NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 24-Mar-2016

Day Change Summary
	Previous	Current
	23-Mar-2016	24-Mar-2016	Change	Change %	Previous Week
Open	44.03	42.67	-1.36	-3.1%	42.91
High	44.11	42.94	-1.17	-2.7%	44.54
Low	43.04	41.89	-1.15	-2.7%	40.89
Close	43.05	42.81	-0.24	-0.6%	43.71
Range	1.07	1.05	-0.02	-1.9%	3.65
ATR	1.38	1.37	-0.02	-1.1%	0.00
Volume	12,878	9,917	-2,961	-23.0%	77,693

Daily Pivots for day following 24-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.70	45.30	43.39
R3	44.65	44.25	43.10
R2	43.60	43.60	43.00
R1	43.20	43.20	42.91	43.40
PP	42.55	42.55	42.55	42.65
S1	42.15	42.15	42.71	42.35
S2	41.50	41.50	42.62
S3	40.45	41.10	42.52
S4	39.40	40.05	42.23

Weekly Pivots for week ending 18-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.00	52.50	45.72
R3	50.35	48.85	44.71
R2	46.70	46.70	44.38
R1	45.20	45.20	44.04	45.95
PP	43.05	43.05	43.05	43.42
S1	41.55	41.55	43.38	42.30
S2	39.40	39.40	43.04
S3	35.75	37.90	42.71
S4	32.10	34.25	41.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.54	41.89	2.65	6.2%	1.03	2.4%	35%	False	True	15,504
10	44.54	40.89	3.65	8.5%	1.06	2.5%	53%	False	False	13,990
20	44.54	38.56	5.98	14.0%	1.19	2.8%	71%	False	False	12,313

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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	47.40
2.618	45.69
1.618	44.64
1.000	43.99
0.618	43.59
HIGH	42.94
0.618	42.54
0.500	42.42
0.382	42.29
LOW	41.89
0.618	41.24
1.000	40.84
1.618	40.19
2.618	39.14
4.250	37.43

Fisher Pivots for day following 24-Mar-2016
Pivot	1 day	3 day
R1	42.68	43.18
PP	42.55	43.05
S1	42.42	42.93

Download as Excel Spreadsheet

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

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