NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 22-Sep-2015

Day Change Summary
	Previous	Current
	21-Sep-2015	22-Sep-2015	Change	Change %	Previous Week
Open	48.70	49.04	0.34	0.7%	48.91
High	50.00	49.73	-0.27	-0.5%	50.64
Low	48.70	48.80	0.10	0.2%	47.76
Close	49.97	49.71	-0.26	-0.5%	48.20
Range	1.30	0.93	-0.37	-28.5%	2.88
ATR	2.12	2.05	-0.07	-3.2%	0.00
Volume	3,155	3,883	728	23.1%	22,097

Daily Pivots for day following 22-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.20	51.89	50.22
R3	51.27	50.96	49.97
R2	50.34	50.34	49.88
R1	50.03	50.03	49.80	50.19
PP	49.41	49.41	49.41	49.49
S1	49.10	49.10	49.62	49.26
S2	48.48	48.48	49.54
S3	47.55	48.17	49.45
S4	46.62	47.24	49.20

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	47.94	2.70	5.4%	1.34	2.7%	66%	False	False	3,602
10	50.64	47.76	2.88	5.8%	1.40	2.8%	68%	False	False	4,116

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	53.68
2.618	52.16
1.618	51.23
1.000	50.66
0.618	50.30
HIGH	49.73
0.618	49.37
0.500	49.27
0.382	49.16
LOW	48.80
0.618	48.23
1.000	47.87
1.618	47.30
2.618	46.37
4.250	44.85

Fisher Pivots for day following 22-Sep-2015
Pivot	1 day	3 day
R1	49.56	49.46
PP	49.41	49.22
S1	49.27	48.97

Download as Excel Spreadsheet

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

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