NYMEX Light Sweet Crude Oil Future October 2016

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

Day Change Summary
	Previous	Current
	09-Sep-2016	12-Sep-2016	Change	Change %	Previous Week
Open	47.36	45.57	-1.79	-3.8%	44.15
High	47.36	46.51	-0.85	-1.8%	47.75
Low	45.56	44.72	-0.84	-1.8%	43.84
Close	45.88	46.29	0.41	0.9%	45.88
Range	1.80	1.79	-0.01	-0.6%	3.91
ATR	1.70	1.70	0.01	0.4%	0.00
Volume	688,191	745,016	56,825	8.3%	2,955,163

Daily Pivots for day following 12-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.21	50.54	47.27
R3	49.42	48.75	46.78
R2	47.63	47.63	46.62
R1	46.96	46.96	46.45	47.30
PP	45.84	45.84	45.84	46.01
S1	45.17	45.17	46.13	45.51
S2	44.05	44.05	45.96
S3	42.26	43.38	45.80
S4	40.47	41.59	45.31

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.55	55.63	48.03
R3	53.64	51.72	46.96
R2	49.73	49.73	46.60
R1	47.81	47.81	46.24	48.77
PP	45.82	45.82	45.82	46.31
S1	43.90	43.90	45.52	44.86
S2	41.91	41.91	45.16
S3	38.00	39.99	44.80
S4	34.09	36.08	43.73

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.75	43.84	3.91	8.4%	1.98	4.3%	63%	False	False	740,035
10	47.75	43.00	4.75	10.3%	1.73	3.7%	69%	False	False	620,480
20	49.36	43.00	6.36	13.7%	1.57	3.4%	52%	False	False	545,404
40	49.36	39.96	9.40	20.3%	1.53	3.3%	67%	False	False	347,033
60	51.53	39.96	11.57	25.0%	1.64	3.5%	55%	False	False	249,226
80	53.02	39.96	13.06	28.2%	1.53	3.3%	48%	False	False	192,141
100	53.02	39.96	13.06	28.2%	1.52	3.3%	48%	False	False	157,835
120	53.02	39.08	13.94	30.1%	1.50	3.2%	52%	False	False	134,006

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	54.12
2.618	51.20
1.618	49.41
1.000	48.30
0.618	47.62
HIGH	46.51
0.618	45.83
0.500	45.62
0.382	45.40
LOW	44.72
0.618	43.61
1.000	42.93
1.618	41.82
2.618	40.03
4.250	37.11

Fisher Pivots for day following 12-Sep-2016
Pivot	1 day	3 day
R1	46.07	46.27
PP	45.84	46.25
S1	45.62	46.24

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

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