NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 09-Jun-2015

Day Change Summary
	Previous	Current
	08-Jun-2015	09-Jun-2015	Change	Change %	Previous Week
Open	60.79	60.44	-0.35	-0.6%	61.47
High	60.79	62.21	1.42	2.3%	62.57
Low	60.06	60.44	0.38	0.6%	59.00
Close	60.26	62.06	1.80	3.0%	61.19
Range	0.73	1.77	1.04	142.5%	3.57
ATR	1.51	1.54	0.03	2.1%	0.00
Volume	7,411	11,076	3,665	49.5%	49,076

Daily Pivots for day following 09-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	66.88	66.24	63.03
R3	65.11	64.47	62.55
R2	63.34	63.34	62.38
R1	62.70	62.70	62.22	63.02
PP	61.57	61.57	61.57	61.73
S1	60.93	60.93	61.90	61.25
S2	59.80	59.80	61.74
S3	58.03	59.16	61.57
S4	56.26	57.39	61.09

Weekly Pivots for week ending 05-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	71.63	69.98	63.15
R3	68.06	66.41	62.17
R2	64.49	64.49	61.84
R1	62.84	62.84	61.52	61.88
PP	60.92	60.92	60.92	60.44
S1	59.27	59.27	60.86	58.31
S2	57.35	57.35	60.54
S3	53.78	55.70	60.21
S4	50.21	52.13	59.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.50	59.00	3.50	5.6%	1.49	2.4%	87%	False	False	8,627
10	62.57	58.48	4.09	6.6%	1.50	2.4%	88%	False	False	10,008
20	64.61	58.48	6.13	9.9%	1.50	2.4%	58%	False	False	8,564

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	69.73
2.618	66.84
1.618	65.07
1.000	63.98
0.618	63.30
HIGH	62.21
0.618	61.53
0.500	61.33
0.382	61.12
LOW	60.44
0.618	59.35
1.000	58.67
1.618	57.58
2.618	55.81
4.250	52.92

Fisher Pivots for day following 09-Jun-2015
Pivot	1 day	3 day
R1	61.82	61.58
PP	61.57	61.09
S1	61.33	60.61

Download as Excel Spreadsheet

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

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