NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 02-Mar-2016

Day Change Summary
	Previous	Current
	01-Mar-2016	02-Mar-2016	Change	Change %	Previous Week
Open	39.09	39.05	-0.04	-0.1%	36.87
High	39.72	39.77	0.05	0.1%	39.76
Low	38.68	38.62	-0.06	-0.2%	36.21
Close	39.31	39.34	0.03	0.1%	38.03
Range	1.04	1.15	0.11	10.6%	3.55
ATR	1.78	1.73	-0.04	-2.5%	0.00
Volume	30,545	32,906	2,361	7.7%	114,912

Daily Pivots for day following 02-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	42.69	42.17	39.97
R3	41.54	41.02	39.66
R2	40.39	40.39	39.55
R1	39.87	39.87	39.45	40.13
PP	39.24	39.24	39.24	39.38
S1	38.72	38.72	39.23	38.98
S2	38.09	38.09	39.13
S3	36.94	37.57	39.02
S4	35.79	36.42	38.71

Weekly Pivots for week ending 26-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.65	46.89	39.98
R3	45.10	43.34	39.01
R2	41.55	41.55	38.68
R1	39.79	39.79	38.36	40.67
PP	38.00	38.00	38.00	38.44
S1	36.24	36.24	37.70	37.12
S2	34.45	34.45	37.38
S3	30.90	32.69	37.05
S4	27.35	29.14	36.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.77	36.93	2.84	7.2%	1.46	3.7%	85%	True	False	26,539
10	39.77	36.21	3.56	9.0%	1.55	3.9%	88%	True	False	23,237
20	39.79	34.69	5.10	13.0%	1.72	4.4%	91%	False	False	26,036
40	42.45	32.85	9.60	24.4%	1.78	4.5%	68%	False	False	20,786

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.66
2.618	42.78
1.618	41.63
1.000	40.92
0.618	40.48
HIGH	39.77
0.618	39.33
0.500	39.20
0.382	39.06
LOW	38.62
0.618	37.91
1.000	37.47
1.618	36.76
2.618	35.61
4.250	33.73

Fisher Pivots for day following 02-Mar-2016
Pivot	1 day	3 day
R1	39.29	39.15
PP	39.24	38.96
S1	39.20	38.78

Download as Excel Spreadsheet

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

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