NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 14-Mar-2016

Day Change Summary
	Previous	Current
	11-Mar-2016	14-Mar-2016	Change	Change %	Previous Week
Open	42.32	42.50	0.18	0.4%	41.28
High	42.99	42.60	-0.39	-0.9%	43.37
Low	42.16	41.25	-0.91	-2.2%	41.25
Close	42.67	41.51	-1.16	-2.7%	42.67
Range	0.83	1.35	0.52	62.7%	2.12
ATR	1.65	1.63	-0.02	-1.0%	0.00
Volume	33,496	20,951	-12,545	-37.5%	168,788

Daily Pivots for day following 14-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.84	45.02	42.25
R3	44.49	43.67	41.88
R2	43.14	43.14	41.76
R1	42.32	42.32	41.63	42.06
PP	41.79	41.79	41.79	41.65
S1	40.97	40.97	41.39	40.71
S2	40.44	40.44	41.26
S3	39.09	39.62	41.14
S4	37.74	38.27	40.77

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.79	47.85	43.84
R3	46.67	45.73	43.25
R2	44.55	44.55	43.06
R1	43.61	43.61	42.86	44.08
PP	42.43	42.43	42.43	42.67
S1	41.49	41.49	42.48	41.96
S2	40.31	40.31	42.28
S3	38.19	39.37	42.09
S4	36.07	37.25	41.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.37	41.25	2.12	5.1%	1.44	3.5%	12%	False	True	30,675
10	43.37	38.62	4.75	11.4%	1.40	3.4%	61%	False	False	30,230
20	43.37	36.18	7.19	17.3%	1.64	3.9%	74%	False	False	25,674
40	43.37	32.85	10.52	25.3%	1.76	4.2%	82%	False	False	24,538

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.34
2.618	46.13
1.618	44.78
1.000	43.95
0.618	43.43
HIGH	42.60
0.618	42.08
0.500	41.93
0.382	41.77
LOW	41.25
0.618	40.42
1.000	39.90
1.618	39.07
2.618	37.72
4.250	35.51

Fisher Pivots for day following 14-Mar-2016
Pivot	1 day	3 day
R1	41.93	42.12
PP	41.79	41.92
S1	41.65	41.71

Download as Excel Spreadsheet

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

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