NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 09-May-2016

Day Change Summary
	Previous	Current
	06-May-2016	09-May-2016	Change	Change %	Previous Week
Open	46.71	47.40	0.69	1.5%	48.10
High	47.52	47.94	0.42	0.9%	48.30
Low	45.83	45.63	-0.20	-0.4%	45.70
Close	47.07	45.80	-1.27	-2.7%	47.07
Range	1.69	2.31	0.62	36.7%	2.60
ATR	1.57	1.62	0.05	3.4%	0.00
Volume	51,044	78,817	27,773	54.4%	292,210

Daily Pivots for day following 09-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.39	51.90	47.07
R3	51.08	49.59	46.44
R2	48.77	48.77	46.22
R1	47.28	47.28	46.01	46.87
PP	46.46	46.46	46.46	46.25
S1	44.97	44.97	45.59	44.56
S2	44.15	44.15	45.38
S3	41.84	42.66	45.16
S4	39.53	40.35	44.53

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.82	53.55	48.50
R3	52.22	50.95	47.79
R2	49.62	49.62	47.55
R1	48.35	48.35	47.31	47.69
PP	47.02	47.02	47.02	46.69
S1	45.75	45.75	46.83	45.09
S2	44.42	44.42	46.59
S3	41.82	43.15	46.36
S4	39.22	40.55	45.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.10	45.63	2.47	5.4%	1.79	3.9%	7%	False	True	65,745
10	48.98	45.48	3.50	7.6%	1.62	3.5%	9%	False	False	58,414
20	48.98	41.43	7.55	16.5%	1.64	3.6%	58%	False	False	60,685

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.50
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	57.76
2.618	53.99
1.618	51.68
1.000	50.25
0.618	49.37
HIGH	47.94
0.618	47.06
0.500	46.79
0.382	46.51
LOW	45.63
0.618	44.20
1.000	43.32
1.618	41.89
2.618	39.58
4.250	35.81

Fisher Pivots for day following 09-May-2016
Pivot	1 day	3 day
R1	46.79	46.87
PP	46.46	46.51
S1	46.13	46.16

Download as Excel Spreadsheet

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

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