NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 13-Sep-2016

Day Change Summary
	Previous	Current
	12-Sep-2016	13-Sep-2016	Change	Change %	Previous Week
Open	47.38	47.64	0.26	0.5%	45.93
High	48.24	47.75	-0.49	-1.0%	49.65
Low	46.57	46.65	0.08	0.2%	45.71
Close	48.05	46.76	-1.29	-2.7%	47.69
Range	1.67	1.10	-0.57	-34.1%	3.94
ATR	1.66	1.64	-0.02	-1.1%	0.00
Volume	41,732	38,985	-2,747	-6.6%	122,246

Daily Pivots for day following 13-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.35	49.66	47.37
R3	49.25	48.56	47.06
R2	48.15	48.15	46.96
R1	47.46	47.46	46.86	47.26
PP	47.05	47.05	47.05	46.95
S1	46.36	46.36	46.66	46.16
S2	45.95	45.95	46.56
S3	44.85	45.26	46.46
S4	43.75	44.16	46.16

Weekly Pivots for week ending 09-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.50	57.54	49.86
R3	55.56	53.60	48.77
R2	51.62	51.62	48.41
R1	49.66	49.66	48.05	50.64
PP	47.68	47.68	47.68	48.18
S1	45.72	45.72	47.33	46.70
S2	43.74	43.74	46.97
S3	39.80	41.78	46.61
S4	35.86	37.84	45.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.65	46.49	3.16	6.8%	1.64	3.5%	9%	False	False	35,130
10	49.65	44.80	4.85	10.4%	1.76	3.8%	40%	False	False	33,172
20	51.13	44.80	6.33	13.5%	1.50	3.2%	31%	False	False	30,582
40	51.13	42.34	8.79	18.8%	1.45	3.1%	50%	False	False	24,612
60	52.66	42.34	10.32	22.1%	1.53	3.3%	43%	False	False	21,593
80	53.72	42.34	11.38	24.3%	1.41	3.0%	39%	False	False	17,993

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	52.43
2.618	50.63
1.618	49.53
1.000	48.85
0.618	48.43
HIGH	47.75
0.618	47.33
0.500	47.20
0.382	47.07
LOW	46.65
0.618	45.97
1.000	45.55
1.618	44.87
2.618	43.77
4.250	41.98

Fisher Pivots for day following 13-Sep-2016
Pivot	1 day	3 day
R1	47.20	47.93
PP	47.05	47.54
S1	46.91	47.15

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

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