NYMEX Light Sweet Crude Oil Future December 2016

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

Day Change Summary
	Previous	Current
	07-Jul-2016	08-Jul-2016	Change	Change %	Previous Week
Open	50.37	47.69	-2.68	-5.3%	51.59
High	50.63	48.42	-2.21	-4.4%	51.75
Low	47.31	47.32	0.01	0.0%	47.31
Close	47.64	47.95	0.31	0.7%	47.95
Range	3.32	1.10	-2.22	-66.9%	4.44
ATR	1.88	1.82	-0.06	-3.0%	0.00
Volume	99,158	55,104	-44,054	-44.4%	335,179

Daily Pivots for day following 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.20	50.67	48.56
R3	50.10	49.57	48.25
R2	49.00	49.00	48.15
R1	48.47	48.47	48.05	48.74
PP	47.90	47.90	47.90	48.03
S1	47.37	47.37	47.85	47.64
S2	46.80	46.80	47.75
S3	45.70	46.27	47.65
S4	44.60	45.17	47.35

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.32	59.58	50.39
R3	57.88	55.14	49.17
R2	53.44	53.44	48.76
R1	50.70	50.70	48.36	49.85
PP	49.00	49.00	49.00	48.58
S1	46.26	46.26	47.54	45.41
S2	44.56	44.56	47.14
S3	40.12	41.82	46.73
S4	35.68	37.38	45.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.75	47.31	4.44	9.3%	2.18	4.5%	14%	False	False	80,638
10	52.40	47.31	5.09	10.6%	2.15	4.5%	13%	False	False	82,188
20	52.82	47.31	5.51	11.5%	1.81	3.8%	12%	False	False	73,073
40	53.62	47.31	6.31	13.2%	1.49	3.1%	10%	False	False	63,162
60	53.62	41.43	12.19	25.4%	1.56	3.3%	53%	False	False	61,891

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	53.10
2.618	51.30
1.618	50.20
1.000	49.52
0.618	49.10
HIGH	48.42
0.618	48.00
0.500	47.87
0.382	47.74
LOW	47.32
0.618	46.64
1.000	46.22
1.618	45.54
2.618	44.44
4.250	42.65

Fisher Pivots for day following 08-Jul-2016
Pivot	1 day	3 day
R1	47.92	48.97
PP	47.90	48.63
S1	47.87	48.29

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

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