NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 24-Jun-2016

Day Change Summary
	Previous	Current
	23-Jun-2016	24-Jun-2016	Change	Change %	Previous Week
Open	51.78	52.58	0.80	1.5%	50.94
High	52.50	52.58	0.08	0.2%	52.58
Low	51.47	49.28	-2.19	-4.3%	49.28
Close	52.45	50.05	-2.40	-4.6%	50.05
Range	1.03	3.30	2.27	220.4%	3.30
ATR	1.31	1.45	0.14	10.9%	0.00
Volume	9,543	10,540	997	10.4%	48,132

Daily Pivots for day following 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.54	58.59	51.87
R3	57.24	55.29	50.96
R2	53.94	53.94	50.66
R1	51.99	51.99	50.35	51.32
PP	50.64	50.64	50.64	50.30
S1	48.69	48.69	49.75	48.02
S2	47.34	47.34	49.45
S3	44.04	45.39	49.14
S4	40.74	42.09	48.24

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.54	58.59	51.87
R3	57.24	55.29	50.96
R2	53.94	53.94	50.66
R1	51.99	51.99	50.35	51.32
PP	50.64	50.64	50.64	50.30
S1	48.69	48.69	49.75	48.02
S2	47.34	47.34	49.45
S3	44.04	45.39	49.14
S4	40.74	42.09	48.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.58	49.28	3.30	6.6%	1.66	3.3%	23%	True	True	9,626
10	52.58	48.53	4.05	8.1%	1.47	2.9%	38%	True	False	8,869
20	53.72	48.53	5.19	10.4%	1.25	2.5%	29%	False	False	8,053

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	0.19
Widest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	66.61
2.618	61.22
1.618	57.92
1.000	55.88
0.618	54.62
HIGH	52.58
0.618	51.32
0.500	50.93
0.382	50.54
LOW	49.28
0.618	47.24
1.000	45.98
1.618	43.94
2.618	40.64
4.250	35.26

Fisher Pivots for day following 24-Jun-2016
Pivot	1 day	3 day
R1	50.93	50.93
PP	50.64	50.64
S1	50.34	50.34

Download as Excel Spreadsheet

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

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