NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 12-Apr-2016

Day Change Summary
	Previous	Current
	11-Apr-2016	12-Apr-2016	Change	Change %	Previous Week
Open	41.02	41.77	0.75	1.8%	38.12
High	42.03	43.57	1.54	3.7%	41.03
Low	40.53	41.47	0.94	2.3%	36.57
Close	41.75	43.50	1.75	4.2%	40.99
Range	1.50	2.10	0.60	40.0%	4.46
ATR	1.67	1.70	0.03	1.9%	0.00
Volume	316,848	384,163	67,315	21.2%	1,291,857

Daily Pivots for day following 12-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.15	48.42	44.66
R3	47.05	46.32	44.08
R2	44.95	44.95	43.89
R1	44.22	44.22	43.69	44.59
PP	42.85	42.85	42.85	43.03
S1	42.12	42.12	43.31	42.49
S2	40.75	40.75	43.12
S3	38.65	40.02	42.92
S4	36.55	37.92	42.35

Weekly Pivots for week ending 08-Apr-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.91	51.41	43.44
R3	48.45	46.95	42.22
R2	43.99	43.99	41.81
R1	42.49	42.49	41.40	43.24
PP	39.53	39.53	39.53	39.91
S1	38.03	38.03	40.58	38.78
S2	35.07	35.07	40.17
S3	30.61	33.57	39.76
S4	26.15	29.11	38.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.57	37.57	6.00	13.8%	1.81	4.2%	99%	True	False	329,521
10	43.57	36.57	7.00	16.1%	1.68	3.9%	99%	True	False	241,285
20	43.57	36.57	7.00	16.1%	1.54	3.5%	99%	True	False	183,449
40	43.57	33.69	9.88	22.7%	1.68	3.9%	99%	True	False	142,368
60	43.57	30.79	12.78	29.4%	1.85	4.3%	99%	True	False	125,333
80	43.57	30.79	12.78	29.4%	1.76	4.0%	99%	True	False	103,361
100	48.02	30.79	17.23	39.6%	1.70	3.9%	74%	False	False	89,942
120	52.04	30.79	21.25	48.9%	1.65	3.8%	60%	False	False	79,516

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.50
2.618	49.07
1.618	46.97
1.000	45.67
0.618	44.87
HIGH	43.57
0.618	42.77
0.500	42.52
0.382	42.27
LOW	41.47
0.618	40.17
1.000	39.37
1.618	38.07
2.618	35.97
4.250	32.55

Fisher Pivots for day following 12-Apr-2016
Pivot	1 day	3 day
R1	43.17	42.70
PP	42.85	41.90
S1	42.52	41.10

Download as Excel Spreadsheet

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

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