NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 03-Jun-2016

Day Change Summary
	Previous	Current
	02-Jun-2016	03-Jun-2016	Change	Change %	Previous Week
Open	50.57	50.62	0.05	0.1%	50.54
High	50.98	50.91	-0.07	-0.1%	51.46
Low	49.65	49.95	0.30	0.6%	49.36
Close	50.76	50.22	-0.54	-1.1%	50.22
Range	1.33	0.96	-0.37	-27.8%	2.10
ATR	1.27	1.25	-0.02	-1.7%	0.00
Volume	13,402	10,089	-3,313	-24.7%	50,563

Daily Pivots for day following 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.24	52.69	50.75
R3	52.28	51.73	50.48
R2	51.32	51.32	50.40
R1	50.77	50.77	50.31	50.57
PP	50.36	50.36	50.36	50.26
S1	49.81	49.81	50.13	49.61
S2	49.40	49.40	50.04
S3	48.44	48.85	49.96
S4	47.48	47.89	49.69

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.65	55.53	51.38
R3	54.55	53.43	50.80
R2	52.45	52.45	50.61
R1	51.33	51.33	50.41	50.84
PP	50.35	50.35	50.35	50.10
S1	49.23	49.23	50.03	48.74
S2	48.25	48.25	49.84
S3	46.15	47.13	49.64
S4	44.05	45.03	49.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.46	49.36	2.10	4.2%	1.14	2.3%	41%	False	False	11,548
10	51.46	48.88	2.58	5.1%	1.09	2.2%	52%	False	False	13,314
20	51.46	45.26	6.20	12.3%	1.25	2.5%	80%	False	False	15,521
40	51.46	41.29	10.17	20.3%	1.33	2.6%	88%	False	False	14,535
60	51.46	39.40	12.06	24.0%	1.23	2.4%	90%	False	False	12,761

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.99
2.618	53.42
1.618	52.46
1.000	51.87
0.618	51.50
HIGH	50.91
0.618	50.54
0.500	50.43
0.382	50.32
LOW	49.95
0.618	49.36
1.000	48.99
1.618	48.40
2.618	47.44
4.250	45.87

Fisher Pivots for day following 03-Jun-2016
Pivot	1 day	3 day
R1	50.43	50.20
PP	50.36	50.19
S1	50.29	50.17

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

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