NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 15-Jul-2016

Day Change Summary
	Previous	Current
	14-Jul-2016	15-Jul-2016	Change	Change %	Previous Week
Open	45.14	45.52	0.38	0.8%	45.07
High	45.80	46.33	0.53	1.2%	46.93
Low	44.95	45.05	0.10	0.2%	44.42
Close	45.68	45.95	0.27	0.6%	45.95
Range	0.85	1.28	0.43	50.6%	2.51
ATR	1.86	1.82	-0.04	-2.2%	0.00
Volume	573,761	430,256	-143,505	-25.0%	2,882,176

Daily Pivots for day following 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.62	49.06	46.65
R3	48.34	47.78	46.30
R2	47.06	47.06	46.18
R1	46.50	46.50	46.07	46.78
PP	45.78	45.78	45.78	45.92
S1	45.22	45.22	45.83	45.50
S2	44.50	44.50	45.72
S3	43.22	43.94	45.60
S4	41.94	42.66	45.25

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.30	52.13	47.33
R3	50.79	49.62	46.64
R2	48.28	48.28	46.41
R1	47.11	47.11	46.18	47.70
PP	45.77	45.77	45.77	46.06
S1	44.60	44.60	45.72	45.19
S2	43.26	43.26	45.49
S3	40.75	42.09	45.26
S4	38.24	39.58	44.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.93	44.42	2.51	5.5%	1.61	3.5%	61%	False	False	576,435
10	49.35	44.42	4.93	10.7%	1.91	4.2%	31%	False	False	579,819
20	50.54	44.42	6.12	13.3%	1.93	4.2%	25%	False	False	539,476
40	52.28	44.42	7.86	17.1%	1.62	3.5%	19%	False	False	349,705
60	52.28	44.00	8.28	18.0%	1.62	3.5%	24%	False	False	251,724
80	52.28	38.14	14.14	30.8%	1.61	3.5%	55%	False	False	196,620
100	52.28	35.52	16.76	36.5%	1.58	3.4%	62%	False	False	162,172
120	52.28	33.98	18.30	39.8%	1.63	3.5%	65%	False	False	138,367

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.77
2.618	49.68
1.618	48.40
1.000	47.61
0.618	47.12
HIGH	46.33
0.618	45.84
0.500	45.69
0.382	45.54
LOW	45.05
0.618	44.26
1.000	43.77
1.618	42.98
2.618	41.70
4.250	39.61

Fisher Pivots for day following 15-Jul-2016
Pivot	1 day	3 day
R1	45.86	45.85
PP	45.78	45.74
S1	45.69	45.64

Download as Excel Spreadsheet

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

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