NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 12-Jul-2016

Day Change Summary
	Previous	Current
	11-Jul-2016	12-Jul-2016	Change	Change %	Previous Week
Open	48.03	48.14	0.11	0.2%	51.81
High	48.84	50.24	1.40	2.9%	52.11
Low	47.63	48.14	0.51	1.1%	47.82
Close	48.17	50.12	1.95	4.0%	48.44
Range	1.21	2.10	0.89	73.6%	4.29
ATR	1.66	1.69	0.03	1.9%	0.00
Volume	24,615	29,857	5,242	21.3%	61,589

Daily Pivots for day following 12-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.80	55.06	51.28
R3	53.70	52.96	50.70
R2	51.60	51.60	50.51
R1	50.86	50.86	50.31	51.23
PP	49.50	49.50	49.50	49.69
S1	48.76	48.76	49.93	49.13
S2	47.40	47.40	49.74
S3	45.30	46.66	49.54
S4	43.20	44.56	48.97

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.33	59.67	50.80
R3	58.04	55.38	49.62
R2	53.75	53.75	49.23
R1	51.09	51.09	48.83	50.28
PP	49.46	49.46	49.46	49.05
S1	46.80	46.80	48.05	45.99
S2	45.17	45.17	47.65
S3	40.88	42.51	47.26
S4	36.59	38.22	46.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.07	47.63	3.44	6.9%	1.82	3.6%	72%	False	False	20,451
10	52.66	47.63	5.03	10.0%	1.83	3.7%	50%	False	False	18,048
20	52.66	47.63	5.03	10.0%	1.68	3.4%	50%	False	False	13,720
40	53.72	47.63	6.09	12.2%	1.33	2.7%	41%	False	False	10,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	59.17
2.618	55.74
1.618	53.64
1.000	52.34
0.618	51.54
HIGH	50.24
0.618	49.44
0.500	49.19
0.382	48.94
LOW	48.14
0.618	46.84
1.000	46.04
1.618	44.74
2.618	42.64
4.250	39.22

Fisher Pivots for day following 12-Jul-2016
Pivot	1 day	3 day
R1	49.81	49.73
PP	49.50	49.33
S1	49.19	48.94

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

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