NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 04-Mar-2016

Day Change Summary
	Previous	Current
	03-Mar-2016	04-Mar-2016	Change	Change %	Previous Week
Open	39.52	40.14	0.62	1.6%	38.70
High	40.14	41.73	1.59	4.0%	41.73
Low	39.30	40.03	0.73	1.9%	38.70
Close	39.98	41.54	1.56	3.9%	41.54
Range	0.84	1.70	0.86	102.4%	3.03
ATR	1.52	1.54	0.02	1.1%	0.00
Volume	12,224	6,592	-5,632	-46.1%	49,761

Daily Pivots for day following 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.20	45.57	42.48
R3	44.50	43.87	42.01
R2	42.80	42.80	41.85
R1	42.17	42.17	41.70	42.49
PP	41.10	41.10	41.10	41.26
S1	40.47	40.47	41.38	40.79
S2	39.40	39.40	41.23
S3	37.70	38.77	41.07
S4	36.00	37.07	40.61

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.75	48.67	43.21
R3	46.72	45.64	42.37
R2	43.69	43.69	42.10
R1	42.61	42.61	41.82	43.15
PP	40.66	40.66	40.66	40.93
S1	39.58	39.58	41.26	40.12
S2	37.63	37.63	40.98
S3	34.60	36.55	40.71
S4	31.57	33.52	39.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.73	38.70	3.03	7.3%	1.07	2.6%	94%	True	False	9,952
10	41.73	36.98	4.75	11.4%	1.32	3.2%	96%	True	False	8,747
20	41.73	35.44	6.29	15.1%	1.52	3.7%	97%	True	False	10,818

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	48.96
2.618	46.18
1.618	44.48
1.000	43.43
0.618	42.78
HIGH	41.73
0.618	41.08
0.500	40.88
0.382	40.68
LOW	40.03
0.618	38.98
1.000	38.33
1.618	37.28
2.618	35.58
4.250	32.81

Fisher Pivots for day following 04-Mar-2016
Pivot	1 day	3 day
R1	41.32	41.17
PP	41.10	40.80
S1	40.88	40.43

Download as Excel Spreadsheet

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

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