NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 28-Dec-2015

Day Change Summary
	Previous	Current
	24-Dec-2015	28-Dec-2015	Change	Change %	Previous Week
Open	41.73	42.09	0.36	0.9%	40.89
High	42.29	42.09	-0.20	-0.5%	42.29
Low	41.35	40.85	-0.50	-1.2%	40.16
Close	42.28	41.12	-1.16	-2.7%	42.28
Range	0.94	1.24	0.30	31.9%	2.13
ATR	1.16	1.18	0.02	1.6%	0.00
Volume	1,272	1,756	484	38.1%	14,984

Daily Pivots for day following 28-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	45.07	44.34	41.80
R3	43.83	43.10	41.46
R2	42.59	42.59	41.35
R1	41.86	41.86	41.23	41.61
PP	41.35	41.35	41.35	41.23
S1	40.62	40.62	41.01	40.37
S2	40.11	40.11	40.89
S3	38.87	39.38	40.78
S4	37.63	38.14	40.44

Weekly Pivots for week ending 25-Dec-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.97	47.25	43.45
R3	45.84	45.12	42.87
R2	43.71	43.71	42.67
R1	42.99	42.99	42.48	43.35
PP	41.58	41.58	41.58	41.76
S1	40.86	40.86	42.08	41.22
S2	39.45	39.45	41.89
S3	37.32	38.73	41.69
S4	35.19	36.60	41.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.29	40.16	2.13	5.2%	0.95	2.3%	45%	False	False	3,348
10	43.24	40.16	3.08	7.5%	1.04	2.5%	31%	False	False	3,688

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	0.18
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.36
2.618	45.34
1.618	44.10
1.000	43.33
0.618	42.86
HIGH	42.09
0.618	41.62
0.500	41.47
0.382	41.32
LOW	40.85
0.618	40.08
1.000	39.61
1.618	38.84
2.618	37.60
4.250	35.58

Fisher Pivots for day following 28-Dec-2015
Pivot	1 day	3 day
R1	41.47	41.34
PP	41.35	41.26
S1	41.24	41.19

Download as Excel Spreadsheet

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

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