NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 20-Jun-2016

Day Change Summary
	Previous	Current
	17-Jun-2016	20-Jun-2016	Change	Change %	Previous Week
Open	48.32	50.63	2.31	4.8%	51.22
High	50.55	51.74	1.19	2.4%	51.62
Low	48.19	50.42	2.23	4.6%	48.19
Close	50.30	51.71	1.41	2.8%	50.30
Range	2.36	1.32	-1.04	-44.1%	3.43
ATR	1.41	1.42	0.00	0.1%	0.00
Volume	56,972	48,072	-8,900	-15.6%	305,650

Daily Pivots for day following 20-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.25	54.80	52.44
R3	53.93	53.48	52.07
R2	52.61	52.61	51.95
R1	52.16	52.16	51.83	52.39
PP	51.29	51.29	51.29	51.40
S1	50.84	50.84	51.59	51.07
S2	49.97	49.97	51.47
S3	48.65	49.52	51.35
S4	47.33	48.20	50.98

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.33	58.74	52.19
R3	56.90	55.31	51.24
R2	53.47	53.47	50.93
R1	51.88	51.88	50.61	50.96
PP	50.04	50.04	50.04	49.58
S1	48.45	48.45	49.99	47.53
S2	46.61	46.61	49.67
S3	43.18	45.02	49.36
S4	39.75	41.59	48.41

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.74	48.19	3.55	6.9%	1.49	2.9%	99%	True	False	61,285
10	53.62	48.19	5.43	10.5%	1.40	2.7%	65%	False	False	59,187
20	53.62	48.19	5.43	10.5%	1.26	2.4%	65%	False	False	53,538
40	53.62	45.41	8.21	15.9%	1.37	2.7%	77%	False	False	56,568

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
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	0.23
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.35
2.618	55.20
1.618	53.88
1.000	53.06
0.618	52.56
HIGH	51.74
0.618	51.24
0.500	51.08
0.382	50.92
LOW	50.42
0.618	49.60
1.000	49.10
1.618	48.28
2.618	46.96
4.250	44.81

Fisher Pivots for day following 20-Jun-2016
Pivot	1 day	3 day
R1	51.50	51.13
PP	51.29	50.55
S1	51.08	49.97

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

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