NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 13-Aug-2015

Day Change Summary
	Previous	Current
	12-Aug-2015	13-Aug-2015	Change	Change %	Previous Week
Open	47.70	48.38	0.68	1.4%	50.47
High	48.55	48.60	0.05	0.1%	50.65
Low	47.49	47.47	-0.02	0.0%	47.75
Close	48.28	47.72	-0.56	-1.2%	47.90
Range	1.06	1.13	0.07	6.6%	2.90
ATR	1.41	1.39	-0.02	-1.4%	0.00
Volume	24,812	33,035	8,223	33.1%	71,175

Daily Pivots for day following 13-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.32	50.65	48.34
R3	50.19	49.52	48.03
R2	49.06	49.06	47.93
R1	48.39	48.39	47.82	48.16
PP	47.93	47.93	47.93	47.82
S1	47.26	47.26	47.62	47.03
S2	46.80	46.80	47.51
S3	45.67	46.13	47.41
S4	44.54	45.00	47.10

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	49.61	47.47	2.14	4.5%	1.42	3.0%	12%	False	True	23,329
10	52.01	47.47	4.54	9.5%	1.37	2.9%	6%	False	True	18,461
20	54.45	47.47	6.98	14.6%	1.22	2.6%	4%	False	True	14,287

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.40
2.618	51.56
1.618	50.43
1.000	49.73
0.618	49.30
HIGH	48.60
0.618	48.17
0.500	48.04
0.382	47.90
LOW	47.47
0.618	46.77
1.000	46.34
1.618	45.64
2.618	44.51
4.250	42.67

Fisher Pivots for day following 13-Aug-2015
Pivot	1 day	3 day
R1	48.04	48.54
PP	47.93	48.27
S1	47.83	47.99

Download as Excel Spreadsheet

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

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