NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	43.74	44.50	0.76	1.7%	46.21
High	44.59	45.65	1.06	2.4%	47.07
Low	43.06	44.50	1.44	3.3%	43.35
Close	44.05	45.34	1.29	2.9%	43.62
Range	1.53	1.15	-0.38	-24.8%	3.72
ATR	1.57	1.57	0.00	0.1%	0.00
Volume	694,130	585,987	-108,143	-15.6%	1,799,768

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.61	48.13	45.97
R3	47.46	46.98	45.66
R2	46.31	46.31	45.55
R1	45.83	45.83	45.45	46.07
PP	45.16	45.16	45.16	45.29
S1	44.68	44.68	45.23	44.92
S2	44.01	44.01	45.13
S3	42.86	43.53	45.02
S4	41.71	42.38	44.71

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.84	53.45	45.67
R3	52.12	49.73	44.64
R2	48.40	48.40	44.30
R1	46.01	46.01	43.96	45.35
PP	44.68	44.68	44.68	44.35
S1	42.29	42.29	43.28	41.63
S2	40.96	40.96	42.94
S3	37.24	38.57	42.60
S4	33.52	34.85	41.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.65	43.06	2.59	5.7%	1.16	2.6%	88%	True	False	521,874
10	48.38	43.06	5.32	11.7%	1.46	3.2%	43%	False	False	418,160
20	49.14	43.06	6.08	13.4%	1.51	3.3%	38%	False	False	277,086
40	50.00	40.77	9.23	20.4%	1.51	3.3%	50%	False	False	176,595
60	51.81	40.77	11.04	24.3%	1.54	3.4%	41%	False	False	129,254
80	53.39	40.77	12.62	27.8%	1.52	3.4%	36%	False	False	101,584
100	53.39	40.77	12.62	27.8%	1.48	3.3%	36%	False	False	84,459
120	53.39	39.40	13.99	30.9%	1.46	3.2%	42%	False	False	72,481

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	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.54
2.618	48.66
1.618	47.51
1.000	46.80
0.618	46.36
HIGH	45.65
0.618	45.21
0.500	45.08
0.382	44.94
LOW	44.50
0.618	43.79
1.000	43.35
1.618	42.64
2.618	41.49
4.250	39.61

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	45.25	45.01
PP	45.16	44.68
S1	45.08	44.36

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

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