NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 10-Jun-2016

Day Change Summary
	Previous	Current
	09-Jun-2016	10-Jun-2016	Change	Change %	Previous Week
Open	53.25	52.37	-0.88	-1.7%	50.48
High	53.39	52.49	-0.90	-1.7%	53.39
Low	52.01	50.84	-1.17	-2.2%	50.48
Close	52.49	51.09	-1.40	-2.7%	51.09
Range	1.38	1.65	0.27	19.6%	2.91
ATR	1.24	1.27	0.03	2.3%	0.00
Volume	20,337	19,808	-529	-2.6%	88,126

Daily Pivots for day following 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.42	55.41	52.00
R3	54.77	53.76	51.54
R2	53.12	53.12	51.39
R1	52.11	52.11	51.24	51.79
PP	51.47	51.47	51.47	51.32
S1	50.46	50.46	50.94	50.14
S2	49.82	49.82	50.79
S3	48.17	48.81	50.64
S4	46.52	47.16	50.18

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.38	58.65	52.69
R3	57.47	55.74	51.89
R2	54.56	54.56	51.62
R1	52.83	52.83	51.36	53.70
PP	51.65	51.65	51.65	52.09
S1	49.92	49.92	50.82	50.79
S2	48.74	48.74	50.56
S3	45.83	47.01	50.29
S4	42.92	44.10	49.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.39	50.48	2.91	5.7%	1.26	2.5%	21%	False	False	17,625
10	53.39	49.36	4.03	7.9%	1.20	2.4%	43%	False	False	14,587
20	53.39	48.31	5.08	9.9%	1.12	2.2%	55%	False	False	14,576
40	53.39	41.29	12.10	23.7%	1.35	2.6%	81%	False	False	14,598
60	53.39	39.40	13.99	27.4%	1.26	2.5%	84%	False	False	13,481

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	0.19
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	59.50
2.618	56.81
1.618	55.16
1.000	54.14
0.618	53.51
HIGH	52.49
0.618	51.86
0.500	51.67
0.382	51.47
LOW	50.84
0.618	49.82
1.000	49.19
1.618	48.17
2.618	46.52
4.250	43.83

Fisher Pivots for day following 10-Jun-2016
Pivot	1 day	3 day
R1	51.67	52.12
PP	51.47	51.77
S1	51.28	51.43

Download as Excel Spreadsheet

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

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