NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 18-Feb-2016

Day Change Summary
	Previous	Current
	17-Feb-2016	18-Feb-2016	Change	Change %	Previous Week
Open	35.87	38.31	2.44	6.8%	37.91
High	38.00	38.65	0.65	1.7%	38.34
Low	35.63	36.93	1.30	3.6%	33.98
Close	37.68	37.38	-0.30	-0.8%	37.02
Range	2.37	1.72	-0.65	-27.4%	4.36
ATR	1.95	1.94	-0.02	-0.9%	0.00
Volume	18,024	13,787	-4,237	-23.5%	113,288

Daily Pivots for day following 18-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.81	41.82	38.33
R3	41.09	40.10	37.85
R2	39.37	39.37	37.70
R1	38.38	38.38	37.54	38.02
PP	37.65	37.65	37.65	37.47
S1	36.66	36.66	37.22	36.30
S2	35.93	35.93	37.06
S3	34.21	34.94	36.91
S4	32.49	33.22	36.43

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.53	47.63	39.42
R3	45.17	43.27	38.22
R2	40.81	40.81	37.82
R1	38.91	38.91	37.42	37.68
PP	36.45	36.45	36.45	35.83
S1	34.55	34.55	36.62	33.32
S2	32.09	32.09	36.22
S3	27.73	30.19	35.82
S4	23.37	25.83	34.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.65	33.98	4.67	12.5%	2.09	5.6%	73%	True	False	17,626
10	39.23	33.98	5.25	14.0%	1.85	4.9%	65%	False	False	20,902
20	39.92	32.60	7.32	19.6%	1.99	5.3%	65%	False	False	18,423
40	43.12	32.22	10.90	29.2%	1.68	4.5%	47%	False	False	12,371

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	True
Stretch	0.45
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	45.96
2.618	43.15
1.618	41.43
1.000	40.37
0.618	39.71
HIGH	38.65
0.618	37.99
0.500	37.79
0.382	37.59
LOW	36.93
0.618	35.87
1.000	35.21
1.618	34.15
2.618	32.43
4.250	29.62

Fisher Pivots for day following 18-Feb-2016
Pivot	1 day	3 day
R1	37.79	37.30
PP	37.65	37.21
S1	37.52	37.13

Download as Excel Spreadsheet

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

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