NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 07-Jun-2016

Day Change Summary
	Previous	Current
	06-Jun-2016	07-Jun-2016	Change	Change %	Previous Week
Open	50.48	51.18	0.70	1.4%	50.54
High	51.36	52.19	0.83	1.6%	51.46
Low	50.48	51.04	0.56	1.1%	49.36
Close	51.27	52.08	0.81	1.6%	50.22
Range	0.88	1.15	0.27	30.7%	2.10
ATR	1.24	1.23	-0.01	-0.5%	0.00
Volume	14,405	12,517	-1,888	-13.1%	50,563

Daily Pivots for day following 07-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.22	54.80	52.71
R3	54.07	53.65	52.40
R2	52.92	52.92	52.29
R1	52.50	52.50	52.19	52.71
PP	51.77	51.77	51.77	51.88
S1	51.35	51.35	51.97	51.56
S2	50.62	50.62	51.87
S3	49.47	50.20	51.76
S4	48.32	49.05	51.45

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	52.19	49.36	2.83	5.4%	1.14	2.2%	96%	True	False	13,796
10	52.19	49.17	3.02	5.8%	1.09	2.1%	96%	True	False	13,424
20	52.19	45.26	6.93	13.3%	1.17	2.3%	98%	True	False	14,866
40	52.19	41.29	10.90	20.9%	1.31	2.5%	99%	True	False	14,373
60	52.19	39.40	12.79	24.6%	1.24	2.4%	99%	True	False	12,833

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	False
Stretch	0.22
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.08
2.618	55.20
1.618	54.05
1.000	53.34
0.618	52.90
HIGH	52.19
0.618	51.75
0.500	51.62
0.382	51.48
LOW	51.04
0.618	50.33
1.000	49.89
1.618	49.18
2.618	48.03
4.250	46.15

Fisher Pivots for day following 07-Jun-2016
Pivot	1 day	3 day
R1	51.93	51.74
PP	51.77	51.41
S1	51.62	51.07

Download as Excel Spreadsheet

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

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