NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 09-Jun-2016

Day Change Summary
	Previous	Current
	08-Jun-2016	09-Jun-2016	Change	Change %	Previous Week
Open	52.63	53.65	1.02	1.9%	51.29
High	53.58	53.72	0.14	0.3%	51.93
Low	52.63	52.50	-0.13	-0.2%	49.85
Close	53.42	52.97	-0.45	-0.8%	50.69
Range	0.95	1.22	0.27	28.4%	2.08
ATR	1.19	1.19	0.00	0.2%	0.00
Volume	11,926	11,768	-158	-1.3%	20,277

Daily Pivots for day following 09-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.72	56.07	53.64
R3	55.50	54.85	53.31
R2	54.28	54.28	53.19
R1	53.63	53.63	53.08	53.35
PP	53.06	53.06	53.06	52.92
S1	52.41	52.41	52.86	52.13
S2	51.84	51.84	52.75
S3	50.62	51.19	52.63
S4	49.40	49.97	52.30

Weekly Pivots for week ending 03-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.06	55.96	51.83
R3	54.98	53.88	51.26
R2	52.90	52.90	51.07
R1	51.80	51.80	50.88	51.31
PP	50.82	50.82	50.82	50.58
S1	49.72	49.72	50.50	49.23
S2	48.74	48.74	50.31
S3	46.66	47.64	50.12
S4	44.58	45.56	49.55

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.72	50.46	3.26	6.2%	0.95	1.8%	77%	True	False	8,465
10	53.72	49.85	3.87	7.3%	1.01	1.9%	81%	True	False	6,943
20	53.72	48.42	5.30	10.0%	0.96	1.8%	86%	True	False	6,483

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	58.91
2.618	56.91
1.618	55.69
1.000	54.94
0.618	54.47
HIGH	53.72
0.618	53.25
0.500	53.11
0.382	52.97
LOW	52.50
0.618	51.75
1.000	51.28
1.618	50.53
2.618	49.31
4.250	47.32

Fisher Pivots for day following 09-Jun-2016
Pivot	1 day	3 day
R1	53.11	52.85
PP	53.06	52.72
S1	53.02	52.60

Download as Excel Spreadsheet

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

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