NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 08-Sep-2016

Day Change Summary
	Previous	Current
	07-Sep-2016	08-Sep-2016	Change	Change %	Previous Week
Open	45.56	46.77	1.21	2.7%	47.89
High	46.82	48.38	1.56	3.3%	48.11
Low	45.19	46.41	1.22	2.7%	43.59
Close	46.15	48.26	2.11	4.6%	45.04
Range	1.63	1.97	0.34	20.9%	4.52
ATR	1.61	1.66	0.04	2.7%	0.00
Volume	152,800	295,618	142,818	93.5%	618,584

Daily Pivots for day following 08-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.59	52.90	49.34
R3	51.62	50.93	48.80
R2	49.65	49.65	48.62
R1	48.96	48.96	48.44	49.31
PP	47.68	47.68	47.68	47.86
S1	46.99	46.99	48.08	47.34
S2	45.71	45.71	47.90
S3	43.74	45.02	47.72
S4	41.77	43.05	47.18

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.14	56.61	47.53
R3	54.62	52.09	46.28
R2	50.10	50.10	45.87
R1	47.57	47.57	45.45	46.58
PP	45.58	45.58	45.58	45.08
S1	43.05	43.05	44.63	42.06
S2	41.06	41.06	44.21
S3	36.54	38.53	43.80
S4	32.02	34.01	42.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.38	43.59	4.79	9.9%	1.98	4.1%	97%	True	False	202,537
10	49.14	43.59	5.55	11.5%	1.63	3.4%	84%	False	False	152,854
20	50.00	42.64	7.36	15.3%	1.58	3.3%	76%	False	False	119,944
40	50.00	40.77	9.23	19.1%	1.47	3.0%	81%	False	False	86,803
60	52.00	40.77	11.23	23.3%	1.60	3.3%	67%	False	False	67,762
80	53.39	40.77	12.62	26.2%	1.48	3.1%	59%	False	False	54,495
100	53.39	40.77	12.62	26.2%	1.48	3.1%	59%	False	False	46,628
120	53.39	39.40	13.99	29.0%	1.43	3.0%	63%	False	False	40,699

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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.75
2.618	53.54
1.618	51.57
1.000	50.35
0.618	49.60
HIGH	48.38
0.618	47.63
0.500	47.40
0.382	47.16
LOW	46.41
0.618	45.19
1.000	44.44
1.618	43.22
2.618	41.25
4.250	38.04

Fisher Pivots for day following 08-Sep-2016
Pivot	1 day	3 day
R1	47.97	47.65
PP	47.68	47.04
S1	47.40	46.43

Download as Excel Spreadsheet

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

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