NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	48.48	50.08	1.60	3.3%	50.23
High	49.91	51.81	1.90	3.8%	52.00
Low	48.46	49.85	1.39	2.9%	48.49
Close	49.72	51.70	1.98	4.0%	49.29
Range	1.45	1.96	0.51	35.2%	3.51
ATR	1.60	1.63	0.04	2.2%	0.00
Volume	29,329	28,752	-577	-2.0%	115,927

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.00	56.31	52.78
R3	55.04	54.35	52.24
R2	53.08	53.08	52.06
R1	52.39	52.39	51.88	52.74
PP	51.12	51.12	51.12	51.29
S1	50.43	50.43	51.52	50.78
S2	49.16	49.16	51.34
S3	47.20	48.47	51.16
S4	45.24	46.51	50.62

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.46	58.38	51.22
R3	56.95	54.87	50.26
R2	53.44	53.44	49.93
R1	51.36	51.36	49.61	50.65
PP	49.93	49.93	49.93	49.57
S1	47.85	47.85	48.97	47.14
S2	46.42	46.42	48.65
S3	42.91	44.34	48.32
S4	39.40	40.83	47.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.00	47.61	4.39	8.5%	1.97	3.8%	93%	False	False	25,153
10	52.00	47.61	4.39	8.5%	1.84	3.6%	93%	False	False	23,346
20	53.39	47.61	5.78	11.2%	1.50	2.9%	71%	False	False	20,126
40	53.39	45.26	8.13	15.7%	1.41	2.7%	79%	False	False	18,019
60	53.39	40.20	13.19	25.5%	1.39	2.7%	87%	False	False	16,387
80	53.39	39.40	13.99	27.1%	1.31	2.5%	88%	False	False	14,597

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.14
2.618	56.94
1.618	54.98
1.000	53.77
0.618	53.02
HIGH	51.81
0.618	51.06
0.500	50.83
0.382	50.60
LOW	49.85
0.618	48.64
1.000	47.89
1.618	46.68
2.618	44.72
4.250	41.52

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	51.41	51.04
PP	51.12	50.37
S1	50.83	49.71

Download as Excel Spreadsheet

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

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