NYMEX Light Sweet Crude Oil Future January 2017

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

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	49.19	50.91	1.72	3.5%	50.94
High	50.72	52.66	1.94	3.8%	52.58
Low	49.15	50.66	1.51	3.1%	49.28
Close	50.59	52.59	2.00	4.0%	50.05
Range	1.57	2.00	0.43	27.4%	3.30
ATR	1.49	1.53	0.04	2.8%	0.00
Volume	17,902	17,208	-694	-3.9%	48,132

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.97	57.28	53.69
R3	55.97	55.28	53.14
R2	53.97	53.97	52.96
R1	53.28	53.28	52.77	53.63
PP	51.97	51.97	51.97	52.14
S1	51.28	51.28	52.41	51.63
S2	49.97	49.97	52.22
S3	47.97	49.28	52.04
S4	45.97	47.28	51.49

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.54	58.59	51.87
R3	57.24	55.29	50.96
R2	53.94	53.94	50.66
R1	51.99	51.99	50.35	51.32
PP	50.64	50.64	50.64	50.30
S1	48.69	48.69	49.75	48.02
S2	47.34	47.34	49.45
S3	44.04	45.39	49.14
S4	40.74	42.09	48.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.66	48.46	4.20	8.0%	1.92	3.6%	98%	True	False	13,765
10	52.66	48.46	4.20	8.0%	1.72	3.3%	98%	True	False	11,467
20	53.72	48.46	5.26	10.0%	1.35	2.6%	79%	False	False	9,817
40	53.72	45.85	7.87	15.0%	1.28	2.4%	86%	False	False	8,423

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	0.15
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	61.16
2.618	57.90
1.618	55.90
1.000	54.66
0.618	53.90
HIGH	52.66
0.618	51.90
0.500	51.66
0.382	51.42
LOW	50.66
0.618	49.42
1.000	48.66
1.618	47.42
2.618	45.42
4.250	42.16

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	52.28	51.91
PP	51.97	51.24
S1	51.66	50.56

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

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