NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 31-May-2016

Day Change Summary
	Previous	Current
	27-May-2016	31-May-2016	Change	Change %	Previous Week
Open	50.91	51.26	0.35	0.7%	50.13
High	51.27	51.76	0.49	1.0%	51.69
Low	50.34	50.56	0.22	0.4%	49.12
Close	51.09	50.86	-0.23	-0.5%	51.09
Range	0.93	1.20	0.27	29.0%	2.57
ATR	1.36	1.34	-0.01	-0.8%	0.00
Volume	35,494	43,923	8,429	23.7%	245,348

Daily Pivots for day following 31-May-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.66	53.96	51.52
R3	53.46	52.76	51.19
R2	52.26	52.26	51.08
R1	51.56	51.56	50.97	51.31
PP	51.06	51.06	51.06	50.94
S1	50.36	50.36	50.75	50.11
S2	49.86	49.86	50.64
S3	48.66	49.16	50.53
S4	47.46	47.96	50.20

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	51.76	49.37	2.39	4.7%	1.09	2.1%	62%	True	False	50,344
10	51.76	48.91	2.85	5.6%	1.13	2.2%	68%	True	False	49,278
20	51.76	45.53	6.23	12.2%	1.39	2.7%	86%	True	False	58,773
40	51.76	39.70	12.06	23.7%	1.47	2.9%	93%	True	False	58,928

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	56.86
2.618	54.90
1.618	53.70
1.000	52.96
0.618	52.50
HIGH	51.76
0.618	51.30
0.500	51.16
0.382	51.02
LOW	50.56
0.618	49.82
1.000	49.36
1.618	48.62
2.618	47.42
4.250	45.46

Fisher Pivots for day following 31-May-2016
Pivot	1 day	3 day
R1	51.16	51.05
PP	51.06	50.99
S1	50.96	50.92

Download as Excel Spreadsheet

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

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