NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 01-Sep-2015

Day Change Summary
	Previous	Current
	31-Aug-2015	01-Sep-2015	Change	Change %	Previous Week
Open	48.75	51.52	2.77	5.7%	43.67
High	53.50	52.50	-1.00	-1.9%	50.34
Low	48.20	48.06	-0.14	-0.3%	41.93
Close	53.47	49.09	-4.38	-8.2%	49.61
Range	5.30	4.44	-0.86	-16.2%	8.41
ATR	1.89	2.14	0.25	13.3%	0.00
Volume	14,517	10,346	-4,171	-28.7%	39,129

Daily Pivots for day following 01-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.20	60.59	51.53
R3	58.76	56.15	50.31
R2	54.32	54.32	49.90
R1	51.71	51.71	49.50	50.80
PP	49.88	49.88	49.88	49.43
S1	47.27	47.27	48.68	46.36
S2	45.44	45.44	48.28
S3	41.00	42.83	47.87
S4	36.56	38.39	46.65

Weekly Pivots for week ending 28-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	72.52	69.48	54.24
R3	64.11	61.07	51.92
R2	55.70	55.70	51.15
R1	52.66	52.66	50.38	54.18
PP	47.29	47.29	47.29	48.06
S1	44.25	44.25	48.84	45.77
S2	38.88	38.88	48.07
S3	30.47	35.84	47.30
S4	22.06	27.43	44.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.50	42.86	10.64	21.7%	3.58	7.3%	59%	False	False	9,793
10	53.50	41.93	11.57	23.6%	2.53	5.2%	62%	False	False	8,743
20	53.50	41.93	11.57	23.6%	1.79	3.6%	62%	False	False	8,152

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	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	71.37
2.618	64.12
1.618	59.68
1.000	56.94
0.618	55.24
HIGH	52.50
0.618	50.80
0.500	50.28
0.382	49.76
LOW	48.06
0.618	45.32
1.000	43.62
1.618	40.88
2.618	36.44
4.250	29.19

Fisher Pivots for day following 01-Sep-2015
Pivot	1 day	3 day
R1	50.28	50.05
PP	49.88	49.73
S1	49.49	49.41

Download as Excel Spreadsheet

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

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