NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	50.62	50.48	-0.14	-0.3%	50.54
High	50.91	51.36	0.45	0.9%	51.46
Low	49.95	50.48	0.53	1.1%	49.36
Close	50.22	51.27	1.05	2.1%	50.22
Range	0.96	0.88	-0.08	-8.3%	2.10
ATR	1.25	1.24	-0.01	-0.6%	0.00
Volume	10,089	14,405	4,316	42.8%	50,563

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.68	53.35	51.75
R3	52.80	52.47	51.51
R2	51.92	51.92	51.43
R1	51.59	51.59	51.35	51.76
PP	51.04	51.04	51.04	51.12
S1	50.71	50.71	51.19	50.88
S2	50.16	50.16	51.11
S3	49.28	49.83	51.03
S4	48.40	48.95	50.79

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	4.1%	1.14	2.2%	91%	False	False	12,993
10	51.46	48.88	2.58	5.0%	1.06	2.1%	93%	False	False	13,643
20	51.46	45.26	6.20	12.1%	1.22	2.4%	97%	False	False	15,446
40	51.46	41.29	10.17	19.8%	1.30	2.5%	98%	False	False	14,454
60	51.46	39.40	12.06	23.5%	1.22	2.4%	98%	False	False	12,818

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	55.10
2.618	53.66
1.618	52.78
1.000	52.24
0.618	51.90
HIGH	51.36
0.618	51.02
0.500	50.92
0.382	50.82
LOW	50.48
0.618	49.94
1.000	49.60
1.618	49.06
2.618	48.18
4.250	46.74

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	51.15	51.02
PP	51.04	50.76
S1	50.92	50.51

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

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