NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	49.23	47.90	-1.33	-2.7%	50.79
High	49.39	50.20	0.81	1.6%	51.27
Low	47.86	47.90	0.04	0.1%	47.86
Close	48.11	49.95	1.84	3.8%	49.95
Range	1.53	2.30	0.77	50.3%	3.41
ATR	1.30	1.37	0.07	5.5%	0.00
Volume	21,550	17,239	-4,311	-20.0%	96,236

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.25	55.40	51.22
R3	53.95	53.10	50.58
R2	51.65	51.65	50.37
R1	50.80	50.80	50.16	51.23
PP	49.35	49.35	49.35	49.56
S1	48.50	48.50	49.74	48.93
S2	47.05	47.05	49.53
S3	44.75	46.20	49.32
S4	42.45	43.90	48.69

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.92	58.35	51.83
R3	56.51	54.94	50.89
R2	53.10	53.10	50.58
R1	51.53	51.53	50.26	50.61
PP	49.69	49.69	49.69	49.24
S1	48.12	48.12	49.64	47.20
S2	46.28	46.28	49.32
S3	42.87	44.71	49.01
S4	39.46	41.30	48.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.27	47.86	3.41	6.8%	1.39	2.8%	61%	False	False	19,247
10	53.39	47.86	5.53	11.1%	1.32	2.7%	38%	False	False	18,436
20	53.39	47.86	5.53	11.1%	1.21	2.4%	38%	False	False	15,875
40	53.39	45.25	8.14	16.3%	1.28	2.6%	58%	False	False	15,343
60	53.39	39.40	13.99	28.0%	1.30	2.6%	75%	False	False	14,156

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	0.17
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	59.98
2.618	56.22
1.618	53.92
1.000	52.50
0.618	51.62
HIGH	50.20
0.618	49.32
0.500	49.05
0.382	48.78
LOW	47.90
0.618	46.48
1.000	45.60
1.618	44.18
2.618	41.88
4.250	38.13

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	49.65	49.68
PP	49.35	49.41
S1	49.05	49.14

Download as Excel Spreadsheet

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

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