NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 03-Feb-2016

Day Change Summary
	Previous	Current
	02-Feb-2016	03-Feb-2016	Change	Change %	Previous Week
Open	38.31	37.18	-1.13	-2.9%	37.60
High	38.35	39.46	1.11	2.9%	40.50
Low	36.95	36.90	-0.05	-0.1%	35.29
Close	37.39	39.15	1.76	4.7%	40.35
Range	1.40	2.56	1.16	82.9%	5.21
ATR	1.84	1.89	0.05	2.8%	0.00
Volume	23,560	28,795	5,235	22.2%	95,015

Daily Pivots for day following 03-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.18	45.23	40.56
R3	43.62	42.67	39.85
R2	41.06	41.06	39.62
R1	40.11	40.11	39.38	40.59
PP	38.50	38.50	38.50	38.74
S1	37.55	37.55	38.92	38.03
S2	35.94	35.94	38.68
S3	33.38	34.99	38.45
S4	30.82	32.43	37.74

Weekly Pivots for week ending 29-Jan-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.34	52.56	43.22
R3	49.13	47.35	41.78
R2	43.92	43.92	41.31
R1	42.14	42.14	40.83	43.03
PP	38.71	38.71	38.71	39.16
S1	36.93	36.93	39.87	37.82
S2	33.50	33.50	39.39
S3	28.29	31.72	38.92
S4	23.08	26.51	37.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	40.50	36.90	3.60	9.2%	1.92	4.9%	63%	False	True	24,748
10	40.50	33.16	7.34	18.7%	2.17	5.5%	82%	False	False	20,823
20	41.75	32.85	8.90	22.7%	1.92	4.9%	71%	False	False	16,698

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	50.34
2.618	46.16
1.618	43.60
1.000	42.02
0.618	41.04
HIGH	39.46
0.618	38.48
0.500	38.18
0.382	37.88
LOW	36.90
0.618	35.32
1.000	34.34
1.618	32.76
2.618	30.20
4.250	26.02

Fisher Pivots for day following 03-Feb-2016
Pivot	1 day	3 day
R1	38.83	38.93
PP	38.50	38.71
S1	38.18	38.49

Download as Excel Spreadsheet

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

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