NYMEX Light Sweet Crude Oil Future November 2016

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

Day Change Summary
	Previous	Current
	14-Mar-2016	15-Mar-2016	Change	Change %	Previous Week
Open	43.18	41.88	-1.30	-3.0%	42.61
High	43.18	41.88	-1.30	-3.0%	43.91
Low	42.04	41.23	-0.81	-1.9%	41.96
Close	42.22	41.55	-0.67	-1.6%	43.41
Range	1.14	0.65	-0.49	-43.0%	1.95
ATR
Volume	6,071	5,318	-753	-12.4%	57,193

Daily Pivots for day following 15-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.50	43.18	41.91
R3	42.85	42.53	41.73
R2	42.20	42.20	41.67
R1	41.88	41.88	41.61	41.72
PP	41.55	41.55	41.55	41.47
S1	41.23	41.23	41.49	41.07
S2	40.90	40.90	41.43
S3	40.25	40.58	41.37
S4	39.60	39.93	41.19

Weekly Pivots for week ending 11-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.94	48.13	44.48
R3	46.99	46.18	43.95
R2	45.04	45.04	43.77
R1	44.23	44.23	43.59	44.64
PP	43.09	43.09	43.09	43.30
S1	42.28	42.28	43.23	42.69
S2	41.14	41.14	43.05
S3	39.19	40.33	42.87
S4	37.24	38.38	42.34

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.79	41.23	2.56	6.2%	0.92	2.2%	13%	False	True	9,378
10	43.91	39.54	4.37	10.5%	1.13	2.7%	46%	False	False	9,054

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	0.17
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	44.64
2.618	43.58
1.618	42.93
1.000	42.53
0.618	42.28
HIGH	41.88
0.618	41.63
0.500	41.56
0.382	41.48
LOW	41.23
0.618	40.83
1.000	40.58
1.618	40.18
2.618	39.53
4.250	38.47

Fisher Pivots for day following 15-Mar-2016
Pivot	1 day	3 day
R1	41.56	42.44
PP	41.55	42.14
S1	41.55	41.85

Download as Excel Spreadsheet

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

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