NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 10-Sep-2015

Day Change Summary
	Previous	Current
	09-Sep-2015	10-Sep-2015	Change	Change %	Previous Week
Open	49.21	47.64	-1.57	-3.2%	48.75
High	49.83	49.58	-0.25	-0.5%	53.50
Low	48.07	47.28	-0.79	-1.6%	47.42
Close	48.07	49.51	1.44	3.0%	49.46
Range	1.76	2.30	0.54	30.7%	6.08
ATR	2.05	2.07	0.02	0.9%	0.00
Volume	4,523	6,083	1,560	34.5%	47,491

Daily Pivots for day following 10-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.69	54.90	50.78
R3	53.39	52.60	50.14
R2	51.09	51.09	49.93
R1	50.30	50.30	49.72	50.70
PP	48.79	48.79	48.79	48.99
S1	48.00	48.00	49.30	48.40
S2	46.49	46.49	49.09
S3	44.19	45.70	48.88
S4	41.89	43.40	48.25

Weekly Pivots for week ending 04-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.37	64.99	52.80
R3	62.29	58.91	51.13
R2	56.21	56.21	50.57
R1	52.83	52.83	50.02	54.52
PP	50.13	50.13	50.13	50.97
S1	46.75	46.75	48.90	48.44
S2	44.05	44.05	48.35
S3	37.97	40.67	47.79
S4	31.89	34.59	46.12

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.37	47.28	4.09	8.3%	1.81	3.7%	55%	False	True	5,696
10	53.50	43.84	9.66	19.5%	2.88	5.8%	59%	False	False	8,212
20	53.50	41.93	11.57	23.4%	2.00	4.0%	66%	False	False	7,846

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.52
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	59.36
2.618	55.60
1.618	53.30
1.000	51.88
0.618	51.00
HIGH	49.58
0.618	48.70
0.500	48.43
0.382	48.16
LOW	47.28
0.618	45.86
1.000	44.98
1.618	43.56
2.618	41.26
4.250	37.51

Fisher Pivots for day following 10-Sep-2015
Pivot	1 day	3 day
R1	49.15	49.19
PP	48.79	48.87
S1	48.43	48.56

Download as Excel Spreadsheet

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

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