NYMEX Light Sweet Crude Oil Future December 2016

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

Day Change Summary
	Previous	Current
	07-Jun-2016	08-Jun-2016	Change	Change %	Previous Week
Open	51.47	52.26	0.79	1.5%	51.26
High	52.43	53.56	1.13	2.2%	51.76
Low	51.26	52.22	0.96	1.9%	49.62
Close	52.31	53.25	0.94	1.8%	50.49
Range	1.17	1.34	0.17	14.5%	2.14
ATR	1.30	1.30	0.00	0.2%	0.00
Volume	44,009	79,977	35,968	81.7%	191,137

Daily Pivots for day following 08-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.03	56.48	53.99
R3	55.69	55.14	53.62
R2	54.35	54.35	53.50
R1	53.80	53.80	53.37	54.08
PP	53.01	53.01	53.01	53.15
S1	52.46	52.46	53.13	52.74
S2	51.67	51.67	53.00
S3	50.33	51.12	52.88
S4	48.99	49.78	52.51

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	53.56	49.89	3.67	6.9%	1.18	2.2%	92%	True	False	52,040
10	53.56	49.62	3.94	7.4%	1.13	2.1%	92%	True	False	50,646
20	53.56	46.56	7.00	13.1%	1.21	2.3%	96%	True	False	54,664
40	53.56	41.43	12.13	22.8%	1.43	2.7%	97%	True	False	56,913

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	59.26
2.618	57.07
1.618	55.73
1.000	54.90
0.618	54.39
HIGH	53.56
0.618	53.05
0.500	52.89
0.382	52.73
LOW	52.22
0.618	51.39
1.000	50.88
1.618	50.05
2.618	48.71
4.250	46.53

Fisher Pivots for day following 08-Jun-2016
Pivot	1 day	3 day
R1	53.13	52.86
PP	53.01	52.47
S1	52.89	52.08

Download as Excel Spreadsheet

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

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