NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 06-Sep-2016

Day Change Summary
	Previous	Current
	02-Sep-2016	06-Sep-2016	Change	Change %	Previous Week
Open	45.40	45.93	0.53	1.2%	49.16
High	46.44	48.45	2.01	4.3%	49.34
Low	44.96	45.71	0.75	1.7%	44.80
Close	46.24	46.74	0.50	1.1%	46.24
Range	1.48	2.74	1.26	85.1%	4.54
ATR	1.48	1.57	0.09	6.1%	0.00
Volume	27,300	27,312	12	0.0%	147,884

Daily Pivots for day following 06-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.19	53.70	48.25
R3	52.45	50.96	47.49
R2	49.71	49.71	47.24
R1	48.22	48.22	46.99	48.97
PP	46.97	46.97	46.97	47.34
S1	45.48	45.48	46.49	46.23
S2	44.23	44.23	46.24
S3	41.49	42.74	45.99
S4	38.75	40.00	45.23

Weekly Pivots for week ending 02-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.41	57.87	48.74
R3	55.87	53.33	47.49
R2	51.33	51.33	47.07
R1	48.79	48.79	46.66	47.79
PP	46.79	46.79	46.79	46.30
S1	44.25	44.25	45.82	43.25
S2	42.25	42.25	45.41
S3	37.71	39.71	44.99
S4	33.17	35.17	43.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.34	44.80	4.54	9.7%	1.89	4.0%	43%	False	False	31,213
10	50.43	44.80	5.63	12.0%	1.54	3.3%	34%	False	False	28,408
20	51.13	44.09	7.04	15.1%	1.49	3.2%	38%	False	False	27,615
40	51.13	42.34	8.79	18.8%	1.44	3.1%	50%	False	False	22,689
60	52.66	42.34	10.32	22.1%	1.50	3.2%	43%	False	False	19,342
80	53.72	42.34	11.38	24.3%	1.37	2.9%	39%	False	False	16,133

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	60.10
2.618	55.62
1.618	52.88
1.000	51.19
0.618	50.14
HIGH	48.45
0.618	47.40
0.500	47.08
0.382	46.76
LOW	45.71
0.618	44.02
1.000	42.97
1.618	41.28
2.618	38.54
4.250	34.07

Fisher Pivots for day following 06-Sep-2016
Pivot	1 day	3 day
R1	47.08	46.70
PP	46.97	46.66
S1	46.85	46.63

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

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