NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 11-Jul-2016

Day Change Summary
	Previous	Current
	08-Jul-2016	11-Jul-2016	Change	Change %	Previous Week
Open	47.69	47.62	-0.07	-0.1%	51.59
High	48.42	48.34	-0.08	-0.2%	51.75
Low	47.32	47.12	-0.20	-0.4%	47.31
Close	47.95	47.60	-0.35	-0.7%	47.95
Range	1.10	1.22	0.12	10.9%	4.44
ATR	1.82	1.78	-0.04	-2.4%	0.00
Volume	55,104	84,607	29,503	53.5%	335,179

Daily Pivots for day following 11-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.35	50.69	48.27
R3	50.13	49.47	47.94
R2	48.91	48.91	47.82
R1	48.25	48.25	47.71	47.97
PP	47.69	47.69	47.69	47.55
S1	47.03	47.03	47.49	46.75
S2	46.47	46.47	47.38
S3	45.25	45.81	47.26
S4	44.03	44.59	46.93

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	47.12	4.63	9.7%	2.11	4.4%	10%	False	True	83,957
10	52.30	47.12	5.18	10.9%	1.92	4.0%	9%	False	True	79,628
20	52.40	47.12	5.28	11.1%	1.79	3.8%	9%	False	True	74,494
40	53.62	47.12	6.50	13.7%	1.49	3.1%	7%	False	True	63,630
60	53.62	41.43	12.19	25.6%	1.56	3.3%	51%	False	False	62,444

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.53
2.618	51.53
1.618	50.31
1.000	49.56
0.618	49.09
HIGH	48.34
0.618	47.87
0.500	47.73
0.382	47.59
LOW	47.12
0.618	46.37
1.000	45.90
1.618	45.15
2.618	43.93
4.250	41.94

Fisher Pivots for day following 11-Jul-2016
Pivot	1 day	3 day
R1	47.73	48.88
PP	47.69	48.45
S1	47.64	48.03

Download as Excel Spreadsheet

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

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