NYMEX Light Sweet Crude Oil Future June 2016

Trading Metrics calculated at close of trading on 23-Nov-2015

Day Change Summary
	Previous	Current
	20-Nov-2015	23-Nov-2015	Change	Change %	Previous Week
Open	45.91	46.01	0.10	0.2%	45.65
High	46.85	47.04	0.19	0.4%	46.85
Low	45.52	44.98	-0.54	-1.2%	44.84
Close	46.16	46.37	0.21	0.5%	46.16
Range	1.33	2.06	0.73	54.9%	2.01
ATR	1.42	1.47	0.05	3.2%	0.00
Volume	21,911	28,047	6,136	28.0%	143,327

Daily Pivots for day following 23-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	52.31	51.40	47.50
R3	50.25	49.34	46.94
R2	48.19	48.19	46.75
R1	47.28	47.28	46.56	47.74
PP	46.13	46.13	46.13	46.36
S1	45.22	45.22	46.18	45.68
S2	44.07	44.07	45.99
S3	42.01	43.16	45.80
S4	39.95	41.10	45.24

Weekly Pivots for week ending 20-Nov-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.98	51.08	47.27
R3	49.97	49.07	46.71
R2	47.96	47.96	46.53
R1	47.06	47.06	46.34	47.51
PP	45.95	45.95	45.95	46.18
S1	45.05	45.05	45.98	45.50
S2	43.94	43.94	45.79
S3	41.93	43.04	45.61
S4	39.92	41.03	45.05

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.04	44.98	2.06	4.4%	1.35	2.9%	67%	True	True	26,355
10	49.02	44.84	4.18	9.0%	1.41	3.0%	37%	False	False	28,747
20	52.04	44.84	7.20	15.5%	1.50	3.2%	21%	False	False	28,523

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.47
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	55.80
2.618	52.43
1.618	50.37
1.000	49.10
0.618	48.31
HIGH	47.04
0.618	46.25
0.500	46.01
0.382	45.77
LOW	44.98
0.618	43.71
1.000	42.92
1.618	41.65
2.618	39.59
4.250	36.23

Fisher Pivots for day following 23-Nov-2015
Pivot	1 day	3 day
R1	46.25	46.25
PP	46.13	46.13
S1	46.01	46.01

Download as Excel Spreadsheet

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

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