NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 23-Jun-2016

Day Change Summary
	Previous	Current
	22-Jun-2016	23-Jun-2016	Change	Change %	Previous Week
Open	51.75	51.10	-0.65	-1.3%	50.79
High	51.96	51.80	-0.16	-0.3%	51.27
Low	50.03	50.85	0.82	1.6%	47.86
Close	50.74	51.71	0.97	1.9%	49.95
Range	1.93	0.95	-0.98	-50.8%	3.41
ATR	1.42	1.40	-0.03	-1.8%	0.00
Volume	33,112	18,119	-14,993	-45.3%	96,236

Daily Pivots for day following 23-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.30	53.96	52.23
R3	53.35	53.01	51.97
R2	52.40	52.40	51.88
R1	52.06	52.06	51.80	52.23
PP	51.45	51.45	51.45	51.54
S1	51.11	51.11	51.62	51.28
S2	50.50	50.50	51.54
S3	49.55	50.16	51.45
S4	48.60	49.21	51.19

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	51.96	47.90	4.06	7.9%	1.59	3.1%	94%	False	False	20,854
10	52.49	47.86	4.63	9.0%	1.42	2.8%	83%	False	False	20,307
20	53.39	47.86	5.53	10.7%	1.27	2.5%	70%	False	False	17,192
40	53.39	45.26	8.13	15.7%	1.30	2.5%	79%	False	False	16,490
60	53.39	39.40	13.99	27.1%	1.33	2.6%	88%	False	False	15,167
80	53.39	39.40	13.99	27.1%	1.26	2.4%	88%	False	False	13,670

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	55.84
2.618	54.29
1.618	53.34
1.000	52.75
0.618	52.39
HIGH	51.80
0.618	51.44
0.500	51.33
0.382	51.21
LOW	50.85
0.618	50.26
1.000	49.90
1.618	49.31
2.618	48.36
4.250	46.81

Fisher Pivots for day following 23-Jun-2016
Pivot	1 day	3 day
R1	51.58	51.47
PP	51.45	51.23
S1	51.33	51.00

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

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