NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 28-Nov-2016

Day Change Summary
	Previous	Current
	25-Nov-2016	28-Nov-2016	Change	Change %	Previous Week
Open	47.97	45.43	-2.54	-5.3%	46.60
High	48.26	47.65	-0.61	-1.3%	49.20
Low	45.88	45.14	-0.74	-1.6%	45.88
Close	46.06	47.08	1.02	2.2%	46.06
Range	2.38	2.51	0.13	5.5%	3.32
ATR	1.62	1.68	0.06	3.9%	0.00
Volume	465,977	734,381	268,404	57.6%	2,514,372

Daily Pivots for day following 28-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.15	53.13	48.46
R3	51.64	50.62	47.77
R2	49.13	49.13	47.54
R1	48.11	48.11	47.31	48.62
PP	46.62	46.62	46.62	46.88
S1	45.60	45.60	46.85	46.11
S2	44.11	44.11	46.62
S3	41.60	43.09	46.39
S4	39.09	40.58	45.70

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.01	54.85	47.89
R3	53.69	51.53	46.97
R2	50.37	50.37	46.67
R1	48.21	48.21	46.36	47.63
PP	47.05	47.05	47.05	46.76
S1	44.89	44.89	45.76	44.31
S2	43.73	43.73	45.45
S3	40.41	41.57	45.15
S4	37.09	38.25	44.23

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.20	45.14	4.06	8.6%	2.00	4.2%	48%	False	True	649,750
10	49.20	42.95	6.25	13.3%	1.83	3.9%	66%	False	False	560,564
20	49.36	42.95	6.41	13.6%	1.68	3.6%	64%	False	False	406,899
40	52.74	42.95	9.79	20.8%	1.45	3.1%	42%	False	False	262,866
60	52.74	42.95	9.79	20.8%	1.51	3.2%	42%	False	False	191,682
80	52.74	42.95	9.79	20.8%	1.48	3.1%	42%	False	False	150,683
100	52.74	42.34	10.40	22.1%	1.46	3.1%	46%	False	False	123,979
120	53.72	42.34	11.38	24.2%	1.49	3.2%	42%	False	False	105,249

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	58.32
2.618	54.22
1.618	51.71
1.000	50.16
0.618	49.20
HIGH	47.65
0.618	46.69
0.500	46.40
0.382	46.10
LOW	45.14
0.618	43.59
1.000	42.63
1.618	41.08
2.618	38.57
4.250	34.47

Fisher Pivots for day following 28-Nov-2016
Pivot	1 day	3 day
R1	46.85	46.98
PP	46.62	46.88
S1	46.40	46.79

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

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