NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 20-May-2016

Day Change Summary
	Previous	Current
	19-May-2016	20-May-2016	Change	Change %	Previous Week
Open	49.83	50.31	0.48	1.0%	48.53
High	50.06	50.46	0.40	0.8%	50.76
Low	48.70	49.30	0.60	1.2%	48.53
Close	50.02	49.83	-0.19	-0.4%	49.83
Range	1.36	1.16	-0.20	-14.7%	2.23
ATR	1.40	1.38	-0.02	-1.2%	0.00
Volume	7,583	11,112	3,529	46.5%	69,181

Daily Pivots for day following 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.34	52.75	50.47
R3	52.18	51.59	50.15
R2	51.02	51.02	50.04
R1	50.43	50.43	49.94	50.15
PP	49.86	49.86	49.86	49.72
S1	49.27	49.27	49.72	48.99
S2	48.70	48.70	49.62
S3	47.54	48.11	49.51
S4	46.38	46.95	49.19

Weekly Pivots for week ending 20-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.40	55.34	51.06
R3	54.17	53.11	50.44
R2	51.94	51.94	50.24
R1	50.88	50.88	50.03	51.41
PP	49.71	49.71	49.71	49.97
S1	48.65	48.65	49.63	49.18
S2	47.48	47.48	49.42
S3	45.25	46.42	49.22
S4	43.02	44.19	48.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.76	48.53	2.23	4.5%	1.19	2.4%	58%	False	False	13,836
10	50.76	45.26	5.50	11.0%	1.37	2.8%	83%	False	False	17,248
20	50.76	45.25	5.51	11.1%	1.36	2.7%	83%	False	False	14,921
40	50.76	39.40	11.36	22.8%	1.35	2.7%	92%	False	False	13,369

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	True
Stretch	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.39
2.618	53.50
1.618	52.34
1.000	51.62
0.618	51.18
HIGH	50.46
0.618	50.02
0.500	49.88
0.382	49.74
LOW	49.30
0.618	48.58
1.000	48.14
1.618	47.42
2.618	46.26
4.250	44.37

Fisher Pivots for day following 20-May-2016
Pivot	1 day	3 day
R1	49.88	49.80
PP	49.86	49.76
S1	49.85	49.73

Download as Excel Spreadsheet

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

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