NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 08-Jul-2016

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	49.63	47.08	-2.55	-5.1%	50.92
High	50.10	47.83	-2.27	-4.5%	51.20
Low	46.77	46.75	-0.02	0.0%	46.75
Close	47.07	47.37	0.30	0.6%	47.37
Range	3.33	1.08	-2.25	-67.6%	4.45
ATR	1.85	1.79	-0.05	-3.0%	0.00
Volume	26,050	23,656	-2,394	-9.2%	120,838

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.56	50.04	47.96
R3	49.48	48.96	47.67
R2	48.40	48.40	47.57
R1	47.88	47.88	47.47	48.14
PP	47.32	47.32	47.32	47.45
S1	46.80	46.80	47.27	47.06
S2	46.24	46.24	47.17
S3	45.16	45.72	47.07
S4	44.08	44.64	46.78

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	61.79	59.03	49.82
R3	57.34	54.58	48.59
R2	52.89	52.89	48.19
R1	50.13	50.13	47.78	49.29
PP	48.44	48.44	48.44	48.02
S1	45.68	45.68	46.96	44.84
S2	43.99	43.99	46.55
S3	39.54	41.23	46.15
S4	35.09	36.78	44.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.20	46.75	4.45	9.4%	2.15	4.5%	14%	False	True	28,799
10	52.00	46.75	5.25	11.1%	2.11	4.4%	12%	False	True	27,905
20	52.49	46.75	5.74	12.1%	1.77	3.7%	11%	False	True	24,106
40	53.39	46.75	6.64	14.0%	1.43	3.0%	9%	False	True	19,255
60	53.39	41.29	12.10	25.5%	1.47	3.1%	50%	False	False	17,600
80	53.39	39.40	13.99	29.5%	1.38	2.9%	57%	False	False	16,026

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.34
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	52.42
2.618	50.66
1.618	49.58
1.000	48.91
0.618	48.50
HIGH	47.83
0.618	47.42
0.500	47.29
0.382	47.16
LOW	46.75
0.618	46.08
1.000	45.67
1.618	45.00
2.618	43.92
4.250	42.16

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	47.34	48.43
PP	47.32	48.07
S1	47.29	47.72

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

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