NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	49.81	49.23	-0.58	-1.2%	50.48
High	50.41	49.39	-1.02	-2.0%	53.39
Low	49.11	47.86	-1.25	-2.5%	50.48
Close	49.75	48.11	-1.64	-3.3%	51.09
Range	1.30	1.53	0.23	17.7%	2.91
ATR	1.25	1.30	0.05	3.7%	0.00
Volume	21,083	21,550	467	2.2%	88,126

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.04	52.11	48.95
R3	51.51	50.58	48.53
R2	49.98	49.98	48.39
R1	49.05	49.05	48.25	48.75
PP	48.45	48.45	48.45	48.31
S1	47.52	47.52	47.97	47.22
S2	46.92	46.92	47.83
S3	45.39	45.99	47.69
S4	43.86	44.46	47.27

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	52.49	47.86	4.63	9.6%	1.26	2.6%	5%	False	True	19,761
10	53.39	47.86	5.53	11.5%	1.19	2.5%	5%	False	True	17,721
20	53.39	47.86	5.53	11.5%	1.16	2.4%	5%	False	True	15,392
40	53.39	45.25	8.14	16.9%	1.25	2.6%	35%	False	False	15,386
60	53.39	39.40	13.99	29.1%	1.28	2.7%	62%	False	False	14,025

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.20
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	55.89
2.618	53.40
1.618	51.87
1.000	50.92
0.618	50.34
HIGH	49.39
0.618	48.81
0.500	48.63
0.382	48.44
LOW	47.86
0.618	46.91
1.000	46.33
1.618	45.38
2.618	43.85
4.250	41.36

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	48.63	49.21
PP	48.45	48.84
S1	48.28	48.48

Download as Excel Spreadsheet

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

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