NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 20-Jan-2016

Day Change Summary
	Previous	Current
	19-Jan-2016	20-Jan-2016	Change	Change %	Previous Week
Open	34.30	33.66	-0.64	-1.9%	38.33
High	35.12	33.70	-1.42	-4.0%	38.48
Low	33.35	32.22	-1.13	-3.4%	34.25
Close	33.90	33.15	-0.75	-2.2%	34.44
Range	1.77	1.48	-0.29	-16.4%	4.23
ATR	1.49	1.50	0.01	0.9%	0.00
Volume	13,369	13,277	-92	-0.7%	43,880

Daily Pivots for day following 20-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	37.46	36.79	33.96
R3	35.98	35.31	33.56
R2	34.50	34.50	33.42
R1	33.83	33.83	33.29	33.43
PP	33.02	33.02	33.02	32.82
S1	32.35	32.35	33.01	31.95
S2	31.54	31.54	32.88
S3	30.06	30.87	32.74
S4	28.58	29.39	32.34

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	36.67	32.22	4.45	13.4%	1.56	4.7%	21%	False	True	10,615
10	41.35	32.22	9.13	27.5%	1.65	5.0%	10%	False	True	9,042
20	43.12	32.22	10.90	32.9%	1.37	4.1%	9%	False	True	6,318

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	39.99
2.618	37.57
1.618	36.09
1.000	35.18
0.618	34.61
HIGH	33.70
0.618	33.13
0.500	32.96
0.382	32.79
LOW	32.22
0.618	31.31
1.000	30.74
1.618	29.83
2.618	28.35
4.250	25.93

Fisher Pivots for day following 20-Jan-2016
Pivot	1 day	3 day
R1	33.09	34.11
PP	33.02	33.79
S1	32.96	33.47

Download as Excel Spreadsheet

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

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