NYMEX Light Sweet Crude Oil Future March 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	49.42	49.69	0.27	0.5%	51.75
High	49.96	49.69	-0.27	-0.5%	52.26
Low	48.82	48.25	-0.57	-1.2%	47.90
Close	49.78	48.29	-1.49	-3.0%	49.78
Range	1.14	1.44	0.30	26.3%	4.36
ATR	1.79	1.77	-0.02	-1.0%	0.00
Volume	28,567	31,089	2,522	8.8%	141,451

Daily Pivots for day following 19-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.06	52.12	49.08
R3	51.62	50.68	48.69
R2	50.18	50.18	48.55
R1	49.24	49.24	48.42	48.99
PP	48.74	48.74	48.74	48.62
S1	47.80	47.80	48.16	47.55
S2	47.30	47.30	48.03
S3	45.86	46.36	47.89
S4	44.42	44.92	47.50

Weekly Pivots for week ending 16-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.06	60.78	52.18
R3	58.70	56.42	50.98
R2	54.34	54.34	50.58
R1	52.06	52.06	50.18	51.02
PP	49.98	49.98	49.98	49.46
S1	47.70	47.70	49.38	46.66
S2	45.62	45.62	48.98
S3	41.26	43.34	48.58
S4	36.90	38.98	47.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.62	47.90	2.72	5.6%	1.37	2.8%	14%	False	False	28,828
10	53.01	47.90	5.11	10.6%	1.81	3.8%	8%	False	False	34,727
20	53.01	46.25	6.76	14.0%	1.67	3.5%	30%	False	False	31,098
40	53.08	41.25	11.83	24.5%	2.02	4.2%	60%	False	False	27,847
60	53.08	41.25	11.83	24.5%	1.78	3.7%	60%	False	False	24,704

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	0.50
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.81
2.618	53.46
1.618	52.02
1.000	51.13
0.618	50.58
HIGH	49.69
0.618	49.14
0.500	48.97
0.382	48.80
LOW	48.25
0.618	47.36
1.000	46.81
1.618	45.92
2.618	44.48
4.250	42.13

Fisher Pivots for day following 19-Oct-2015
Pivot	1 day	3 day
R1	48.97	48.93
PP	48.74	48.72
S1	48.52	48.50

Download as Excel Spreadsheet

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

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