NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 11-Feb-2016

Day Change Summary
	Previous	Current
	10-Feb-2016	11-Feb-2016	Change	Change %	Previous Week
Open	35.98	35.44	-0.54	-1.5%	39.77
High	36.82	35.78	-1.04	-2.8%	40.07
Low	35.37	34.69	-0.68	-1.9%	36.90
Close	35.60	34.83	-0.77	-2.2%	38.69
Range	1.45	1.09	-0.36	-24.8%	3.17
ATR	1.82	1.76	-0.05	-2.9%	0.00
Volume	32,800	33,997	1,197	3.6%	132,312

Daily Pivots for day following 11-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	38.37	37.69	35.43
R3	37.28	36.60	35.13
R2	36.19	36.19	35.03
R1	35.51	35.51	34.93	35.31
PP	35.10	35.10	35.10	35.00
S1	34.42	34.42	34.73	34.22
S2	34.01	34.01	34.63
S3	32.92	33.33	34.53
S4	31.83	32.24	34.23

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.06	46.55	40.43
R3	44.89	43.38	39.56
R2	41.72	41.72	39.27
R1	40.21	40.21	38.98	39.38
PP	38.55	38.55	38.55	38.14
S1	37.04	37.04	38.40	36.21
S2	35.38	35.38	38.11
S3	32.21	33.87	37.82
S4	29.04	30.70	36.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.71	34.69	5.02	14.4%	1.54	4.4%	3%	False	True	32,970
10	40.50	34.69	5.81	16.7%	1.60	4.6%	2%	False	True	29,672
20	40.50	32.85	7.65	22.0%	1.85	5.3%	26%	False	False	22,632

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	0.42
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	40.41
2.618	38.63
1.618	37.54
1.000	36.87
0.618	36.45
HIGH	35.78
0.618	35.36
0.500	35.24
0.382	35.11
LOW	34.69
0.618	34.02
1.000	33.60
1.618	32.93
2.618	31.84
4.250	30.06

Fisher Pivots for day following 11-Feb-2016
Pivot	1 day	3 day
R1	35.24	36.46
PP	35.10	35.91
S1	34.97	35.37

Download as Excel Spreadsheet

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

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