NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 06-Oct-2015

Day Change Summary
	Previous	Current
	05-Oct-2015	06-Oct-2015	Change	Change %	Previous Week
Open	48.78	49.33	0.55	1.1%	48.60
High	49.70	52.00	2.30	4.6%	49.90
Low	48.72	49.33	0.61	1.3%	47.15
Close	49.60	51.72	2.12	4.3%	48.60
Range	0.98	2.67	1.69	172.4%	2.75
ATR	1.71	1.78	0.07	4.0%	0.00
Volume	4,792	7,344	2,552	53.3%	28,072

Daily Pivots for day following 06-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	59.03	58.04	53.19
R3	56.36	55.37	52.45
R2	53.69	53.69	52.21
R1	52.70	52.70	51.96	53.20
PP	51.02	51.02	51.02	51.26
S1	50.03	50.03	51.48	50.53
S2	48.35	48.35	51.23
S3	45.68	47.36	50.99
S4	43.01	44.69	50.25

Weekly Pivots for week ending 02-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.80	55.45	50.11
R3	54.05	52.70	49.36
R2	51.30	51.30	49.10
R1	49.95	49.95	48.85	49.98
PP	48.55	48.55	48.55	48.56
S1	47.20	47.20	48.35	47.23
S2	45.80	45.80	48.10
S3	43.05	44.45	47.84
S4	40.30	41.70	47.09

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.00	47.15	4.85	9.4%	1.66	3.2%	94%	True	False	6,214
10	52.00	47.15	4.85	9.4%	1.43	2.8%	94%	True	False	5,962
20	52.00	47.15	4.85	9.4%	1.41	2.7%	94%	True	False	5,039

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Widest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	63.35
2.618	58.99
1.618	56.32
1.000	54.67
0.618	53.65
HIGH	52.00
0.618	50.98
0.500	50.67
0.382	50.35
LOW	49.33
0.618	47.68
1.000	46.66
1.618	45.01
2.618	42.34
4.250	37.98

Fisher Pivots for day following 06-Oct-2015
Pivot	1 day	3 day
R1	51.37	51.01
PP	51.02	50.29
S1	50.67	49.58

Download as Excel Spreadsheet

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

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