NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 12-Jan-2016

Day Change Summary
	Previous	Current
	11-Jan-2016	12-Jan-2016	Change	Change %	Previous Week
Open	38.33	36.91	-1.42	-3.7%	42.08
High	38.48	37.80	-0.68	-1.8%	43.12
Low	36.80	35.75	-1.05	-2.9%	38.00
Close	37.20	36.05	-1.15	-3.1%	38.91
Range	1.68	2.05	0.37	22.0%	5.12
ATR	1.38	1.42	0.05	3.5%	0.00
Volume	7,870	9,578	1,708	21.7%	31,967

Daily Pivots for day following 12-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.68	41.42	37.18
R3	40.63	39.37	36.61
R2	38.58	38.58	36.43
R1	37.32	37.32	36.24	36.93
PP	36.53	36.53	36.53	36.34
S1	35.27	35.27	35.86	34.88
S2	34.48	34.48	35.67
S3	32.43	33.22	35.49
S4	30.38	31.17	34.92

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.37	52.26	41.73
R3	50.25	47.14	40.32
R2	45.13	45.13	39.85
R1	42.02	42.02	39.38	41.02
PP	40.01	40.01	40.01	39.51
S1	36.90	36.90	38.44	35.90
S2	34.89	34.89	37.97
S3	29.77	31.78	37.50
S4	24.65	26.66	36.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.35	35.75	5.60	15.5%	1.74	4.8%	5%	False	True	7,468
10	43.12	35.75	7.37	20.4%	1.48	4.1%	4%	False	True	5,655
20	43.24	35.75	7.49	20.8%	1.26	3.5%	4%	False	True	4,672

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	0.26
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	46.51
2.618	43.17
1.618	41.12
1.000	39.85
0.618	39.07
HIGH	37.80
0.618	37.02
0.500	36.78
0.382	36.53
LOW	35.75
0.618	34.48
1.000	33.70
1.618	32.43
2.618	30.38
4.250	27.04

Fisher Pivots for day following 12-Jan-2016
Pivot	1 day	3 day
R1	36.78	37.72
PP	36.53	37.16
S1	36.29	36.61

Download as Excel Spreadsheet

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

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