NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 22-Feb-2016

Day Change Summary
	Previous	Current
	19-Feb-2016	22-Feb-2016	Change	Change %	Previous Week
Open	37.12	36.40	-0.72	-1.9%	36.56
High	37.40	37.92	0.52	1.4%	38.65
Low	36.00	36.40	0.40	1.1%	35.60
Close	36.22	37.73	1.51	4.2%	36.22
Range	1.40	1.52	0.12	8.6%	3.05
ATR	1.90	1.88	-0.01	-0.7%	0.00
Volume	14,818	27,215	12,397	83.7%	65,400

Daily Pivots for day following 22-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.91	41.34	38.57
R3	40.39	39.82	38.15
R2	38.87	38.87	38.01
R1	38.30	38.30	37.87	38.59
PP	37.35	37.35	37.35	37.49
S1	36.78	36.78	37.59	37.07
S2	35.83	35.83	37.45
S3	34.31	35.26	37.31
S4	32.79	33.74	36.89

Weekly Pivots for week ending 19-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.97	44.15	37.90
R3	42.92	41.10	37.06
R2	39.87	39.87	36.78
R1	38.05	38.05	36.50	37.44
PP	36.82	36.82	36.82	36.52
S1	35.00	35.00	35.94	34.39
S2	33.77	33.77	35.66
S3	30.72	31.95	35.38
S4	27.67	28.90	34.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.65	35.60	3.05	8.1%	2.00	5.3%	70%	False	False	18,523
10	38.65	33.98	4.67	12.4%	1.89	5.0%	80%	False	False	20,590
20	39.92	33.98	5.94	15.7%	1.88	5.0%	63%	False	False	19,481
40	43.12	32.22	10.90	28.9%	1.72	4.6%	51%	False	False	13,193

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	0.37
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.38
2.618	41.90
1.618	40.38
1.000	39.44
0.618	38.86
HIGH	37.92
0.618	37.34
0.500	37.16
0.382	36.98
LOW	36.40
0.618	35.46
1.000	34.88
1.618	33.94
2.618	32.42
4.250	29.94

Fisher Pivots for day following 22-Feb-2016
Pivot	1 day	3 day
R1	37.54	37.60
PP	37.35	37.46
S1	37.16	37.33

Download as Excel Spreadsheet

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

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