NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 07-Jan-2016

Day Change Summary
	Previous	Current
	06-Jan-2016	07-Jan-2016	Change	Change %	Previous Week
Open	41.35	39.76	-1.59	-3.8%	42.09
High	41.35	39.78	-1.57	-3.8%	42.33
Low	39.45	38.00	-1.45	-3.7%	40.75
Close	39.52	38.94	-0.58	-1.5%	41.88
Range	1.90	1.78	-0.12	-6.3%	1.58
ATR	1.28	1.32	0.04	2.8%	0.00
Volume	6,278	6,252	-26	-0.4%	8,896

Daily Pivots for day following 07-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.25	43.37	39.92
R3	42.47	41.59	39.43
R2	40.69	40.69	39.27
R1	39.81	39.81	39.10	39.36
PP	38.91	38.91	38.91	38.68
S1	38.03	38.03	38.78	37.58
S2	37.13	37.13	38.61
S3	35.35	36.25	38.45
S4	33.57	34.47	37.96

Weekly Pivots for week ending 01-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.39	45.72	42.75
R3	44.81	44.14	42.31
R2	43.23	43.23	42.17
R1	42.56	42.56	42.02	42.11
PP	41.65	41.65	41.65	41.43
S1	40.98	40.98	41.74	40.53
S2	40.07	40.07	41.59
S3	38.49	39.40	41.45
S4	36.91	37.82	41.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.12	38.00	5.12	13.1%	1.63	4.2%	18%	False	True	5,608
10	43.12	38.00	5.12	13.1%	1.33	3.4%	18%	False	True	3,935
20	44.29	38.00	6.29	16.2%	1.18	3.0%	15%	False	True	5,697

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.35
2.618	44.44
1.618	42.66
1.000	41.56
0.618	40.88
HIGH	39.78
0.618	39.10
0.500	38.89
0.382	38.68
LOW	38.00
0.618	36.90
1.000	36.22
1.618	35.12
2.618	33.34
4.250	30.44

Fisher Pivots for day following 07-Jan-2016
Pivot	1 day	3 day
R1	38.92	40.10
PP	38.91	39.71
S1	38.89	39.33

Download as Excel Spreadsheet

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

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