NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 14-Jan-2016

Day Change Summary
	Previous	Current
	13-Jan-2016	14-Jan-2016	Change	Change %	Previous Week
Open	36.94	35.83	-1.11	-3.0%	43.22
High	37.23	36.98	-0.25	-0.7%	43.64
Low	35.68	35.79	0.11	0.3%	38.70
Close	35.94	36.79	0.85	2.4%	39.47
Range	1.55	1.19	-0.36	-23.2%	4.94
ATR
Volume	13,698	11,498	-2,200	-16.1%	49,800

Daily Pivots for day following 14-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	40.09	39.63	37.44
R3	38.90	38.44	37.12
R2	37.71	37.71	37.01
R1	37.25	37.25	36.90	37.48
PP	36.52	36.52	36.52	36.64
S1	36.06	36.06	36.68	36.29
S2	35.33	35.33	36.57
S3	34.14	34.87	36.46
S4	32.95	33.68	36.14

Weekly Pivots for week ending 08-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.42	52.39	42.19
R3	50.48	47.45	40.83
R2	45.54	45.54	40.38
R1	42.51	42.51	39.92	41.56
PP	40.60	40.60	40.60	40.13
S1	37.57	37.57	39.02	36.62
S2	35.66	35.66	38.56
S3	30.72	32.63	38.11
S4	25.78	27.69	36.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.40	35.68	4.72	12.8%	1.64	4.5%	24%	False	False	12,177
10	43.64	35.68	7.96	21.6%	1.58	4.3%	14%	False	False	10,680

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	42.04
2.618	40.10
1.618	38.91
1.000	38.17
0.618	37.72
HIGH	36.98
0.618	36.53
0.500	36.39
0.382	36.24
LOW	35.79
0.618	35.05
1.000	34.60
1.618	33.86
2.618	32.67
4.250	30.73

Fisher Pivots for day following 14-Jan-2016
Pivot	1 day	3 day
R1	36.66	37.04
PP	36.52	36.96
S1	36.39	36.87

Download as Excel Spreadsheet

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

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