NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 15-Sep-2016

Day Change Summary
	Previous	Current
	14-Sep-2016	15-Sep-2016	Change	Change %	Previous Week
Open	45.60	44.27	-1.33	-2.9%	44.76
High	45.87	44.96	-0.91	-2.0%	48.38
Low	44.00	43.87	-0.13	-0.3%	44.47
Close	44.15	44.52	0.37	0.8%	46.46
Range	1.87	1.09	-0.78	-41.7%	3.91
ATR	1.69	1.65	-0.04	-2.5%	0.00
Volume	350,533	392,520	41,987	12.0%	1,003,494

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.72	47.21	45.12
R3	46.63	46.12	44.82
R2	45.54	45.54	44.72
R1	45.03	45.03	44.62	45.29
PP	44.45	44.45	44.45	44.58
S1	43.94	43.94	44.42	44.20
S2	43.36	43.36	44.32
S3	42.27	42.85	44.22
S4	41.18	41.76	43.92

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.17	56.22	48.61
R3	54.26	52.31	47.54
R2	50.35	50.35	47.18
R1	48.40	48.40	46.82	49.38
PP	46.44	46.44	46.44	46.92
S1	44.49	44.49	46.10	45.47
S2	42.53	42.53	45.74
S3	38.62	40.58	45.38
S4	34.71	36.67	44.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.99	43.87	4.12	9.3%	1.58	3.5%	16%	False	True	333,826
10	48.38	43.59	4.79	10.8%	1.78	4.0%	19%	False	False	268,182
20	50.00	43.59	6.41	14.4%	1.56	3.5%	15%	False	False	184,469
40	50.00	40.77	9.23	20.7%	1.52	3.4%	41%	False	False	124,580
60	52.00	40.77	11.23	25.2%	1.60	3.6%	33%	False	False	93,986
80	53.39	40.77	12.62	28.3%	1.51	3.4%	30%	False	False	74,583
100	53.39	40.77	12.62	28.3%	1.48	3.3%	30%	False	False	62,664
120	53.39	39.40	13.99	31.4%	1.46	3.3%	37%	False	False	54,269

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 12 trading days

Fibonacci Retracements and Extensions
4.250	49.59
2.618	47.81
1.618	46.72
1.000	46.05
0.618	45.63
HIGH	44.96
0.618	44.54
0.500	44.42
0.382	44.29
LOW	43.87
0.618	43.20
1.000	42.78
1.618	42.11
2.618	41.02
4.250	39.24

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	44.49	45.28
PP	44.45	45.03
S1	44.42	44.77

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

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