NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 19-Sep-2016

Day Change Summary
	Previous	Current
	16-Sep-2016	19-Sep-2016	Change	Change %	Previous Week
Open	44.93	44.47	-0.46	-1.0%	46.78
High	45.02	45.41	0.39	0.9%	47.64
Low	44.08	44.39	0.31	0.7%	44.08
Close	44.36	44.56	0.20	0.5%	44.36
Range	0.94	1.02	0.08	8.5%	3.56
ATR	1.61	1.57	-0.04	-2.5%	0.00
Volume	120,066	109,389	-10,677	-8.9%	665,598

Daily Pivots for day following 19-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.85	47.22	45.12
R3	46.83	46.20	44.84
R2	45.81	45.81	44.75
R1	45.18	45.18	44.65	45.50
PP	44.79	44.79	44.79	44.94
S1	44.16	44.16	44.47	44.48
S2	43.77	43.77	44.37
S3	42.75	43.14	44.28
S4	41.73	42.12	44.00

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.04	53.76	46.32
R3	52.48	50.20	45.34
R2	48.92	48.92	45.01
R1	46.64	46.64	44.69	46.00
PP	45.36	45.36	45.36	45.04
S1	43.08	43.08	44.03	42.44
S2	41.80	41.80	43.71
S3	38.24	39.52	43.38
S4	34.68	35.96	42.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.27	44.08	3.19	7.2%	1.23	2.8%	15%	False	False	133,005
10	49.02	44.08	4.94	11.1%	1.61	3.6%	10%	False	False	119,847
20	50.20	44.08	6.12	13.7%	1.53	3.4%	8%	False	False	102,187
40	50.59	41.58	9.01	20.2%	1.49	3.4%	33%	False	False	88,765
60	52.40	41.58	10.82	24.3%	1.59	3.6%	28%	False	False	84,321
80	53.62	41.58	12.04	27.0%	1.52	3.4%	25%	False	False	77,613
100	53.62	41.58	12.04	27.0%	1.50	3.4%	25%	False	False	73,972
120	53.62	39.70	13.92	31.2%	1.52	3.4%	35%	False	False	71,392

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.75
2.618	48.08
1.618	47.06
1.000	46.43
0.618	46.04
HIGH	45.41
0.618	45.02
0.500	44.90
0.382	44.78
LOW	44.39
0.618	43.76
1.000	43.37
1.618	42.74
2.618	41.72
4.250	40.06

Fisher Pivots for day following 19-Sep-2016
Pivot	1 day	3 day
R1	44.90	44.87
PP	44.79	44.76
S1	44.67	44.66

Download as Excel Spreadsheet

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

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