NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 29-Jun-2016

Day Change Summary
	Previous	Current
	28-Jun-2016	29-Jun-2016	Change	Change %	Previous Week
Open	48.79	50.35	1.56	3.2%	50.63
High	50.42	52.30	1.88	3.7%	52.40
Low	48.76	50.27	1.51	3.1%	48.86
Close	50.20	52.19	1.99	4.0%	49.72
Range	1.66	2.03	0.37	22.3%	3.54
ATR	1.63	1.67	0.03	2.0%	0.00
Volume	85,798	84,996	-802	-0.9%	387,960

Daily Pivots for day following 29-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.68	56.96	53.31
R3	55.65	54.93	52.75
R2	53.62	53.62	52.56
R1	52.90	52.90	52.38	53.26
PP	51.59	51.59	51.59	51.77
S1	50.87	50.87	52.00	51.23
S2	49.56	49.56	51.82
S3	47.53	48.84	51.63
S4	45.50	46.81	51.07

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.95	58.87	51.67
R3	57.41	55.33	50.69
R2	53.87	53.87	50.37
R1	51.79	51.79	50.04	51.06
PP	50.33	50.33	50.33	49.96
S1	48.25	48.25	49.40	47.52
S2	46.79	46.79	49.07
S3	43.25	44.71	48.75
S4	39.71	41.17	47.77

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.40	48.07	4.33	8.3%	2.06	3.9%	95%	False	False	84,414
10	52.40	48.07	4.33	8.3%	1.91	3.7%	95%	False	False	76,501
20	53.62	48.07	5.55	10.6%	1.56	3.0%	74%	False	False	65,702
40	53.62	45.53	8.09	15.5%	1.47	2.8%	82%	False	False	62,241
60	53.62	40.38	13.24	25.4%	1.51	2.9%	89%	False	False	61,434

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	60.93
2.618	57.61
1.618	55.58
1.000	54.33
0.618	53.55
HIGH	52.30
0.618	51.52
0.500	51.29
0.382	51.05
LOW	50.27
0.618	49.02
1.000	48.24
1.618	46.99
2.618	44.96
4.250	41.64

Fisher Pivots for day following 29-Jun-2016
Pivot	1 day	3 day
R1	51.89	51.52
PP	51.59	50.85
S1	51.29	50.19

Download as Excel Spreadsheet

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

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