NYMEX Light Sweet Crude Oil Future December 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	46.17	44.93	-1.24	-2.7%	45.37
High	46.48	45.65	-0.83	-1.8%	49.02
Low	44.63	44.56	-0.07	-0.2%	45.09
Close	44.78	45.23	0.45	1.0%	47.07
Range	1.85	1.09	-0.76	-41.1%	3.93
ATR	1.69	1.64	-0.04	-2.5%	0.00
Volume	133,373	173,886	40,513	30.4%	423,484

Daily Pivots for day following 15-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.42	47.91	45.83
R3	47.33	46.82	45.53
R2	46.24	46.24	45.43
R1	45.73	45.73	45.33	45.99
PP	45.15	45.15	45.15	45.27
S1	44.64	44.64	45.13	44.90
S2	44.06	44.06	45.03
S3	42.97	43.55	44.93
S4	41.88	42.46	44.63

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.85	56.89	49.23
R3	54.92	52.96	48.15
R2	50.99	50.99	47.79
R1	49.03	49.03	47.43	50.01
PP	47.06	47.06	47.06	47.55
S1	45.10	45.10	46.71	46.08
S2	43.13	43.13	46.35
S3	39.20	41.17	45.99
S4	35.27	37.24	44.91

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.63	44.56	4.07	9.0%	1.56	3.4%	16%	False	True	129,382
10	49.02	44.19	4.83	10.7%	1.77	3.9%	22%	False	False	116,577
20	50.59	44.19	6.40	14.1%	1.56	3.4%	16%	False	False	99,336
40	50.59	41.58	9.01	19.9%	1.52	3.4%	41%	False	False	85,329
60	52.40	41.58	10.82	23.9%	1.61	3.6%	34%	False	False	83,035
80	53.62	41.58	12.04	26.6%	1.53	3.4%	30%	False	False	76,159
100	53.62	41.58	12.04	26.6%	1.52	3.4%	30%	False	False	72,719

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	50.28
2.618	48.50
1.618	47.41
1.000	46.74
0.618	46.32
HIGH	45.65
0.618	45.23
0.500	45.11
0.382	44.98
LOW	44.56
0.618	43.89
1.000	43.47
1.618	42.80
2.618	41.71
4.250	39.93

Fisher Pivots for day following 15-Sep-2016
Pivot	1 day	3 day
R1	45.19	45.92
PP	45.15	45.69
S1	45.11	45.46

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

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