NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	43.71	43.18	-0.53	-1.2%	45.57
High	43.75	44.15	0.40	0.9%	46.51
Low	42.74	43.12	0.38	0.9%	42.74
Close	43.03	43.30	0.27	0.6%	43.03
Range	1.01	1.03	0.02	2.0%	3.77
ATR	1.63	1.59	-0.04	-2.2%	0.00
Volume	231,191	129,857	-101,334	-43.8%	2,877,028

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.61	45.99	43.87
R3	45.58	44.96	43.58
R2	44.55	44.55	43.49
R1	43.93	43.93	43.39	44.24
PP	43.52	43.52	43.52	43.68
S1	42.90	42.90	43.21	43.21
S2	42.49	42.49	43.11
S3	41.46	41.87	43.02
S4	40.43	40.84	42.73

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.40	52.99	45.10
R3	51.63	49.22	44.07
R2	47.86	47.86	43.72
R1	45.45	45.45	43.38	44.77
PP	44.09	44.09	44.09	43.76
S1	41.68	41.68	42.68	41.00
S2	40.32	40.32	42.34
S3	36.55	37.91	41.99
S4	32.78	34.14	40.96

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.13	42.74	3.39	7.8%	1.28	3.0%	17%	False	False	452,373
10	47.75	42.74	5.01	11.6%	1.63	3.8%	11%	False	False	596,204
20	49.08	42.74	6.34	14.6%	1.55	3.6%	9%	False	False	561,324
40	49.36	39.96	9.40	21.7%	1.52	3.5%	36%	False	False	394,539
60	51.53	39.96	11.57	26.7%	1.61	3.7%	29%	False	False	283,906
80	53.02	39.96	13.06	30.2%	1.54	3.6%	26%	False	False	219,422
100	53.02	39.96	13.06	30.2%	1.51	3.5%	26%	False	False	179,628
120	53.02	39.08	13.94	32.2%	1.51	3.5%	30%	False	False	152,460

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	48.53
2.618	46.85
1.618	45.82
1.000	45.18
0.618	44.79
HIGH	44.15
0.618	43.76
0.500	43.64
0.382	43.51
LOW	43.12
0.618	42.48
1.000	42.09
1.618	41.45
2.618	40.42
4.250	38.74

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	43.64	43.54
PP	43.52	43.46
S1	43.41	43.38

Download as Excel Spreadsheet

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

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