NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 01-Oct-2015

Day Change Summary
	Previous	Current
	30-Sep-2015	01-Oct-2015	Change	Change %	Previous Week
Open	47.86	48.59	0.73	1.5%	48.70
High	48.83	49.90	1.07	2.2%	50.52
Low	47.86	47.86	0.00	0.0%	47.68
Close	48.37	47.90	-0.47	-1.0%	49.16
Range	0.97	2.04	1.07	110.3%	2.84
ATR	1.75	1.77	0.02	1.2%	0.00
Volume	4,375	6,353	1,978	45.2%	26,454

Daily Pivots for day following 01-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	54.67	53.33	49.02
R3	52.63	51.29	48.46
R2	50.59	50.59	48.27
R1	49.25	49.25	48.09	48.90
PP	48.55	48.55	48.55	48.38
S1	47.21	47.21	47.71	46.86
S2	46.51	46.51	47.53
S3	44.47	45.17	47.34
S4	42.43	43.13	46.78

Weekly Pivots for week ending 25-Sep-2015
	Classic	Woodie	Camarilla	DeMark
R4	57.64	56.24	50.72
R3	54.80	53.40	49.94
R2	51.96	51.96	49.68
R1	50.56	50.56	49.42	51.26
PP	49.12	49.12	49.12	49.47
S1	47.72	47.72	48.90	48.42
S2	46.28	46.28	48.64
S3	43.44	44.88	48.38
S4	40.60	42.04	47.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.90	47.63	2.27	4.7%	1.14	2.4%	12%	True	False	5,154
10	50.52	47.63	2.89	6.0%	1.32	2.8%	9%	False	False	4,892
20	51.00	47.63	3.37	7.0%	1.35	2.8%	8%	False	False	4,665

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	0.23
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	58.57
2.618	55.24
1.618	53.20
1.000	51.94
0.618	51.16
HIGH	49.90
0.618	49.12
0.500	48.88
0.382	48.64
LOW	47.86
0.618	46.60
1.000	45.82
1.618	44.56
2.618	42.52
4.250	39.19

Fisher Pivots for day following 01-Oct-2015
Pivot	1 day	3 day
R1	48.88	48.78
PP	48.55	48.49
S1	48.23	48.19

Download as Excel Spreadsheet

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

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