NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 01-Jul-2016

Day Change Summary
	Previous	Current
	30-Jun-2016	01-Jul-2016	Change	Change %	Previous Week
Open	51.84	50.69	-1.15	-2.2%	49.81
High	51.88	51.67	-0.21	-0.4%	52.30
Low	50.45	50.14	-0.31	-0.6%	48.07
Close	50.62	51.34	0.72	1.4%	51.34
Range	1.43	1.53	0.10	7.0%	4.23
ATR	1.67	1.66	-0.01	-0.6%	0.00
Volume	62,406	68,014	5,608	9.0%	376,495

Daily Pivots for day following 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.64	55.02	52.18
R3	54.11	53.49	51.76
R2	52.58	52.58	51.62
R1	51.96	51.96	51.48	52.27
PP	51.05	51.05	51.05	51.21
S1	50.43	50.43	51.20	50.74
S2	49.52	49.52	51.06
S3	47.99	48.90	50.92
S4	46.46	47.37	50.50

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	63.26	61.53	53.67
R3	59.03	57.30	52.50
R2	54.80	54.80	52.12
R1	53.07	53.07	51.73	53.94
PP	50.57	50.57	50.57	51.00
S1	48.84	48.84	50.95	49.71
S2	46.34	46.34	50.56
S3	42.11	44.61	50.18
S4	37.88	40.38	49.01

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.30	48.07	4.23	8.2%	1.72	3.4%	77%	False	False	75,299
10	52.40	48.07	4.33	8.4%	1.80	3.5%	76%	False	False	76,445
20	53.62	48.07	5.55	10.8%	1.59	3.1%	59%	False	False	67,533
40	53.62	45.53	8.09	15.8%	1.46	2.8%	72%	False	False	61,862
60	53.62	41.35	12.27	23.9%	1.51	2.9%	81%	False	False	61,727

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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.17
2.618	55.68
1.618	54.15
1.000	53.20
0.618	52.62
HIGH	51.67
0.618	51.09
0.500	50.91
0.382	50.72
LOW	50.14
0.618	49.19
1.000	48.61
1.618	47.66
2.618	46.13
4.250	43.64

Fisher Pivots for day following 01-Jul-2016
Pivot	1 day	3 day
R1	51.20	51.30
PP	51.05	51.26
S1	50.91	51.22

Download as Excel Spreadsheet

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

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