NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 23-Sep-2016

Day Change Summary
	Previous	Current
	22-Sep-2016	23-Sep-2016	Change	Change %	Previous Week
Open	46.14	46.63	0.49	1.1%	44.47
High	47.05	47.13	0.08	0.2%	47.13
Low	46.07	44.82	-1.25	-2.7%	43.77
Close	46.88	45.07	-1.81	-3.9%	45.07
Range	0.98	2.31	1.33	135.7%	3.36
ATR	1.53	1.58	0.06	3.7%	0.00
Volume	214,495	205,352	-9,143	-4.3%	986,346

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.60	51.15	46.34
R3	50.29	48.84	45.71
R2	47.98	47.98	45.49
R1	46.53	46.53	45.28	46.10
PP	45.67	45.67	45.67	45.46
S1	44.22	44.22	44.86	43.79
S2	43.36	43.36	44.65
S3	41.05	41.91	44.43
S4	38.74	39.60	43.80

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.40	53.60	46.92
R3	52.04	50.24	45.99
R2	48.68	48.68	45.69
R1	46.88	46.88	45.38	47.78
PP	45.32	45.32	45.32	45.78
S1	43.52	43.52	44.76	44.42
S2	41.96	41.96	44.45
S3	38.60	40.16	44.15
S4	35.24	36.80	43.22

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.13	43.77	3.36	7.5%	1.37	3.0%	39%	True	False	197,269
10	47.64	43.77	3.87	8.6%	1.37	3.0%	34%	False	False	165,194
20	49.79	43.77	6.02	13.4%	1.54	3.4%	22%	False	False	129,648
40	50.59	41.58	9.01	20.0%	1.52	3.4%	39%	False	False	104,155
60	51.88	41.58	10.30	22.9%	1.54	3.4%	34%	False	False	92,999
80	53.62	41.58	12.04	26.7%	1.54	3.4%	29%	False	False	86,175
100	53.62	41.58	12.04	26.7%	1.51	3.4%	29%	False	False	80,696
120	53.62	40.38	13.24	29.4%	1.52	3.4%	35%	False	False	77,217

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.30
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	56.95
2.618	53.18
1.618	50.87
1.000	49.44
0.618	48.56
HIGH	47.13
0.618	46.25
0.500	45.98
0.382	45.70
LOW	44.82
0.618	43.39
1.000	42.51
1.618	41.08
2.618	38.77
4.250	35.00

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	45.98	45.98
PP	45.67	45.67
S1	45.37	45.37

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

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