NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 23-Mar-2016

Day Change Summary
	Previous	Current
	22-Mar-2016	23-Mar-2016	Change	Change %	Previous Week
Open	43.84	43.88	0.04	0.1%	42.50
High	44.28	43.88	-0.40	-0.9%	44.35
Low	43.23	42.62	-0.61	-1.4%	40.44
Close	44.07	42.69	-1.38	-3.1%	43.46
Range	1.05	1.26	0.21	20.0%	3.91
ATR	1.50	1.49	0.00	-0.2%	0.00
Volume	27,942	25,296	-2,646	-9.5%	170,194

Daily Pivots for day following 23-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.84	46.03	43.38
R3	45.58	44.77	43.04
R2	44.32	44.32	42.92
R1	43.51	43.51	42.81	43.29
PP	43.06	43.06	43.06	42.95
S1	42.25	42.25	42.57	42.03
S2	41.80	41.80	42.46
S3	40.54	40.99	42.34
S4	39.28	39.73	42.00

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.48	52.88	45.61
R3	50.57	48.97	44.54
R2	46.66	46.66	44.18
R1	45.06	45.06	43.82	45.86
PP	42.75	42.75	42.75	43.15
S1	41.15	41.15	43.10	41.95
S2	38.84	38.84	42.74
S3	34.93	37.24	42.38
S4	31.02	33.33	41.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.35	42.40	1.95	4.6%	1.19	2.8%	15%	False	False	34,360
10	44.35	40.44	3.91	9.2%	1.19	2.8%	58%	False	False	32,444
20	44.35	36.93	7.42	17.4%	1.39	3.2%	78%	False	False	30,138
40	44.35	34.69	9.66	22.6%	1.60	3.8%	83%	False	False	27,550

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.18
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.24
2.618	47.18
1.618	45.92
1.000	45.14
0.618	44.66
HIGH	43.88
0.618	43.40
0.500	43.25
0.382	43.10
LOW	42.62
0.618	41.84
1.000	41.36
1.618	40.58
2.618	39.32
4.250	37.27

Fisher Pivots for day following 23-Mar-2016
Pivot	1 day	3 day
R1	43.25	43.45
PP	43.06	43.20
S1	42.88	42.94

Download as Excel Spreadsheet

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

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