NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	47.90	50.23	2.33	4.9%	50.79
High	50.20	51.39	1.19	2.4%	51.27
Low	47.90	50.11	2.21	4.6%	47.86
Close	49.95	51.37	1.42	2.8%	49.95
Range	2.30	1.28	-1.02	-44.3%	3.41
ATR	1.37	1.37	0.01	0.4%	0.00
Volume	17,239	16,082	-1,157	-6.7%	96,236

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.80	54.36	52.07
R3	53.52	53.08	51.72
R2	52.24	52.24	51.60
R1	51.80	51.80	51.49	52.02
PP	50.96	50.96	50.96	51.07
S1	50.52	50.52	51.25	50.74
S2	49.68	49.68	51.14
S3	48.40	49.24	51.02
S4	47.12	47.96	50.67

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	51.39	47.86	3.53	6.9%	1.43	2.8%	99%	True	False	18,679
10	53.39	47.86	5.53	10.8%	1.36	2.7%	63%	False	False	18,603
20	53.39	47.86	5.53	10.8%	1.21	2.4%	63%	False	False	16,123
40	53.39	45.25	8.14	15.8%	1.29	2.5%	75%	False	False	15,522
60	53.39	39.40	13.99	27.2%	1.30	2.5%	86%	False	False	14,287

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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	0.18
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	56.83
2.618	54.74
1.618	53.46
1.000	52.67
0.618	52.18
HIGH	51.39
0.618	50.90
0.500	50.75
0.382	50.60
LOW	50.11
0.618	49.32
1.000	48.83
1.618	48.04
2.618	46.76
4.250	44.67

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	51.16	50.79
PP	50.96	50.21
S1	50.75	49.63

Download as Excel Spreadsheet

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

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