NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 21-Aug-2015

Day Change Summary
	Previous	Current
	20-Aug-2015	21-Aug-2015	Change	Change %	Previous Week
Open	45.11	44.40	-0.71	-1.6%	47.65
High	45.53	44.68	-0.85	-1.9%	47.82
Low	44.14	43.41	-0.73	-1.7%	43.41
Close	44.99	43.88	-1.11	-2.5%	43.88
Range	1.39	1.27	-0.12	-8.6%	4.41
ATR	1.38	1.39	0.01	1.1%	0.00
Volume	36,604	23,876	-12,728	-34.8%	125,072

Daily Pivots for day following 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	47.80	47.11	44.58
R3	46.53	45.84	44.23
R2	45.26	45.26	44.11
R1	44.57	44.57	44.00	44.28
PP	43.99	43.99	43.99	43.85
S1	43.30	43.30	43.76	43.01
S2	42.72	42.72	43.65
S3	41.45	42.03	43.53
S4	40.18	40.76	43.18

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.27	55.48	46.31
R3	53.86	51.07	45.09
R2	49.45	49.45	44.69
R1	46.66	46.66	44.28	45.85
PP	45.04	45.04	45.04	44.63
S1	42.25	42.25	43.48	41.44
S2	40.63	40.63	43.07
S3	36.22	37.84	42.67
S4	31.81	33.43	41.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.82	43.41	4.41	10.1%	1.32	3.0%	11%	False	True	25,014
10	49.61	43.41	6.20	14.1%	1.36	3.1%	8%	False	True	23,805
20	52.66	43.41	9.25	21.1%	1.30	3.0%	5%	False	True	18,420

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.23
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	50.08
2.618	48.00
1.618	46.73
1.000	45.95
0.618	45.46
HIGH	44.68
0.618	44.19
0.500	44.05
0.382	43.90
LOW	43.41
0.618	42.63
1.000	42.14
1.618	41.36
2.618	40.09
4.250	38.01

Fisher Pivots for day following 21-Aug-2015
Pivot	1 day	3 day
R1	44.05	45.26
PP	43.99	44.80
S1	43.94	44.34

Download as Excel Spreadsheet

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

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