NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 03-May-2016

Day Change Summary
	Previous	Current
	02-May-2016	03-May-2016	Change	Change %	Previous Week
Open	48.10	47.09	-1.01	-2.1%	46.18
High	48.30	47.55	-0.75	-1.6%	48.98
Low	46.94	45.99	-0.95	-2.0%	45.41
Close	47.09	46.29	-0.80	-1.7%	48.22
Range	1.36	1.56	0.20	14.7%	3.57
ATR	1.52	1.53	0.00	0.2%	0.00
Volume	42,298	53,262	10,964	25.9%	263,489

Daily Pivots for day following 03-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.29	50.35	47.15
R3	49.73	48.79	46.72
R2	48.17	48.17	46.58
R1	47.23	47.23	46.43	46.92
PP	46.61	46.61	46.61	46.46
S1	45.67	45.67	46.15	45.36
S2	45.05	45.05	46.00
S3	43.49	44.11	45.86
S4	41.93	42.55	45.43

Weekly Pivots for week ending 29-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.25	56.80	50.18
R3	54.68	53.23	49.20
R2	51.11	51.11	48.87
R1	49.66	49.66	48.55	50.39
PP	47.54	47.54	47.54	47.90
S1	46.09	46.09	47.89	46.82
S2	43.97	43.97	47.57
S3	40.40	42.52	47.24
S4	36.83	38.95	46.26

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.98	45.99	2.99	6.5%	1.40	3.0%	10%	False	True	52,773
10	48.98	43.91	5.07	11.0%	1.52	3.3%	47%	False	False	52,999
20	48.98	40.38	8.60	18.6%	1.59	3.4%	69%	False	False	59,820

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.47
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.18
2.618	51.63
1.618	50.07
1.000	49.11
0.618	48.51
HIGH	47.55
0.618	46.95
0.500	46.77
0.382	46.59
LOW	45.99
0.618	45.03
1.000	44.43
1.618	43.47
2.618	41.91
4.250	39.36

Fisher Pivots for day following 03-May-2016
Pivot	1 day	3 day
R1	46.77	47.49
PP	46.61	47.09
S1	46.45	46.69

Download as Excel Spreadsheet

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

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