NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 07-Oct-2015

Day Change Summary
	Previous	Current
	06-Oct-2015	07-Oct-2015	Change	Change %	Previous Week
Open	49.33	52.46	3.13	6.3%	48.60
High	52.00	52.62	0.62	1.2%	49.90
Low	49.33	51.10	1.77	3.6%	47.15
Close	51.72	51.18	-0.54	-1.0%	48.60
Range	2.67	1.52	-1.15	-43.1%	2.75
ATR	1.78	1.76	-0.02	-1.1%	0.00
Volume	7,344	12,195	4,851	66.1%	28,072

Daily Pivots for day following 07-Oct-2015
	Classic	Woodie	Camarilla	DeMark
R4	56.19	55.21	52.02
R3	54.67	53.69	51.60
R2	53.15	53.15	51.46
R1	52.17	52.17	51.32	51.90
PP	51.63	51.63	51.63	51.50
S1	50.65	50.65	51.04	50.38
S2	50.11	50.11	50.90
S3	48.59	49.13	50.76
S4	47.07	47.61	50.34

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	52.62	47.15	5.47	10.7%	1.77	3.5%	74%	True	False	7,778
10	52.62	47.15	5.47	10.7%	1.35	2.6%	74%	True	False	6,352
20	52.62	47.15	5.47	10.7%	1.41	2.7%	74%	True	False	5,485

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	True
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	59.08
2.618	56.60
1.618	55.08
1.000	54.14
0.618	53.56
HIGH	52.62
0.618	52.04
0.500	51.86
0.382	51.68
LOW	51.10
0.618	50.16
1.000	49.58
1.618	48.64
2.618	47.12
4.250	44.64

Fisher Pivots for day following 07-Oct-2015
Pivot	1 day	3 day
R1	51.86	51.01
PP	51.63	50.84
S1	51.41	50.67

Download as Excel Spreadsheet

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

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