NYMEX Light Sweet Crude Oil Future February 2016

Trading Metrics calculated at close of trading on 19-Oct-2015

Day Change Summary
	Previous	Current
	16-Oct-2015	19-Oct-2015	Change	Change %	Previous Week
Open	48.84	49.23	0.39	0.8%	51.29
High	49.38	49.23	-0.15	-0.3%	51.85
Low	48.20	47.64	-0.56	-1.2%	47.38
Close	49.19	47.68	-1.51	-3.1%	49.19
Range	1.18	1.59	0.41	34.7%	4.47
ATR	1.82	1.80	-0.02	-0.9%	0.00
Volume	30,902	35,637	4,735	15.3%	142,387

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.95	51.91	48.55
R3	51.36	50.32	48.12
R2	49.77	49.77	47.97
R1	48.73	48.73	47.83	48.46
PP	48.18	48.18	48.18	48.05
S1	47.14	47.14	47.53	46.87
S2	46.59	46.59	47.39
S3	45.00	45.55	47.24
S4	43.41	43.96	46.81

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	62.88	60.51	51.65
R3	58.41	56.04	50.42
R2	53.94	53.94	50.01
R1	51.57	51.57	49.60	50.52
PP	49.47	49.47	49.47	48.95
S1	47.10	47.10	48.78	46.05
S2	45.00	45.00	48.37
S3	40.53	42.63	47.96
S4	36.06	38.16	46.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.15	47.38	2.77	5.8%	1.42	3.0%	11%	False	False	30,450
10	52.60	47.38	5.22	10.9%	1.87	3.9%	6%	False	False	31,018
20	52.60	45.73	6.87	14.4%	1.71	3.6%	28%	False	False	25,769
40	52.60	40.67	11.93	25.0%	2.02	4.2%	59%	False	False	23,840
60	52.60	40.67	11.93	25.0%	1.78	3.7%	59%	False	False	20,436
80	61.65	40.67	20.98	44.0%	1.73	3.6%	33%	False	False	16,826

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.99
2.618	53.39
1.618	51.80
1.000	50.82
0.618	50.21
HIGH	49.23
0.618	48.62
0.500	48.44
0.382	48.25
LOW	47.64
0.618	46.66
1.000	46.05
1.618	45.07
2.618	43.48
4.250	40.88

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	48.44	48.38
PP	48.18	48.15
S1	47.93	47.91

Download as Excel Spreadsheet

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

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