NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	50.91	52.19	1.28	2.5%	50.94
High	52.66	52.19	-0.47	-0.9%	52.58
Low	50.66	50.85	0.19	0.4%	49.28
Close	52.59	51.02	-1.57	-3.0%	50.05
Range	2.00	1.34	-0.66	-33.0%	3.30
ATR	1.53	1.55	0.01	1.0%	0.00
Volume	17,208	13,591	-3,617	-21.0%	48,132

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.37	54.54	51.76
R3	54.03	53.20	51.39
R2	52.69	52.69	51.27
R1	51.86	51.86	51.14	51.61
PP	51.35	51.35	51.35	51.23
S1	50.52	50.52	50.90	50.27
S2	50.01	50.01	50.77
S3	48.67	49.18	50.65
S4	47.33	47.84	50.28

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	52.66	48.46	4.20	8.2%	1.98	3.9%	61%	False	False	14,575
10	52.66	48.46	4.20	8.2%	1.70	3.3%	61%	False	False	11,649
20	53.72	48.46	5.26	10.3%	1.35	2.7%	49%	False	False	10,228
40	53.72	45.85	7.87	15.4%	1.28	2.5%	66%	False	False	8,653

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.15
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	57.89
2.618	55.70
1.618	54.36
1.000	53.53
0.618	53.02
HIGH	52.19
0.618	51.68
0.500	51.52
0.382	51.36
LOW	50.85
0.618	50.02
1.000	49.51
1.618	48.68
2.618	47.34
4.250	45.16

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	51.52	50.98
PP	51.35	50.94
S1	51.19	50.91

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

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