NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	36.13	35.49	-0.64	-1.8%	42.08
High	36.67	36.48	-0.19	-0.5%	43.12
Low	35.18	35.16	-0.02	-0.1%	38.00
Close	35.42	36.27	0.85	2.4%	38.91
Range	1.49	1.32	-0.17	-11.4%	5.12
ATR	1.43	1.42	-0.01	-0.5%	0.00
Volume	8,829	12,491	3,662	41.5%	31,967

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.93	39.42	37.00
R3	38.61	38.10	36.63
R2	37.29	37.29	36.51
R1	36.78	36.78	36.39	37.04
PP	35.97	35.97	35.97	36.10
S1	35.46	35.46	36.15	35.72
S2	34.65	34.65	36.03
S3	33.33	34.14	35.91
S4	32.01	32.82	35.54

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	39.68	35.16	4.52	12.5%	1.57	4.3%	25%	False	True	9,226
10	43.12	35.16	7.96	21.9%	1.60	4.4%	14%	False	True	7,417
20	43.12	35.16	7.96	21.9%	1.26	3.5%	14%	False	True	5,258

Crabel Price Patterns
NR	True
NR4	True
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	0.34
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	42.09
2.618	39.94
1.618	38.62
1.000	37.80
0.618	37.30
HIGH	36.48
0.618	35.98
0.500	35.82
0.382	35.66
LOW	35.16
0.618	34.34
1.000	33.84
1.618	33.02
2.618	31.70
4.250	29.55

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	36.12	36.48
PP	35.97	36.41
S1	35.82	36.34

Download as Excel Spreadsheet

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

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