NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 11-May-2016

Day Change Summary
	Previous	Current
	10-May-2016	11-May-2016	Change	Change %	Previous Week
Open	45.40	46.53	1.13	2.5%	47.48
High	47.05	48.71	1.66	3.5%	48.03
Low	45.26	46.32	1.06	2.3%	45.43
Close	47.00	48.59	1.59	3.4%	46.79
Range	1.79	2.39	0.60	33.5%	2.60
ATR	1.48	1.55	0.06	4.4%	0.00
Volume	21,615	29,038	7,423	34.3%	75,168

Daily Pivots for day following 11-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.04	54.21	49.90
R3	52.65	51.82	49.25
R2	50.26	50.26	49.03
R1	49.43	49.43	48.81	49.85
PP	47.87	47.87	47.87	48.08
S1	47.04	47.04	48.37	47.46
S2	45.48	45.48	48.15
S3	43.09	44.65	47.93
S4	40.70	42.26	47.28

Weekly Pivots for week ending 06-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.55	53.27	48.22
R3	51.95	50.67	47.51
R2	49.35	49.35	47.27
R1	48.07	48.07	47.03	47.41
PP	46.75	46.75	46.75	46.42
S1	45.47	45.47	46.55	44.81
S2	44.15	44.15	46.31
S3	41.55	42.87	46.08
S4	38.95	40.27	45.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.71	45.26	3.45	7.1%	1.92	4.0%	97%	True	False	21,632
10	48.75	45.26	3.49	7.2%	1.60	3.3%	95%	False	False	16,848
20	48.75	41.29	7.46	15.4%	1.55	3.2%	98%	False	False	14,291
40	48.75	39.40	9.35	19.2%	1.33	2.7%	98%	False	False	12,798

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	58.87
2.618	54.97
1.618	52.58
1.000	51.10
0.618	50.19
HIGH	48.71
0.618	47.80
0.500	47.52
0.382	47.23
LOW	46.32
0.618	44.84
1.000	43.93
1.618	42.45
2.618	40.06
4.250	36.16

Fisher Pivots for day following 11-May-2016
Pivot	1 day	3 day
R1	48.23	48.06
PP	47.87	47.52
S1	47.52	46.99

Download as Excel Spreadsheet

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

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