NYMEX Light Sweet Crude Oil Future April 2016

Trading Metrics calculated at close of trading on 09-Mar-2016

Day Change Summary
	Previous	Current
	08-Mar-2016	09-Mar-2016	Change	Change %	Previous Week
Open	37.94	36.36	-1.58	-4.2%	32.72
High	38.39	38.51	0.12	0.3%	36.34
Low	36.12	36.24	0.12	0.3%	32.32
Close	36.50	38.29	1.79	4.9%	35.92
Range	2.27	2.27	0.00	0.0%	4.02
ATR	2.02	2.04	0.02	0.9%	0.00
Volume	706,933	740,632	33,699	4.8%	2,767,780

Daily Pivots for day following 09-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.49	43.66	39.54
R3	42.22	41.39	38.91
R2	39.95	39.95	38.71
R1	39.12	39.12	38.50	39.54
PP	37.68	37.68	37.68	37.89
S1	36.85	36.85	38.08	37.27
S2	35.41	35.41	37.87
S3	33.14	34.58	37.67
S4	30.87	32.31	37.04

Weekly Pivots for week ending 04-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.92	45.44	38.13
R3	42.90	41.42	37.03
R2	38.88	38.88	36.66
R1	37.40	37.40	36.29	38.14
PP	34.86	34.86	34.86	35.23
S1	33.38	33.38	35.55	34.12
S2	30.84	30.84	35.18
S3	26.82	29.36	34.81
S4	22.80	25.34	33.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	38.51	34.19	4.32	11.3%	1.93	5.0%	95%	True	False	649,737
10	38.51	31.07	7.44	19.4%	1.88	4.9%	97%	True	False	618,338
20	38.51	28.74	9.77	25.5%	1.99	5.2%	98%	True	False	554,254
40	38.51	28.74	9.77	25.5%	2.15	5.6%	98%	True	False	367,924
60	41.01	28.74	12.27	32.0%	1.93	5.0%	78%	False	False	261,446
80	46.78	28.74	18.04	47.1%	1.83	4.8%	53%	False	False	203,414
100	51.29	28.74	22.55	58.9%	1.73	4.5%	42%	False	False	165,882
120	53.35	28.74	24.61	64.3%	1.70	4.4%	39%	False	False	139,882

Crabel Price Patterns
NR	False
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	0.43

Fibonacci Retracements and Extensions
4.250	48.16
2.618	44.45
1.618	42.18
1.000	40.78
0.618	39.91
HIGH	38.51
0.618	37.64
0.500	37.38
0.382	37.11
LOW	36.24
0.618	34.84
1.000	33.97
1.618	32.57
2.618	30.30
4.250	26.59

Fisher Pivots for day following 09-Mar-2016
Pivot	1 day	3 day
R1	37.99	37.96
PP	37.68	37.63
S1	37.38	37.30

Download as Excel Spreadsheet

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

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