NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 20-Oct-2016

Day Change Summary
	Previous	Current
	19-Oct-2016	20-Oct-2016	Change	Change %	Previous Week
Open	51.63	52.03	0.40	0.8%	50.75
High	52.68	52.28	-0.40	-0.8%	52.74
Low	51.53	50.94	-0.59	-1.1%	50.31
Close	52.28	51.14	-1.14	-2.2%	51.26
Range	1.15	1.34	0.19	16.5%	2.43
ATR	1.41	1.41	-0.01	-0.4%	0.00
Volume	126,495	154,295	27,800	22.0%	741,709

Daily Pivots for day following 20-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.47	54.65	51.88
R3	54.13	53.31	51.51
R2	52.79	52.79	51.39
R1	51.97	51.97	51.26	51.71
PP	51.45	51.45	51.45	51.33
S1	50.63	50.63	51.02	50.37
S2	50.11	50.11	50.89
S3	48.77	49.29	50.77
S4	47.43	47.95	50.40

Weekly Pivots for week ending 14-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.73	57.42	52.60
R3	56.30	54.99	51.93
R2	53.87	53.87	51.71
R1	52.56	52.56	51.48	53.22
PP	51.44	51.44	51.44	51.76
S1	50.13	50.13	51.04	50.79
S2	49.01	49.01	50.81
S3	46.58	47.70	50.59
S4	44.15	45.27	49.92

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.68	50.46	2.22	4.3%	1.12	2.2%	31%	False	False	112,772
10	52.74	50.31	2.43	4.8%	1.28	2.5%	34%	False	False	126,931
20	52.74	45.35	7.39	14.5%	1.45	2.8%	78%	False	False	96,039
40	52.74	44.46	8.28	16.2%	1.45	2.8%	81%	False	False	67,708
60	52.74	42.34	10.40	20.3%	1.44	2.8%	85%	False	False	53,011
80	52.74	42.34	10.40	20.3%	1.47	2.9%	85%	False	False	44,003
100	53.72	42.34	11.38	22.3%	1.44	2.8%	77%	False	False	37,053

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.32
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	57.98
2.618	55.79
1.618	54.45
1.000	53.62
0.618	53.11
HIGH	52.28
0.618	51.77
0.500	51.61
0.382	51.45
LOW	50.94
0.618	50.11
1.000	49.60
1.618	48.77
2.618	47.43
4.250	45.25

Fisher Pivots for day following 20-Oct-2016
Pivot	1 day	3 day
R1	51.61	51.68
PP	51.45	51.50
S1	51.30	51.32

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

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