NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 05-Jul-2016

Day Change Summary
	Previous	Current
	01-Jul-2016	05-Jul-2016	Change	Change %	Previous Week
Open	51.14	51.81	0.67	1.3%	49.83
High	52.11	52.11	0.00	0.0%	52.66
Low	50.58	49.34	-1.24	-2.5%	48.46
Close	51.77	49.54	-2.23	-4.3%	51.77
Range	1.53	2.77	1.24	81.0%	4.20
ATR	1.55	1.63	0.09	5.6%	0.00
Volume	15,725	13,802	-1,923	-12.2%	78,061

Daily Pivots for day following 05-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.64	56.86	51.06
R3	55.87	54.09	50.30
R2	53.10	53.10	50.05
R1	51.32	51.32	49.79	50.83
PP	50.33	50.33	50.33	50.08
S1	48.55	48.55	49.29	48.06
S2	47.56	47.56	49.03
S3	44.79	45.78	48.78
S4	42.02	43.01	48.02

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	63.56	61.87	54.08
R3	59.36	57.67	52.93
R2	55.16	55.16	52.54
R1	53.47	53.47	52.16	54.32
PP	50.96	50.96	50.96	51.39
S1	49.27	49.27	51.39	50.12
S2	46.76	46.76	51.00
S3	42.56	45.07	50.62
S4	38.36	40.87	49.46

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.66	49.15	3.51	7.1%	1.84	3.7%	11%	False	False	15,645
10	52.66	48.46	4.20	8.5%	1.81	3.6%	26%	False	False	13,351
20	53.72	48.46	5.26	10.6%	1.50	3.0%	21%	False	False	11,152
40	53.72	45.85	7.87	15.9%	1.30	2.6%	47%	False	False	8,910

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.23
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	63.88
2.618	59.36
1.618	56.59
1.000	54.88
0.618	53.82
HIGH	52.11
0.618	51.05
0.500	50.73
0.382	50.40
LOW	49.34
0.618	47.63
1.000	46.57
1.618	44.86
2.618	42.09
4.250	37.57

Fisher Pivots for day following 05-Jul-2016
Pivot	1 day	3 day
R1	50.73	50.77
PP	50.33	50.36
S1	49.94	49.95

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

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