NYMEX Light Sweet Crude Oil Future December 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	44.44	45.10	0.66	1.5%	46.78
High	45.21	46.19	0.98	2.2%	47.64
Low	43.77	45.10	1.33	3.0%	44.08
Close	44.70	45.90	1.20	2.7%	44.36
Range	1.44	1.09	-0.35	-24.3%	3.56
ATR	1.56	1.55	0.00	-0.3%	0.00
Volume	238,948	218,162	-20,786	-8.7%	665,598

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.00	48.54	46.50
R3	47.91	47.45	46.20
R2	46.82	46.82	46.10
R1	46.36	46.36	46.00	46.59
PP	45.73	45.73	45.73	45.85
S1	45.27	45.27	45.80	45.50
S2	44.64	44.64	45.70
S3	43.55	44.18	45.60
S4	42.46	43.09	45.30

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.04	53.76	46.32
R3	52.48	50.20	45.34
R2	48.92	48.92	45.01
R1	46.64	46.64	44.69	46.00
PP	45.36	45.36	45.36	45.04
S1	43.08	43.08	44.03	42.44
S2	41.80	41.80	43.71
S3	38.24	39.52	43.38
S4	34.68	35.96	42.40

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.19	43.77	2.42	5.3%	1.12	2.4%	88%	True	False	172,090
10	49.02	43.77	5.25	11.4%	1.42	3.1%	41%	False	False	145,872
20	49.79	43.77	6.02	13.1%	1.49	3.3%	35%	False	False	116,778
40	50.59	41.58	9.01	19.6%	1.50	3.3%	48%	False	False	96,917
60	52.30	41.58	10.72	23.4%	1.54	3.4%	40%	False	False	88,848
80	53.62	41.58	12.04	26.2%	1.53	3.3%	36%	False	False	82,144
100	53.62	41.58	12.04	26.2%	1.51	3.3%	36%	False	False	77,453
120	53.62	39.70	13.92	30.3%	1.52	3.3%	45%	False	False	74,430

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	50.82
2.618	49.04
1.618	47.95
1.000	47.28
0.618	46.86
HIGH	46.19
0.618	45.77
0.500	45.65
0.382	45.52
LOW	45.10
0.618	44.43
1.000	44.01
1.618	43.34
2.618	42.25
4.250	40.47

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	45.82	45.59
PP	45.73	45.29
S1	45.65	44.98

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

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