NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	51.29	50.40	-0.89	-1.7%	50.55
High	51.53	51.35	-0.18	-0.3%	50.86
Low	49.54	50.28	0.74	1.5%	47.40
Close	50.28	51.25	0.97	1.9%	49.53
Range	1.99	1.07	-0.92	-46.2%	3.46
ATR	1.45	1.43	-0.03	-1.9%	0.00
Volume	66,627	32,864	-33,763	-50.7%	130,905

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.17	53.78	51.84
R3	53.10	52.71	51.54
R2	52.03	52.03	51.45
R1	51.64	51.64	51.35	51.84
PP	50.96	50.96	50.96	51.06
S1	50.57	50.57	51.15	50.77
S2	49.89	49.89	51.05
S3	48.82	49.50	50.96
S4	47.75	48.43	50.66

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.64	58.05	51.43
R3	56.18	54.59	50.48
R2	52.72	52.72	50.16
R1	51.13	51.13	49.85	50.20
PP	49.26	49.26	49.26	48.80
S1	47.67	47.67	49.21	46.74
S2	45.80	45.80	48.90
S3	42.34	44.21	48.58
S4	38.88	40.75	47.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.53	47.65	3.88	7.6%	1.60	3.1%	93%	False	False	36,214
10	52.09	47.40	4.69	9.2%	1.45	2.8%	82%	False	False	31,412
20	53.02	47.40	5.62	11.0%	1.31	2.5%	69%	False	False	25,972
40	53.02	45.03	7.99	15.6%	1.36	2.7%	78%	False	False	23,212
60	53.02	39.08	13.94	27.2%	1.41	2.7%	87%	False	False	21,014
80	53.02	39.08	13.94	27.2%	1.36	2.6%	87%	False	False	18,767
100	53.02	35.44	17.58	34.3%	1.39	2.7%	90%	False	False	17,162

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	55.90
2.618	54.15
1.618	53.08
1.000	52.42
0.618	52.01
HIGH	51.35
0.618	50.94
0.500	50.82
0.382	50.69
LOW	50.28
0.618	49.62
1.000	49.21
1.618	48.55
2.618	47.48
4.250	45.73

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	51.11	51.01
PP	50.96	50.77
S1	50.82	50.54

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

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