NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 27-May-2016

Day Change Summary
	Previous	Current
	26-May-2016	27-May-2016	Change	Change %	Previous Week
Open	51.25	50.91	-0.34	-0.7%	50.13
High	51.69	51.27	-0.42	-0.8%	51.69
Low	50.80	50.34	-0.46	-0.9%	49.12
Close	51.13	51.09	-0.04	-0.1%	51.09
Range	0.89	0.93	0.04	4.5%	2.57
ATR	1.39	1.36	-0.03	-2.4%	0.00
Volume	59,162	35,494	-23,668	-40.0%	245,348

Daily Pivots for day following 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.69	53.32	51.60
R3	52.76	52.39	51.35
R2	51.83	51.83	51.26
R1	51.46	51.46	51.18	51.65
PP	50.90	50.90	50.90	50.99
S1	50.53	50.53	51.00	50.72
S2	49.97	49.97	50.92
S3	49.04	49.60	50.83
S4	48.11	48.67	50.58

Weekly Pivots for week ending 27-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.34	57.29	52.50
R3	55.77	54.72	51.80
R2	53.20	53.20	51.56
R1	52.15	52.15	51.33	52.68
PP	50.63	50.63	50.63	50.90
S1	49.58	49.58	50.85	50.11
S2	48.06	48.06	50.62
S3	45.49	47.01	50.38
S4	42.92	44.44	49.68

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.69	49.12	2.57	5.0%	1.05	2.1%	77%	False	False	49,069
10	51.69	48.70	2.99	5.9%	1.16	2.3%	80%	False	False	53,054
20	51.69	45.53	6.16	12.1%	1.40	2.7%	90%	False	False	58,691
40	51.69	39.70	11.99	23.5%	1.48	2.9%	95%	False	False	59,002

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.22
2.618	53.70
1.618	52.77
1.000	52.20
0.618	51.84
HIGH	51.27
0.618	50.91
0.500	50.81
0.382	50.70
LOW	50.34
0.618	49.77
1.000	49.41
1.618	48.84
2.618	47.91
4.250	46.39

Fisher Pivots for day following 27-May-2016
Pivot	1 day	3 day
R1	51.00	51.06
PP	50.90	51.02
S1	50.81	50.99

Download as Excel Spreadsheet

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

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