NYMEX Light Sweet Crude Oil Future December 2016

Trading Metrics calculated at close of trading on 07-Nov-2016

Day Change Summary
	Previous	Current
	04-Nov-2016	07-Nov-2016	Change	Change %	Previous Week
Open	44.63	44.45	-0.18	-0.4%	48.25
High	44.87	45.01	0.14	0.3%	48.74
Low	43.57	44.11	0.54	1.2%	43.57
Close	44.07	44.89	0.82	1.9%	44.07
Range	1.30	0.90	-0.40	-30.8%	5.17
ATR	1.43	1.39	-0.03	-2.4%	0.00
Volume	736,685	605,733	-130,952	-17.8%	3,435,672

Daily Pivots for day following 07-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.37	47.03	45.39
R3	46.47	46.13	45.14
R2	45.57	45.57	45.06
R1	45.23	45.23	44.97	45.40
PP	44.67	44.67	44.67	44.76
S1	44.33	44.33	44.81	44.50
S2	43.77	43.77	44.73
S3	42.87	43.43	44.64
S4	41.97	42.53	44.40

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.97	57.69	46.91
R3	55.80	52.52	45.49
R2	50.63	50.63	45.02
R1	47.35	47.35	44.54	46.41
PP	45.46	45.46	45.46	44.99
S1	42.18	42.18	43.60	41.24
S2	40.29	40.29	43.12
S3	35.12	37.01	42.65
S4	29.95	31.84	41.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.35	43.57	3.78	8.4%	1.28	2.8%	35%	False	False	678,433
10	50.93	43.57	7.36	16.4%	1.38	3.1%	18%	False	False	636,775
20	52.22	43.57	8.65	19.3%	1.27	2.8%	15%	False	False	549,310
40	52.22	43.57	8.65	19.3%	1.38	3.1%	15%	False	False	374,620
60	52.22	43.57	8.65	19.3%	1.44	3.2%	15%	False	False	279,537
80	52.22	41.58	10.64	23.7%	1.44	3.2%	31%	False	False	226,790
100	52.40	41.58	10.82	24.1%	1.53	3.4%	31%	False	False	197,138
120	53.62	41.58	12.04	26.8%	1.48	3.3%	27%	False	False	172,951

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	0.35
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	48.84
2.618	47.37
1.618	46.47
1.000	45.91
0.618	45.57
HIGH	45.01
0.618	44.67
0.500	44.56
0.382	44.45
LOW	44.11
0.618	43.55
1.000	43.21
1.618	42.65
2.618	41.75
4.250	40.29

Fisher Pivots for day following 07-Nov-2016
Pivot	1 day	3 day
R1	44.78	44.84
PP	44.67	44.79
S1	44.56	44.74

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

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