NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	50.75	52.22	1.47	2.9%	49.16
High	52.74	52.53	-0.21	-0.4%	51.86
Low	50.34	51.42	1.08	2.1%	48.93
Close	52.43	51.75	-0.68	-1.3%	51.00
Range	2.40	1.11	-1.29	-53.8%	2.93
ATR	1.58	1.55	-0.03	-2.1%	0.00
Volume	133,609	176,975	43,366	32.5%	382,577

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.23	54.60	52.36
R3	54.12	53.49	52.06
R2	53.01	53.01	51.95
R1	52.38	52.38	51.85	52.14
PP	51.90	51.90	51.90	51.78
S1	51.27	51.27	51.65	51.03
S2	50.79	50.79	51.55
S3	49.68	50.16	51.44
S4	48.57	49.05	51.14

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.39	58.12	52.61
R3	56.46	55.19	51.81
R2	53.53	53.53	51.54
R1	52.26	52.26	51.27	52.90
PP	50.60	50.60	50.60	50.91
S1	49.33	49.33	50.73	49.97
S2	47.67	47.67	50.46
S3	44.74	46.40	50.19
S4	41.81	43.47	49.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.74	50.29	2.45	4.7%	1.38	2.7%	60%	False	False	112,467
10	52.74	45.56	7.18	13.9%	1.52	2.9%	86%	False	False	90,616
20	52.74	44.46	8.28	16.0%	1.46	2.8%	88%	False	False	72,460
40	52.74	44.46	8.28	16.0%	1.48	2.9%	88%	False	False	51,521
60	52.74	42.34	10.40	20.1%	1.45	2.8%	90%	False	False	40,561
80	52.74	42.34	10.40	20.1%	1.51	2.9%	90%	False	False	34,310
100	53.72	42.34	11.38	22.0%	1.42	2.7%	83%	False	False	28,887

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.37
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.25
2.618	55.44
1.618	54.33
1.000	53.64
0.618	53.22
HIGH	52.53
0.618	52.11
0.500	51.98
0.382	51.84
LOW	51.42
0.618	50.73
1.000	50.31
1.618	49.62
2.618	48.51
4.250	46.70

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	51.98	51.68
PP	51.90	51.61
S1	51.83	51.54

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

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