NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 21-Jan-2016

Day Change Summary
	Previous	Current
	20-Jan-2016	21-Jan-2016	Change	Change %	Previous Week
Open	33.66	33.45	-0.21	-0.6%	38.33
High	33.70	34.72	1.02	3.0%	38.48
Low	32.22	32.60	0.38	1.2%	34.25
Close	33.15	34.22	1.07	3.2%	34.44
Range	1.48	2.12	0.64	43.2%	4.23
ATR	1.50	1.54	0.04	3.0%	0.00
Volume	13,277	11,074	-2,203	-16.6%	43,880

Daily Pivots for day following 21-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.21	39.33	35.39
R3	38.09	37.21	34.80
R2	35.97	35.97	34.61
R1	35.09	35.09	34.41	35.53
PP	33.85	33.85	33.85	34.07
S1	32.97	32.97	34.03	33.41
S2	31.73	31.73	33.83
S3	29.61	30.85	33.64
S4	27.49	28.73	33.05

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	36.48	32.22	4.26	12.4%	1.69	4.9%	47%	False	False	11,064
10	39.78	32.22	7.56	22.1%	1.67	4.9%	26%	False	False	9,521
20	43.12	32.22	10.90	31.9%	1.44	4.2%	18%	False	False	6,653

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	0.40
Widest range in 35 trading days

Fibonacci Retracements and Extensions
4.250	43.73
2.618	40.27
1.618	38.15
1.000	36.84
0.618	36.03
HIGH	34.72
0.618	33.91
0.500	33.66
0.382	33.41
LOW	32.60
0.618	31.29
1.000	30.48
1.618	29.17
2.618	27.05
4.250	23.59

Fisher Pivots for day following 21-Jan-2016
Pivot	1 day	3 day
R1	34.03	34.04
PP	33.85	33.85
S1	33.66	33.67

Download as Excel Spreadsheet

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

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