NYMEX Light Sweet Crude Oil Future January 2017

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	46.74	47.19	0.45	1.0%	45.21
High	47.61	47.75	0.14	0.3%	47.75
Low	46.66	45.43	-1.23	-2.6%	44.46
Close	47.48	45.69	-1.79	-3.8%	45.69
Range	0.95	2.32	1.37	144.2%	3.29
ATR	1.49	1.55	0.06	4.0%	0.00
Volume	79,820	59,960	-19,860	-24.9%	323,621

Daily Pivots for day following 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.25	51.79	46.97
R3	50.93	49.47	46.33
R2	48.61	48.61	46.12
R1	47.15	47.15	45.90	46.72
PP	46.29	46.29	46.29	46.08
S1	44.83	44.83	45.48	44.40
S2	43.97	43.97	45.26
S3	41.65	42.51	45.05
S4	39.33	40.19	44.41

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.84	54.05	47.50
R3	52.55	50.76	46.59
R2	49.26	49.26	46.29
R1	47.47	47.47	45.99	48.37
PP	45.97	45.97	45.97	46.41
S1	44.18	44.18	45.39	45.08
S2	42.68	42.68	45.09
S3	39.39	40.89	44.79
S4	36.10	37.60	43.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.75	44.46	3.29	7.2%	1.33	2.9%	37%	True	False	64,724
10	48.24	44.46	3.78	8.3%	1.33	2.9%	33%	False	False	52,422
20	50.43	44.46	5.97	13.1%	1.51	3.3%	21%	False	False	41,156
40	51.13	42.34	8.79	19.2%	1.47	3.2%	38%	False	False	32,666
60	52.19	42.34	9.85	21.6%	1.48	3.2%	34%	False	False	27,371
80	53.72	42.34	11.38	24.9%	1.45	3.2%	29%	False	False	22,982
100	53.72	42.34	11.38	24.9%	1.40	3.1%	29%	False	False	19,791

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	57.61
2.618	53.82
1.618	51.50
1.000	50.07
0.618	49.18
HIGH	47.75
0.618	46.86
0.500	46.59
0.382	46.32
LOW	45.43
0.618	44.00
1.000	43.11
1.618	41.68
2.618	39.36
4.250	35.57

Fisher Pivots for day following 23-Sep-2016
Pivot	1 day	3 day
R1	46.59	46.59
PP	46.29	46.29
S1	45.99	45.99

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

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