NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 25-Jan-2016

Day Change Summary
	Previous	Current
	22-Jan-2016	25-Jan-2016	Change	Change %	Previous Week
Open	34.41	37.39	2.98	8.7%	34.30
High	37.08	37.39	0.31	0.8%	37.08
Low	34.17	35.30	1.13	3.3%	32.22
Close	37.06	35.77	-1.29	-3.5%	37.06
Range	2.91	2.09	-0.82	-28.2%	4.86
ATR	1.64	1.67	0.03	2.0%	0.00
Volume	9,802	18,564	8,762	89.4%	47,522

Daily Pivots for day following 25-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.42	41.19	36.92
R3	40.33	39.10	36.34
R2	38.24	38.24	36.15
R1	37.01	37.01	35.96	36.58
PP	36.15	36.15	36.15	35.94
S1	34.92	34.92	35.58	34.49
S2	34.06	34.06	35.39
S3	31.97	32.83	35.20
S4	29.88	30.74	34.62

Weekly Pivots for week ending 22-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.03	48.41	39.73
R3	45.17	43.55	38.40
R2	40.31	40.31	37.95
R1	38.69	38.69	37.51	39.50
PP	35.45	35.45	35.45	35.86
S1	33.83	33.83	36.61	34.64
S2	30.59	30.59	36.17
S3	25.73	28.97	35.72
S4	20.87	24.11	34.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	37.39	32.22	5.17	14.5%	2.07	5.8%	69%	True	False	13,217
10	38.48	32.22	6.26	17.5%	1.87	5.2%	57%	False	False	10,996
20	43.12	32.22	10.90	30.5%	1.59	4.5%	33%	False	False	7,605

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	True
Stretch	0.39
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	46.27
2.618	42.86
1.618	40.77
1.000	39.48
0.618	38.68
HIGH	37.39
0.618	36.59
0.500	36.35
0.382	36.10
LOW	35.30
0.618	34.01
1.000	33.21
1.618	31.92
2.618	29.83
4.250	26.42

Fisher Pivots for day following 25-Jan-2016
Pivot	1 day	3 day
R1	36.35	35.51
PP	36.15	35.25
S1	35.96	35.00

Download as Excel Spreadsheet

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

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