NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 17-Jun-2016

Day Change Summary
	Previous	Current
	16-Jun-2016	17-Jun-2016	Change	Change %	Previous Week
Open	50.03	48.53	-1.50	-3.0%	51.35
High	50.03	50.66	0.63	1.3%	51.83
Low	48.57	48.53	-0.04	-0.1%	48.53
Close	48.76	50.57	1.81	3.7%	50.57
Range	1.46	2.13	0.67	45.9%	3.30
ATR	1.24	1.30	0.06	5.2%	0.00
Volume	11,769	6,028	-5,741	-48.8%	40,559

Daily Pivots for day following 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.31	55.57	51.74
R3	54.18	53.44	51.16
R2	52.05	52.05	50.96
R1	51.31	51.31	50.77	51.68
PP	49.92	49.92	49.92	50.11
S1	49.18	49.18	50.37	49.55
S2	47.79	47.79	50.18
S3	45.66	47.05	49.98
S4	43.53	44.92	49.40

Weekly Pivots for week ending 17-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.21	58.69	52.39
R3	56.91	55.39	51.48
R2	53.61	53.61	51.18
R1	52.09	52.09	50.87	51.20
PP	50.31	50.31	50.31	49.87
S1	48.79	48.79	50.27	47.90
S2	47.01	47.01	49.97
S3	43.71	45.49	49.66
S4	40.41	42.19	48.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.83	48.53	3.30	6.5%	1.28	2.5%	62%	False	True	8,111
10	53.72	48.53	5.19	10.3%	1.14	2.3%	39%	False	True	8,862
20	53.72	48.53	5.19	10.3%	1.06	2.1%	39%	False	True	7,192

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.11
Widest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	59.71
2.618	56.24
1.618	54.11
1.000	52.79
0.618	51.98
HIGH	50.66
0.618	49.85
0.500	49.60
0.382	49.34
LOW	48.53
0.618	47.21
1.000	46.40
1.618	45.08
2.618	42.95
4.250	39.48

Fisher Pivots for day following 17-Jun-2016
Pivot	1 day	3 day
R1	50.25	50.28
PP	49.92	49.98
S1	49.60	49.69

Download as Excel Spreadsheet

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

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