NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 27-Aug-2015

Day Change Summary
	Previous	Current
	26-Aug-2015	27-Aug-2015	Change	Change %	Previous Week
Open	43.28	43.84	0.56	1.3%	48.33
High	43.64	47.47	3.83	8.8%	48.59
Low	42.86	43.84	0.98	2.3%	44.03
Close	43.04	47.33	4.29	10.0%	44.46
Range	0.78	3.63	2.85	365.4%	4.56
ATR	1.23	1.46	0.23	18.5%	0.00
Volume	4,124	8,361	4,237	102.7%	38,735

Daily Pivots for day following 27-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.10	55.85	49.33
R3	53.47	52.22	48.33
R2	49.84	49.84	48.00
R1	48.59	48.59	47.66	49.22
PP	46.21	46.21	46.21	46.53
S1	44.96	44.96	47.00	45.59
S2	42.58	42.58	46.66
S3	38.95	41.33	46.33
S4	35.32	37.70	45.33

Weekly Pivots for week ending 21-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.37	56.48	46.97
R3	54.81	51.92	45.71
R2	50.25	50.25	45.30
R1	47.36	47.36	44.88	46.53
PP	45.69	45.69	45.69	45.28
S1	42.80	42.80	44.04	41.97
S2	41.13	41.13	43.62
S3	36.57	38.24	43.21
S4	32.01	33.68	41.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.47	41.93	5.54	11.7%	1.73	3.7%	97%	True	False	6,743
10	48.72	41.93	6.79	14.3%	1.39	2.9%	80%	False	False	7,126

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	0.21
Widest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	62.90
2.618	56.97
1.618	53.34
1.000	51.10
0.618	49.71
HIGH	47.47
0.618	46.08
0.500	45.66
0.382	45.23
LOW	43.84
0.618	41.60
1.000	40.21
1.618	37.97
2.618	34.34
4.250	28.41

Fisher Pivots for day following 27-Aug-2015
Pivot	1 day	3 day
R1	46.77	46.54
PP	46.21	45.76
S1	45.66	44.97

Download as Excel Spreadsheet

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

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