NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 11-Aug-2015

Day Change Summary
	Previous	Current
	10-Aug-2015	11-Aug-2015	Change	Change %	Previous Week
Open	47.67	49.18	1.51	3.2%	50.47
High	49.42	49.61	0.19	0.4%	50.65
Low	47.64	47.71	0.07	0.1%	47.75
Close	49.37	47.90	-1.47	-3.0%	47.90
Range	1.78	1.90	0.12	6.7%	2.90
ATR	1.40	1.44	0.04	2.6%	0.00
Volume	21,464	22,174	710	3.3%	71,175

Daily Pivots for day following 11-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.11	52.90	48.95
R3	52.21	51.00	48.42
R2	50.31	50.31	48.25
R1	49.10	49.10	48.07	48.76
PP	48.41	48.41	48.41	48.23
S1	47.20	47.20	47.73	46.86
S2	46.51	46.51	47.55
S3	44.61	45.30	47.38
S4	42.71	43.40	46.86

Weekly Pivots for week ending 07-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.47	55.58	49.50
R3	54.57	52.68	48.70
R2	51.67	51.67	48.43
R1	49.78	49.78	48.17	49.28
PP	48.77	48.77	48.77	48.51
S1	46.88	46.88	47.63	46.38
S2	45.87	45.87	47.37
S3	42.97	43.98	47.10
S4	40.07	41.08	46.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.94	47.64	2.30	4.8%	1.47	3.1%	11%	False	False	18,112
10	52.66	47.64	5.02	10.5%	1.38	2.9%	5%	False	False	15,238
20	56.34	47.64	8.70	18.2%	1.27	2.6%	3%	False	False	12,502

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	57.69
2.618	54.58
1.618	52.68
1.000	51.51
0.618	50.78
HIGH	49.61
0.618	48.88
0.500	48.66
0.382	48.44
LOW	47.71
0.618	46.54
1.000	45.81
1.618	44.64
2.618	42.74
4.250	39.64

Fisher Pivots for day following 11-Aug-2015
Pivot	1 day	3 day
R1	48.66	48.63
PP	48.41	48.38
S1	48.15	48.14

Download as Excel Spreadsheet

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

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