NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 12-Feb-2016

Day Change Summary
	Previous	Current
	11-Feb-2016	12-Feb-2016	Change	Change %	Previous Week
Open	35.44	36.29	0.85	2.4%	38.10
High	35.78	37.76	1.98	5.5%	38.61
Low	34.69	35.73	1.04	3.0%	34.69
Close	34.83	37.69	2.86	8.2%	37.69
Range	1.09	2.03	0.94	86.2%	3.92
ATR	1.76	1.85	0.08	4.7%	0.00
Volume	33,997	26,882	-7,115	-20.9%	164,671

Daily Pivots for day following 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.15	42.45	38.81
R3	41.12	40.42	38.25
R2	39.09	39.09	38.06
R1	38.39	38.39	37.88	38.74
PP	37.06	37.06	37.06	37.24
S1	36.36	36.36	37.50	36.71
S2	35.03	35.03	37.32
S3	33.00	34.33	37.13
S4	30.97	32.30	36.57

Weekly Pivots for week ending 12-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.76	47.14	39.85
R3	44.84	43.22	38.77
R2	40.92	40.92	38.41
R1	39.30	39.30	38.05	38.15
PP	37.00	37.00	37.00	36.42
S1	35.38	35.38	37.33	34.23
S2	33.08	33.08	36.97
S3	29.16	31.46	36.61
S4	25.24	27.54	35.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.61	34.69	3.92	10.4%	1.72	4.6%	77%	False	False	32,934
10	40.07	34.69	5.38	14.3%	1.66	4.4%	56%	False	False	29,698
20	40.50	32.85	7.65	20.3%	1.89	5.0%	63%	False	False	23,401

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	46.39
2.618	43.07
1.618	41.04
1.000	39.79
0.618	39.01
HIGH	37.76
0.618	36.98
0.500	36.75
0.382	36.51
LOW	35.73
0.618	34.48
1.000	33.70
1.618	32.45
2.618	30.42
4.250	27.10

Fisher Pivots for day following 12-Feb-2016
Pivot	1 day	3 day
R1	37.38	37.20
PP	37.06	36.71
S1	36.75	36.23

Download as Excel Spreadsheet

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

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