NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 12-Apr-2016

Day Change Summary
	Previous	Current
	11-Apr-2016	12-Apr-2016	Change	Change %	Previous Week
Open	43.26	43.88	0.62	1.4%	40.58
High	44.03	45.46	1.43	3.2%	43.03
Low	42.96	43.69	0.73	1.7%	39.08
Close	43.86	45.37	1.51	3.4%	43.03
Range	1.07	1.77	0.70	65.4%	3.95
ATR	1.41	1.44	0.03	1.8%	0.00
Volume	17,796	21,959	4,163	23.4%	72,054

Daily Pivots for day following 12-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.15	49.53	46.34
R3	48.38	47.76	45.86
R2	46.61	46.61	45.69
R1	45.99	45.99	45.53	46.30
PP	44.84	44.84	44.84	45.00
S1	44.22	44.22	45.21	44.53
S2	43.07	43.07	45.05
S3	41.30	42.45	44.88
S4	39.53	40.68	44.40

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.56	52.25	45.20
R3	49.61	48.30	44.12
R2	45.66	45.66	43.75
R1	44.35	44.35	43.39	45.01
PP	41.71	41.71	41.71	42.04
S1	40.40	40.40	42.67	41.06
S2	37.76	37.76	42.31
S3	33.81	36.45	41.94
S4	29.86	32.50	40.86

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.46	40.02	5.44	12.0%	1.43	3.2%	98%	True	False	17,543
10	45.46	39.08	6.38	14.1%	1.39	3.1%	99%	True	False	14,787
20	45.46	39.08	6.38	14.1%	1.24	2.7%	99%	True	False	14,213
40	45.46	36.81	8.65	19.1%	1.35	3.0%	99%	True	False	11,613

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.98
2.618	50.09
1.618	48.32
1.000	47.23
0.618	46.55
HIGH	45.46
0.618	44.78
0.500	44.58
0.382	44.37
LOW	43.69
0.618	42.60
1.000	41.92
1.618	40.83
2.618	39.06
4.250	36.17

Fisher Pivots for day following 12-Apr-2016
Pivot	1 day	3 day
R1	45.11	44.68
PP	44.84	43.99
S1	44.58	43.31

Download as Excel Spreadsheet

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

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