NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 06-Jun-2016

Day Change Summary
	Previous	Current
	03-Jun-2016	06-Jun-2016	Change	Change %	Previous Week
Open	50.87	50.68	-0.19	-0.4%	51.26
High	51.17	51.62	0.45	0.9%	51.76
Low	50.20	50.59	0.39	0.8%	49.62
Close	50.49	51.54	1.05	2.1%	50.49
Range	0.97	1.03	0.06	6.2%	2.14
ATR	1.32	1.31	-0.01	-1.0%	0.00
Volume	39,798	42,417	2,619	6.6%	191,137

Daily Pivots for day following 06-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.34	53.97	52.11
R3	53.31	52.94	51.82
R2	52.28	52.28	51.73
R1	51.91	51.91	51.63	52.10
PP	51.25	51.25	51.25	51.34
S1	50.88	50.88	51.45	51.07
S2	50.22	50.22	51.35
S3	49.19	49.85	51.26
S4	48.16	48.82	50.97

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.04	55.91	51.67
R3	54.90	53.77	51.08
R2	52.76	52.76	50.88
R1	51.63	51.63	50.69	51.13
PP	50.62	50.62	50.62	50.37
S1	49.49	49.49	50.29	48.99
S2	48.48	48.48	50.10
S3	46.34	47.35	49.90
S4	44.20	45.21	49.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.76	49.62	2.14	4.2%	1.20	2.3%	90%	False	False	46,710
10	51.76	49.12	2.64	5.1%	1.12	2.2%	92%	False	False	47,890
20	51.76	45.53	6.23	12.1%	1.29	2.5%	96%	False	False	55,759
40	51.76	41.43	10.33	20.0%	1.44	2.8%	98%	False	False	57,999

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.36
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.00
2.618	54.32
1.618	53.29
1.000	52.65
0.618	52.26
HIGH	51.62
0.618	51.23
0.500	51.11
0.382	50.98
LOW	50.59
0.618	49.95
1.000	49.56
1.618	48.92
2.618	47.89
4.250	46.21

Fisher Pivots for day following 06-Jun-2016
Pivot	1 day	3 day
R1	51.40	51.28
PP	51.25	51.02
S1	51.11	50.76

Download as Excel Spreadsheet

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

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