NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 19-Jan-2016

Day Change Summary
	Previous	Current
	15-Jan-2016	19-Jan-2016	Change	Change %	Previous Week
Open	36.89	34.44	-2.45	-6.6%	38.95
High	36.89	35.56	-1.33	-3.6%	39.30
Low	34.72	34.06	-0.66	-1.9%	34.72
Close	34.94	34.39	-0.55	-1.6%	34.94
Range	2.17	1.50	-0.67	-30.9%	4.58
ATR	0.00	1.55	1.55		0.00
Volume	8,596	14,678	6,082	70.8%	59,648

Daily Pivots for day following 19-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	39.17	38.28	35.22
R3	37.67	36.78	34.80
R2	36.17	36.17	34.67
R1	35.28	35.28	34.53	34.98
PP	34.67	34.67	34.67	34.52
S1	33.78	33.78	34.25	33.48
S2	33.17	33.17	34.12
S3	31.67	32.28	33.98
S4	30.17	30.78	33.57

Weekly Pivots for week ending 15-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.06	47.08	37.46
R3	45.48	42.50	36.20
R2	40.90	40.90	35.78
R1	37.92	37.92	35.36	37.12
PP	36.32	36.32	36.32	35.92
S1	33.34	33.34	34.52	32.54
S2	31.74	31.74	34.10
S3	27.16	28.76	33.68
S4	22.58	24.18	32.42

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.40	34.06	4.34	12.6%	1.69	4.9%	8%	False	True	12,095
10	42.45	34.06	8.39	24.4%	1.62	4.7%	4%	False	True	11,205

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	False
Stretch	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	41.94
2.618	39.49
1.618	37.99
1.000	37.06
0.618	36.49
HIGH	35.56
0.618	34.99
0.500	34.81
0.382	34.63
LOW	34.06
0.618	33.13
1.000	32.56
1.618	31.63
2.618	30.13
4.250	27.69

Fisher Pivots for day following 19-Jan-2016
Pivot	1 day	3 day
R1	34.81	35.52
PP	34.67	35.14
S1	34.53	34.77

Download as Excel Spreadsheet

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

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