NYMEX Light Sweet Crude Oil Future November 2016

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	46.07	44.62	-1.45	-3.1%	43.70
High	46.55	46.20	-0.35	-0.8%	46.55
Low	44.22	44.43	0.21	0.5%	43.06
Close	44.48	45.93	1.45	3.3%	44.48
Range	2.33	1.77	-0.56	-24.0%	3.49
ATR	1.60	1.61	0.01	0.7%	0.00
Volume	718,395	527,119	-191,276	-26.6%	3,035,506

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.83	50.15	46.90
R3	49.06	48.38	46.42
R2	47.29	47.29	46.25
R1	46.61	46.61	46.09	46.95
PP	45.52	45.52	45.52	45.69
S1	44.84	44.84	45.77	45.18
S2	43.75	43.75	45.61
S3	41.98	43.07	45.44
S4	40.21	41.30	44.96

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.17	53.31	46.40
R3	51.68	49.82	45.44
R2	48.19	48.19	45.12
R1	46.33	46.33	44.80	47.26
PP	44.70	44.70	44.70	45.16
S1	42.84	42.84	44.16	43.77
S2	41.21	41.21	43.84
S3	37.72	39.35	43.52
S4	34.23	35.86	42.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.55	43.06	3.49	7.6%	1.56	3.4%	82%	False	False	609,462
10	46.69	43.06	3.63	7.9%	1.41	3.1%	79%	False	False	504,656
20	48.38	43.06	5.32	11.6%	1.57	3.4%	54%	False	False	349,223
40	50.00	40.77	9.23	20.1%	1.55	3.4%	56%	False	False	217,962
60	51.20	40.77	10.43	22.7%	1.55	3.4%	49%	False	False	157,282
80	53.39	40.77	12.62	27.5%	1.54	3.3%	41%	False	False	123,168
100	53.39	40.77	12.62	27.5%	1.49	3.2%	41%	False	False	101,713
120	53.39	40.64	12.75	27.8%	1.47	3.2%	41%	False	False	86,990

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.72
2.618	50.83
1.618	49.06
1.000	47.97
0.618	47.29
HIGH	46.20
0.618	45.52
0.500	45.32
0.382	45.11
LOW	44.43
0.618	43.34
1.000	42.66
1.618	41.57
2.618	39.80
4.250	36.91

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	45.73	45.75
PP	45.52	45.57
S1	45.32	45.39

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

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