NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 16-Jun-2016

Day Change Summary
	Previous	Current
	15-Jun-2016	16-Jun-2016	Change	Change %	Previous Week
Open	50.36	50.03	-0.33	-0.7%	51.15
High	50.85	50.03	-0.82	-1.6%	53.72
Low	49.73	48.57	-1.16	-2.3%	51.10
Close	50.34	48.76	-1.58	-3.1%	51.66
Range	1.12	1.46	0.34	30.4%	2.62
ATR	1.19	1.24	0.04	3.4%	0.00
Volume	6,096	11,769	5,673	93.1%	48,067

Daily Pivots for day following 16-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.50	52.59	49.56
R3	52.04	51.13	49.16
R2	50.58	50.58	49.03
R1	49.67	49.67	48.89	49.40
PP	49.12	49.12	49.12	48.98
S1	48.21	48.21	48.63	47.94
S2	47.66	47.66	48.49
S3	46.20	46.75	48.36
S4	44.74	45.29	47.96

Weekly Pivots for week ending 10-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.02	58.46	53.10
R3	57.40	55.84	52.38
R2	54.78	54.78	52.14
R1	53.22	53.22	51.90	54.00
PP	52.16	52.16	52.16	52.55
S1	50.60	50.60	51.42	51.38
S2	49.54	49.54	51.18
S3	46.92	47.98	50.94
S4	44.30	45.36	50.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.57	48.57	4.00	8.2%	1.06	2.2%	5%	False	True	9,148
10	53.72	48.57	5.15	10.6%	1.00	2.1%	4%	False	True	8,807
20	53.72	48.57	5.15	10.6%	1.02	2.1%	4%	False	True	7,043

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	56.24
2.618	53.85
1.618	52.39
1.000	51.49
0.618	50.93
HIGH	50.03
0.618	49.47
0.500	49.30
0.382	49.13
LOW	48.57
0.618	47.67
1.000	47.11
1.618	46.21
2.618	44.75
4.250	42.37

Fisher Pivots for day following 16-Jun-2016
Pivot	1 day	3 day
R1	49.30	49.83
PP	49.12	49.47
S1	48.94	49.12

Download as Excel Spreadsheet

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

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