NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 10-May-2016

Day Change Summary
	Previous	Current
	09-May-2016	10-May-2016	Change	Change %	Previous Week
Open	47.40	45.67	-1.73	-3.6%	48.10
High	47.94	47.36	-0.58	-1.2%	48.30
Low	45.63	45.53	-0.10	-0.2%	45.70
Close	45.80	47.28	1.48	3.2%	47.07
Range	2.31	1.83	-0.48	-20.8%	2.60
ATR	1.62	1.63	0.02	0.9%	0.00
Volume	78,817	67,056	-11,761	-14.9%	292,210

Daily Pivots for day following 10-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.21	51.58	48.29
R3	50.38	49.75	47.78
R2	48.55	48.55	47.62
R1	47.92	47.92	47.45	48.24
PP	46.72	46.72	46.72	46.88
S1	46.09	46.09	47.11	46.41
S2	44.89	44.89	46.94
S3	43.06	44.26	46.78
S4	41.23	42.43	46.27

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	45.53	2.57	5.4%	1.85	3.9%	68%	False	True	68,504
10	48.98	45.53	3.45	7.3%	1.62	3.4%	51%	False	True	60,638
20	48.98	41.43	7.55	16.0%	1.64	3.5%	77%	False	False	59,162

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	0.47
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.14
2.618	52.15
1.618	50.32
1.000	49.19
0.618	48.49
HIGH	47.36
0.618	46.66
0.500	46.45
0.382	46.23
LOW	45.53
0.618	44.40
1.000	43.70
1.618	42.57
2.618	40.74
4.250	37.75

Fisher Pivots for day following 10-May-2016
Pivot	1 day	3 day
R1	47.00	47.10
PP	46.72	46.92
S1	46.45	46.74

Download as Excel Spreadsheet

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

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