NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 22-Jun-2016

Day Change Summary
	Previous	Current
	21-Jun-2016	22-Jun-2016	Change	Change %	Previous Week
Open	51.66	52.50	0.84	1.6%	51.35
High	52.08	52.56	0.48	0.9%	51.83
Low	51.01	50.78	-0.23	-0.5%	48.53
Close	52.05	51.46	-0.59	-1.1%	50.57
Range	1.07	1.78	0.71	66.4%	3.30
ATR	1.29	1.33	0.03	2.7%	0.00
Volume	10,952	10,619	-333	-3.0%	40,559

Daily Pivots for day following 22-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.94	55.98	52.44
R3	55.16	54.20	51.95
R2	53.38	53.38	51.79
R1	52.42	52.42	51.62	52.01
PP	51.60	51.60	51.60	51.40
S1	50.64	50.64	51.30	50.23
S2	49.82	49.82	51.13
S3	48.04	48.86	50.97
S4	46.26	47.08	50.48

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	52.56	48.53	4.03	7.8%	1.52	2.9%	73%	True	False	9,169
10	53.72	48.53	5.19	10.1%	1.27	2.5%	56%	False	False	9,158
20	53.72	48.53	5.19	10.1%	1.12	2.2%	56%	False	False	7,899

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.16
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	60.13
2.618	57.22
1.618	55.44
1.000	54.34
0.618	53.66
HIGH	52.56
0.618	51.88
0.500	51.67
0.382	51.46
LOW	50.78
0.618	49.68
1.000	49.00
1.618	47.90
2.618	46.12
4.250	43.22

Fisher Pivots for day following 22-Jun-2016
Pivot	1 day	3 day
R1	51.67	51.67
PP	51.60	51.60
S1	51.53	51.53

Download as Excel Spreadsheet

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

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