NYMEX Light Sweet Crude Oil Future May 2016

Trading Metrics calculated at close of trading on 29-Mar-2016

Day Change Summary
	Previous	Current
	28-Mar-2016	29-Mar-2016	Change	Change %	Previous Week
Open	39.55	39.32	-0.23	-0.6%	41.07
High	40.14	39.48	-0.66	-1.6%	41.90
Low	38.86	37.91	-0.95	-2.4%	38.33
Close	39.39	38.28	-1.11	-2.8%	39.46
Range	1.28	1.57	0.29	22.7%	3.57
ATR	1.69	1.68	-0.01	-0.5%	0.00
Volume	299,775	488,032	188,257	62.8%	1,930,201

Daily Pivots for day following 29-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	43.27	42.34	39.14
R3	41.70	40.77	38.71
R2	40.13	40.13	38.57
R1	39.20	39.20	38.42	38.88
PP	38.56	38.56	38.56	38.40
S1	37.63	37.63	38.14	37.31
S2	36.99	36.99	37.99
S3	35.42	36.06	37.85
S4	33.85	34.49	37.42

Weekly Pivots for week ending 25-Mar-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.61	48.60	41.42
R3	47.04	45.03	40.44
R2	43.47	43.47	40.11
R1	41.46	41.46	39.79	40.68
PP	39.90	39.90	39.90	39.51
S1	37.89	37.89	39.13	37.11
S2	36.33	36.33	38.81
S3	32.76	34.32	38.48
S4	29.19	30.75	37.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	41.90	37.91	3.99	10.4%	1.42	3.7%	9%	False	True	447,734
10	42.49	37.71	4.78	12.5%	1.48	3.9%	12%	False	False	445,320
20	42.49	35.18	7.31	19.1%	1.56	4.1%	42%	False	False	342,457
40	42.49	30.67	11.82	30.9%	1.84	4.8%	64%	False	False	240,909
60	42.49	29.85	12.64	33.0%	1.93	5.0%	67%	False	False	180,229
80	46.00	29.85	16.15	42.2%	1.78	4.7%	52%	False	False	140,775
100	51.63	29.85	21.78	56.9%	1.70	4.4%	39%	False	False	115,474
120	53.22	29.85	23.37	61.1%	1.63	4.3%	36%	False	False	97,780

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.27
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	46.15
2.618	43.59
1.618	42.02
1.000	41.05
0.618	40.45
HIGH	39.48
0.618	38.88
0.500	38.70
0.382	38.51
LOW	37.91
0.618	36.94
1.000	36.34
1.618	35.37
2.618	33.80
4.250	31.24

Fisher Pivots for day following 29-Mar-2016
Pivot	1 day	3 day
R1	38.70	39.03
PP	38.56	38.78
S1	38.42	38.53

Download as Excel Spreadsheet

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

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