NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 16-Sep-2015

Day Change Summary
	Previous	Current
	15-Sep-2015	16-Sep-2015	Change	Change %	Previous Week
Open	47.35	48.23	0.88	1.9%	49.19
High	48.45	50.33	1.88	3.9%	49.83
Low	47.31	48.23	0.92	1.9%	47.28
Close	47.95	50.07	2.12	4.4%	48.38
Range	1.14	2.10	0.96	84.2%	2.55
ATR	1.93	1.96	0.03	1.7%	0.00
Volume	10,717	10,111	-606	-5.7%	20,754

Daily Pivots for day following 16-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	55.84	55.06	51.23
R3	53.74	52.96	50.65
R2	51.64	51.64	50.46
R1	50.86	50.86	50.26	51.25
PP	49.54	49.54	49.54	49.74
S1	48.76	48.76	49.88	49.15
S2	47.44	47.44	49.69
S3	45.34	46.66	49.49
S4	43.24	44.56	48.92

Weekly Pivots for week ending 11-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.15	54.81	49.78
R3	53.60	52.26	49.08
R2	51.05	51.05	48.85
R1	49.71	49.71	48.61	49.11
PP	48.50	48.50	48.50	48.19
S1	47.16	47.16	48.15	46.56
S2	45.95	45.95	47.91
S3	43.40	44.61	47.68
S4	40.85	42.06	46.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.33	47.21	3.12	6.2%	1.59	3.2%	92%	True	False	8,147
10	51.37	47.21	4.16	8.3%	1.74	3.5%	69%	False	False	7,193
20	53.50	41.93	11.57	23.1%	2.14	4.3%	70%	False	False	7,968

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.26
2.618	55.83
1.618	53.73
1.000	52.43
0.618	51.63
HIGH	50.33
0.618	49.53
0.500	49.28
0.382	49.03
LOW	48.23
0.618	46.93
1.000	46.13
1.618	44.83
2.618	42.73
4.250	39.31

Fisher Pivots for day following 16-Sep-2015
Pivot	1 day	3 day
R1	49.81	49.64
PP	49.54	49.20
S1	49.28	48.77

Download as Excel Spreadsheet

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

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