NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 15-Jan-2016

Day Change Summary
	Previous	Current
	14-Jan-2016	15-Jan-2016	Change	Change %	Previous Week
Open	35.49	35.99	0.50	1.4%	38.33
High	36.48	35.99	-0.49	-1.3%	38.48
Low	35.16	34.25	-0.91	-2.6%	34.25
Close	36.27	34.44	-1.83	-5.0%	34.44
Range	1.32	1.74	0.42	31.8%	4.23
ATR	1.42	1.46	0.04	3.0%	0.00
Volume	12,491	5,112	-7,379	-59.1%	43,880

Daily Pivots for day following 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.11	39.02	35.40
R3	38.37	37.28	34.92
R2	36.63	36.63	34.76
R1	35.54	35.54	34.60	35.22
PP	34.89	34.89	34.89	34.73
S1	33.80	33.80	34.28	33.48
S2	33.15	33.15	34.12
S3	31.41	32.06	33.96
S4	29.67	30.32	33.48

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.41	45.66	36.77
R3	44.18	41.43	35.60
R2	39.95	39.95	35.22
R1	37.20	37.20	34.83	36.46
PP	35.72	35.72	35.72	35.36
S1	32.97	32.97	34.05	32.23
S2	31.49	31.49	33.66
S3	27.26	28.74	33.28
S4	23.03	24.51	32.11

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.48	34.25	4.23	12.3%	1.66	4.8%	4%	False	True	8,776
10	43.12	34.25	8.87	25.8%	1.62	4.7%	2%	False	True	7,584
20	43.12	34.25	8.87	25.8%	1.29	3.7%	2%	False	True	5,340

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	0.30
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	43.39
2.618	40.55
1.618	38.81
1.000	37.73
0.618	37.07
HIGH	35.99
0.618	35.33
0.500	35.12
0.382	34.91
LOW	34.25
0.618	33.17
1.000	32.51
1.618	31.43
2.618	29.69
4.250	26.86

Fisher Pivots for day following 15-Jan-2016
Pivot	1 day	3 day
R1	35.12	35.46
PP	34.89	35.12
S1	34.67	34.78

Download as Excel Spreadsheet

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

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