NYMEX Light Sweet Crude Oil Future November 2016

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

Day Change Summary
	Previous	Current
	14-Apr-2016	15-Apr-2016	Change	Change %	Previous Week
Open	44.67	44.95	0.28	0.6%	43.82
High	45.30	44.95	-0.35	-0.8%	45.65
Low	44.62	43.28	-1.34	-3.0%	43.12
Close	44.79	43.94	-0.85	-1.9%	43.94
Range	0.68	1.67	0.99	145.6%	2.53
ATR	1.24	1.27	0.03	2.5%	0.00
Volume	9,751	11,071	1,320	13.5%	79,025

Daily Pivots for day following 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.07	48.17	44.86
R3	47.40	46.50	44.40
R2	45.73	45.73	44.25
R1	44.83	44.83	44.09	44.45
PP	44.06	44.06	44.06	43.86
S1	43.16	43.16	43.79	42.78
S2	42.39	42.39	43.63
S3	40.72	41.49	43.48
S4	39.05	39.82	43.02

Weekly Pivots for week ending 15-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.83	50.41	45.33
R3	49.30	47.88	44.64
R2	46.77	46.77	44.40
R1	45.35	45.35	44.17	46.06
PP	44.24	44.24	44.24	44.59
S1	42.82	42.82	43.71	43.53
S2	41.71	41.71	43.48
S3	39.18	40.29	43.24
S4	36.65	37.76	42.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.65	43.12	2.53	5.8%	1.08	2.5%	32%	False	False	15,805
10	45.65	39.40	6.25	14.2%	1.20	2.7%	73%	False	False	13,677
20	45.65	39.40	6.25	14.2%	1.12	2.5%	73%	False	False	11,188

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	0.13
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	52.05
2.618	49.32
1.618	47.65
1.000	46.62
0.618	45.98
HIGH	44.95
0.618	44.31
0.500	44.12
0.382	43.92
LOW	43.28
0.618	42.25
1.000	41.61
1.618	40.58
2.618	38.91
4.250	36.18

Fisher Pivots for day following 15-Apr-2016
Pivot	1 day	3 day
R1	44.12	44.39
PP	44.06	44.24
S1	44.00	44.09

Download as Excel Spreadsheet

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

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