NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 22-Aug-2016

Day Change Summary
	Previous	Current
	19-Aug-2016	22-Aug-2016	Change	Change %	Previous Week
Open	50.76	50.67	-0.09	-0.2%	47.32
High	51.13	50.67	-0.46	-0.9%	51.13
Low	50.35	49.19	-1.16	-2.3%	47.09
Close	50.89	49.24	-1.65	-3.2%	50.89
Range	0.78	1.48	0.70	89.7%	4.04
ATR	1.42	1.44	0.02	1.4%	0.00
Volume	32,855	30,353	-2,502	-7.6%	143,118

Daily Pivots for day following 22-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.14	53.17	50.05
R3	52.66	51.69	49.65
R2	51.18	51.18	49.51
R1	50.21	50.21	49.38	49.96
PP	49.70	49.70	49.70	49.57
S1	48.73	48.73	49.10	48.48
S2	48.22	48.22	48.97
S3	46.74	47.25	48.83
S4	45.26	45.77	48.43

Weekly Pivots for week ending 19-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	61.82	60.40	53.11
R3	57.78	56.36	52.00
R2	53.74	53.74	51.63
R1	52.32	52.32	51.26	53.03
PP	49.70	49.70	49.70	50.06
S1	48.28	48.28	50.52	48.99
S2	45.66	45.66	50.15
S3	41.62	44.24	49.78
S4	37.58	40.20	48.67

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.13	47.93	3.20	6.5%	1.26	2.6%	41%	False	False	30,381
10	51.13	44.09	7.04	14.3%	1.43	2.9%	73%	False	False	26,821
20	51.13	42.34	8.79	17.9%	1.41	2.9%	78%	False	False	22,572
40	52.66	42.34	10.32	21.0%	1.50	3.0%	67%	False	False	19,694
60	53.72	42.34	11.38	23.1%	1.42	2.9%	61%	False	False	15,814

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	0.32
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.96
2.618	54.54
1.618	53.06
1.000	52.15
0.618	51.58
HIGH	50.67
0.618	50.10
0.500	49.93
0.382	49.76
LOW	49.19
0.618	48.28
1.000	47.71
1.618	46.80
2.618	45.32
4.250	42.90

Fisher Pivots for day following 22-Aug-2016
Pivot	1 day	3 day
R1	49.93	50.16
PP	49.70	49.85
S1	49.47	49.55

Download as Excel Spreadsheet

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

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