NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 21-Sep-2015

Day Change Summary
	Previous	Current
	18-Sep-2015	21-Sep-2015	Change	Change %	Previous Week
Open	49.94	48.70	-1.24	-2.5%	48.91
High	49.94	50.00	0.06	0.1%	50.64
Low	47.94	48.70	0.76	1.6%	47.76
Close	48.20	49.97	1.77	3.7%	48.20
Range	2.00	1.30	-0.70	-35.0%	2.88
ATR	2.15	2.12	-0.02	-1.2%	0.00
Volume	2,605	3,155	550	21.1%	22,097

Daily Pivots for day following 21-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	53.46	53.01	50.69
R3	52.16	51.71	50.33
R2	50.86	50.86	50.21
R1	50.41	50.41	50.09	50.64
PP	49.56	49.56	49.56	49.67
S1	49.11	49.11	49.85	49.34
S2	48.26	48.26	49.73
S3	46.96	47.81	49.61
S4	45.66	46.51	49.26

Weekly Pivots for week ending 18-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.51	55.73	49.78
R3	54.63	52.85	48.99
R2	51.75	51.75	48.73
R1	49.97	49.97	48.46	49.42
PP	48.87	48.87	48.87	48.59
S1	47.09	47.09	47.94	46.54
S2	45.99	45.99	47.67
S3	43.11	44.21	47.41
S4	40.23	41.33	46.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.64	47.89	2.75	5.5%	1.34	2.7%	76%	False	False	4,204
10	50.64	47.76	2.88	5.8%	1.51	3.0%	77%	False	False	3,959

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	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.53
2.618	53.40
1.618	52.10
1.000	51.30
0.618	50.80
HIGH	50.00
0.618	49.50
0.500	49.35
0.382	49.20
LOW	48.70
0.618	47.90
1.000	47.40
1.618	46.60
2.618	45.30
4.250	43.18

Fisher Pivots for day following 21-Sep-2015
Pivot	1 day	3 day
R1	49.76	49.72
PP	49.56	49.46
S1	49.35	49.21

Download as Excel Spreadsheet

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

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