NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 15-Aug-2016

Day Change Summary
	Previous	Current
	12-Aug-2016	15-Aug-2016	Change	Change %	Previous Week
Open	43.46	44.74	1.28	2.9%	41.99
High	44.78	45.93	1.15	2.6%	44.78
Low	43.31	44.38	1.07	2.5%	41.10
Close	44.49	45.74	1.25	2.8%	44.49
Range	1.47	1.55	0.08	5.4%	3.68
ATR	1.64	1.63	-0.01	-0.4%	0.00
Volume	536,081	522,526	-13,555	-2.5%	3,081,697

Daily Pivots for day following 15-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.00	49.42	46.59
R3	48.45	47.87	46.17
R2	46.90	46.90	46.02
R1	46.32	46.32	45.88	46.61
PP	45.35	45.35	45.35	45.50
S1	44.77	44.77	45.60	45.06
S2	43.80	43.80	45.46
S3	42.25	43.22	45.31
S4	40.70	41.67	44.89

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.50	53.17	46.51
R3	50.82	49.49	45.50
R2	47.14	47.14	45.16
R1	45.81	45.81	44.83	46.48
PP	43.46	43.46	43.46	43.79
S1	42.13	42.13	44.15	42.80
S2	39.78	39.78	43.82
S3	36.10	38.45	43.48
S4	32.42	34.77	42.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.93	41.10	4.83	10.6%	1.76	3.8%	96%	True	False	608,338
10	45.93	39.19	6.74	14.7%	1.67	3.7%	97%	True	False	594,294
20	46.38	39.19	7.19	15.7%	1.53	3.3%	91%	False	False	533,764
40	51.11	39.19	11.92	26.1%	1.69	3.7%	55%	False	False	363,371
60	52.73	39.19	13.54	29.6%	1.57	3.4%	48%	False	False	264,114
80	52.73	39.19	13.54	29.6%	1.56	3.4%	48%	False	False	208,233
100	52.73	38.67	14.06	30.7%	1.57	3.4%	50%	False	False	173,396
120	52.73	36.93	15.80	34.5%	1.54	3.4%	56%	False	False	149,520

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	0.44
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.52
2.618	49.99
1.618	48.44
1.000	47.48
0.618	46.89
HIGH	45.93
0.618	45.34
0.500	45.16
0.382	44.97
LOW	44.38
0.618	43.42
1.000	42.83
1.618	41.87
2.618	40.32
4.250	37.79

Fisher Pivots for day following 15-Aug-2016
Pivot	1 day	3 day
R1	45.55	45.00
PP	45.35	44.26
S1	45.16	43.52

Download as Excel Spreadsheet

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

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