NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	45.45	46.05	0.60	1.3%	48.95
High	46.58	46.37	-0.21	-0.5%	49.36
Low	43.75	44.96	1.21	2.8%	44.16
Close	45.94	45.36	-0.58	-1.3%	44.65
Range	2.83	1.41	-1.42	-50.2%	5.20
ATR	1.45	1.45	0.00	-0.2%	0.00
Volume	414,385	314,127	-100,258	-24.2%	946,276

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.79	48.99	46.14
R3	48.38	47.58	45.75
R2	46.97	46.97	45.62
R1	46.17	46.17	45.49	45.87
PP	45.56	45.56	45.56	45.41
S1	44.76	44.76	45.23	44.46
S2	44.15	44.15	45.10
S3	42.74	43.35	44.97
S4	41.33	41.94	44.58

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	61.66	58.35	47.51
R3	56.46	53.15	46.08
R2	51.26	51.26	45.60
R1	47.95	47.95	45.13	47.01
PP	46.06	46.06	46.06	45.58
S1	42.75	42.75	44.17	41.81
S2	40.86	40.86	43.70
S3	35.66	37.55	43.22
S4	30.46	32.35	41.79

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.58	43.75	2.83	6.2%	1.49	3.3%	57%	False	False	299,945
10	50.42	43.75	6.67	14.7%	1.52	3.3%	24%	False	False	234,098
20	52.68	43.75	8.93	19.7%	1.33	2.9%	18%	False	False	181,392
40	52.74	43.75	8.99	19.8%	1.38	3.0%	18%	False	False	132,018
60	52.74	43.75	8.99	19.8%	1.43	3.1%	18%	False	False	98,645
80	52.74	42.34	10.40	22.9%	1.43	3.1%	29%	False	False	78,989
100	52.74	42.34	10.40	22.9%	1.48	3.3%	29%	False	False	66,465
120	53.72	42.34	11.38	25.1%	1.41	3.1%	27%	False	False	56,668

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.36
2.618	50.06
1.618	48.65
1.000	47.78
0.618	47.24
HIGH	46.37
0.618	45.83
0.500	45.67
0.382	45.50
LOW	44.96
0.618	44.09
1.000	43.55
1.618	42.68
2.618	41.27
4.250	38.97

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	45.67	45.30
PP	45.56	45.23
S1	45.46	45.17

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

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