NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	47.08	47.05	-0.03	-0.1%	50.92
High	47.83	47.76	-0.07	-0.1%	51.20
Low	46.75	46.54	-0.21	-0.4%	46.75
Close	47.37	46.93	-0.44	-0.9%	47.37
Range	1.08	1.22	0.14	13.0%	4.45
ATR	1.79	1.75	-0.04	-2.3%	0.00
Volume	23,656	48,690	25,034	105.8%	120,838

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.74	50.05	47.60
R3	49.52	48.83	47.27
R2	48.30	48.30	47.15
R1	47.61	47.61	47.04	47.35
PP	47.08	47.08	47.08	46.94
S1	46.39	46.39	46.82	46.13
S2	45.86	45.86	46.71
S3	44.64	45.17	46.59
S4	43.42	43.95	46.26

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	46.54	4.66	9.9%	2.11	4.5%	8%	False	True	33,905
10	51.81	46.54	5.27	11.2%	1.88	4.0%	7%	False	True	29,885
20	52.00	46.54	5.46	11.6%	1.74	3.7%	7%	False	True	25,550
40	53.39	46.54	6.85	14.6%	1.43	3.1%	6%	False	True	20,063
60	53.39	41.29	12.10	25.8%	1.48	3.2%	47%	False	False	18,249
80	53.39	39.40	13.99	29.8%	1.38	2.9%	54%	False	False	16,499

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.95
2.618	50.95
1.618	49.73
1.000	48.98
0.618	48.51
HIGH	47.76
0.618	47.29
0.500	47.15
0.382	47.01
LOW	46.54
0.618	45.79
1.000	45.32
1.618	44.57
2.618	43.35
4.250	41.36

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	47.15	48.32
PP	47.08	47.86
S1	47.00	47.39

Download as Excel Spreadsheet

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

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