NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 13-Jun-2016

Day Change Summary
	Previous	Current
	10-Jun-2016	13-Jun-2016	Change	Change %	Previous Week
Open	51.96	50.55	-1.41	-2.7%	50.10
High	52.09	50.86	-1.23	-2.4%	53.02
Low	50.45	49.78	-0.67	-1.3%	50.00
Close	50.68	50.48	-0.20	-0.4%	50.68
Range	1.64	1.08	-0.56	-34.1%	3.02
ATR	1.32	1.31	-0.02	-1.3%	0.00
Volume	29,212	24,222	-4,990	-17.1%	128,118

Daily Pivots for day following 13-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.61	53.13	51.07
R3	52.53	52.05	50.78
R2	51.45	51.45	50.68
R1	50.97	50.97	50.58	50.67
PP	50.37	50.37	50.37	50.23
S1	49.89	49.89	50.38	49.59
S2	49.29	49.29	50.28
S3	48.21	48.81	50.18
S4	47.13	47.73	49.89

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.29	58.51	52.34
R3	57.27	55.49	51.51
R2	54.25	54.25	51.23
R1	52.47	52.47	50.96	53.36
PP	51.23	51.23	51.23	51.68
S1	49.45	49.45	50.40	50.34
S2	48.21	48.21	50.13
S3	45.19	46.43	49.85
S4	42.17	43.41	49.02

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.02	49.78	3.24	6.4%	1.30	2.6%	22%	False	True	26,793
10	53.02	49.02	4.00	7.9%	1.26	2.5%	37%	False	False	22,232
20	53.02	48.20	4.82	9.5%	1.19	2.4%	47%	False	False	20,427
40	53.02	41.04	11.98	23.7%	1.42	2.8%	79%	False	False	20,289
60	53.02	39.08	13.94	27.6%	1.35	2.7%	82%	False	False	18,370
80	53.02	36.98	16.04	31.8%	1.34	2.7%	84%	False	False	16,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.22
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	55.45
2.618	53.69
1.618	52.61
1.000	51.94
0.618	51.53
HIGH	50.86
0.618	50.45
0.500	50.32
0.382	50.19
LOW	49.78
0.618	49.11
1.000	48.70
1.618	48.03
2.618	46.95
4.250	45.19

Fisher Pivots for day following 13-Jun-2016
Pivot	1 day	3 day
R1	50.43	51.40
PP	50.37	51.09
S1	50.32	50.79

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

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