NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 17-Mar-2016

Day Change Summary
	Previous	Current
	16-Mar-2016	17-Mar-2016	Change	Change %	Previous Week
Open	41.21	42.42	1.21	2.9%	41.28
High	42.57	43.84	1.27	3.0%	43.37
Low	41.10	42.40	1.30	3.2%	41.25
Close	42.45	43.78	1.33	3.1%	42.67
Range	1.47	1.44	-0.03	-2.0%	2.12
ATR	1.61	1.60	-0.01	-0.8%	0.00
Volume	37,144	45,765	8,621	23.2%	168,788

Daily Pivots for day following 17-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.66	47.16	44.57
R3	46.22	45.72	44.18
R2	44.78	44.78	44.04
R1	44.28	44.28	43.91	44.53
PP	43.34	43.34	43.34	43.47
S1	42.84	42.84	43.65	43.09
S2	41.90	41.90	43.52
S3	40.46	41.40	43.38
S4	39.02	39.96	42.99

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	43.84	40.44	3.40	7.8%	1.26	2.9%	98%	True	False	31,924
10	43.84	39.46	4.38	10.0%	1.51	3.4%	99%	True	False	31,427
20	43.84	36.21	7.63	17.4%	1.50	3.4%	99%	True	False	27,852
40	43.84	33.16	10.68	24.4%	1.74	4.0%	99%	True	False	26,105

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	0.15
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.96
2.618	47.61
1.618	46.17
1.000	45.28
0.618	44.73
HIGH	43.84
0.618	43.29
0.500	43.12
0.382	42.95
LOW	42.40
0.618	41.51
1.000	40.96
1.618	40.07
2.618	38.63
4.250	36.28

Fisher Pivots for day following 17-Mar-2016
Pivot	1 day	3 day
R1	43.56	43.23
PP	43.34	42.69
S1	43.12	42.14

Download as Excel Spreadsheet

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

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