12,485

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	0.33
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.22
2.618	44.51
1.618	41.62
1.000	39.83
0.618	38.73
HIGH	36.94
0.618	35.84
0.500	35.50
0.382	35.15
LOW	34.05
0.618	32.26
1.000	31.16
1.618	29.37
2.618	26.48
4.250	21.77

Fisher Pivots for day following 26-Jan-2016
Pivot	1 day	3 day
R1	35.91	35.85
PP	35.70	35.58
S1	35.50	35.31

Download as Excel Spreadsheet

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

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