NYMEX Light Sweet Crude Oil Future January 2016

Trading Metrics calculated at close of trading on 29-Jun-2015

Day Change Summary
	Previous	Current
	26-Jun-2015	29-Jun-2015	Change	Change %	Previous Week
Open	61.36	60.51	-0.85	-1.4%	61.26
High	61.36	60.73	-0.63	-1.0%	62.97
Low	60.51	59.75	-0.76	-1.3%	60.51
Close	61.25	60.00	-1.25	-2.0%	61.25
Range	0.85	0.98	0.13	15.3%	2.46
ATR	1.35	1.36	0.01	0.8%	0.00
Volume	7,425	5,027	-2,398	-32.3%	46,968

Daily Pivots for day following 29-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	63.10	62.53	60.54
R3	62.12	61.55	60.27
R2	61.14	61.14	60.18
R1	60.57	60.57	60.09	60.37
PP	60.16	60.16	60.16	60.06
S1	59.59	59.59	59.91	59.39
S2	59.18	59.18	59.82
S3	58.20	58.61	59.73
S4	57.22	57.63	59.46

Weekly Pivots for week ending 26-Jun-2015
	Classic	Woodie	Camarilla	DeMark
R4	68.96	67.56	62.60
R3	66.50	65.10	61.93
R2	64.04	64.04	61.70
R1	62.64	62.64	61.48	62.11
PP	61.58	61.58	61.58	61.31
S1	60.18	60.18	61.02	59.65
S2	59.12	59.12	60.80
S3	56.66	57.72	60.57
S4	54.20	55.26	59.90

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	62.97	59.75	3.22	5.4%	1.15	1.9%	8%	False	True	8,109
10	63.15	59.75	3.40	5.7%	1.27	2.1%	7%	False	True	8,277
20	63.32	59.00	4.32	7.2%	1.26	2.1%	23%	False	False	8,568

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	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	64.90
2.618	63.30
1.618	62.32
1.000	61.71
0.618	61.34
HIGH	60.73
0.618	60.36
0.500	60.24
0.382	60.12
LOW	59.75
0.618	59.14
1.000	58.77
1.618	58.16
2.618	57.18
4.250	55.59

Fisher Pivots for day following 29-Jun-2015
Pivot	1 day	3 day
R1	60.24	60.81
PP	60.16	60.54
S1	60.08	60.27

Download as Excel Spreadsheet

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

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