NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	48.37	47.94	-0.43	-0.9%	43.90
High	49.20	48.43	-0.77	-1.6%	47.12
Low	47.17	47.40	0.23	0.5%	42.95
Close	48.03	47.96	-0.07	-0.1%	46.36
Range	2.03	1.03	-1.00	-49.3%	4.17
ATR	1.60	1.56	-0.04	-2.6%	0.00
Volume	826,208	556,861	-269,347	-32.6%	2,356,887

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.02	50.52	48.53
R3	49.99	49.49	48.24
R2	48.96	48.96	48.15
R1	48.46	48.46	48.05	48.71
PP	47.93	47.93	47.93	48.06
S1	47.43	47.43	47.87	47.68
S2	46.90	46.90	47.77
S3	45.87	46.40	47.68
S4	44.84	45.37	47.39

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.99	56.34	48.65
R3	53.82	52.17	47.51
R2	49.65	49.65	47.12
R1	48.00	48.00	46.74	48.83
PP	45.48	45.48	45.48	45.89
S1	43.83	43.83	45.98	44.66
S2	41.31	41.31	45.60
S3	37.14	39.66	45.21
S4	32.97	35.49	44.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.20	45.18	4.02	8.4%	1.61	3.3%	69%	False	False	639,940
10	49.20	42.95	6.25	13.0%	1.64	3.4%	80%	False	False	501,615
20	50.67	42.95	7.72	16.1%	1.56	3.2%	65%	False	False	357,903
40	52.74	42.95	9.79	20.4%	1.41	2.9%	51%	False	False	236,057
60	52.74	42.95	9.79	20.4%	1.49	3.1%	51%	False	False	172,814
80	52.74	42.34	10.40	21.7%	1.46	3.0%	54%	False	False	136,094
100	52.74	42.34	10.40	21.7%	1.46	3.0%	54%	False	False	112,259
120	53.72	42.34	11.38	23.7%	1.46	3.1%	49%	False	False	95,408

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	0.40
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	52.81
2.618	51.13
1.618	50.10
1.000	49.46
0.618	49.07
HIGH	48.43
0.618	48.04
0.500	47.92
0.382	47.79
LOW	47.40
0.618	46.76
1.000	46.37
1.618	45.73
2.618	44.70
4.250	43.02

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	47.95	47.92
PP	47.93	47.87
S1	47.92	47.83

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

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