NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	45.57	46.06	0.49	1.1%	44.15
High	46.51	46.13	-0.38	-0.8%	47.75
Low	44.72	44.77	0.05	0.1%	43.84
Close	46.29	44.90	-1.39	-3.0%	45.88
Range	1.79	1.36	-0.43	-24.0%	3.91
ATR	1.70	1.69	-0.01	-0.8%	0.00
Volume	745,016	657,775	-87,241	-11.7%	2,955,163

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.35	48.48	45.65
R3	47.99	47.12	45.27
R2	46.63	46.63	45.15
R1	45.76	45.76	45.02	45.52
PP	45.27	45.27	45.27	45.14
S1	44.40	44.40	44.78	44.16
S2	43.91	43.91	44.65
S3	42.55	43.04	44.53
S4	41.19	41.68	44.15

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	44.55	3.20	7.1%	1.71	3.8%	11%	False	False	685,161
10	47.75	43.00	4.75	10.6%	1.80	4.0%	40%	False	False	655,332
20	49.36	43.00	6.36	14.2%	1.56	3.5%	30%	False	False	566,143
40	49.36	39.96	9.40	20.9%	1.53	3.4%	53%	False	False	362,479
60	51.53	39.96	11.57	25.8%	1.63	3.6%	43%	False	False	259,738
80	53.02	39.96	13.06	29.1%	1.53	3.4%	38%	False	False	200,223
100	53.02	39.96	13.06	29.1%	1.52	3.4%	38%	False	False	164,190
120	53.02	39.08	13.94	31.0%	1.51	3.4%	42%	False	False	139,380

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	51.91
2.618	49.69
1.618	48.33
1.000	47.49
0.618	46.97
HIGH	46.13
0.618	45.61
0.500	45.45
0.382	45.29
LOW	44.77
0.618	43.93
1.000	43.41
1.618	42.57
2.618	41.21
4.250	38.99

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	45.45	46.04
PP	45.27	45.66
S1	45.08	45.28

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

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