NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 29-Nov-2016

Day Change Summary
	Previous	Current
	28-Nov-2016	29-Nov-2016	Change	Change %	Previous Week
Open	45.43	46.88	1.45	3.2%	46.60
High	47.65	46.98	-0.67	-1.4%	49.20
Low	45.14	44.82	-0.32	-0.7%	45.88
Close	47.08	45.23	-1.85	-3.9%	46.06
Range	2.51	2.16	-0.35	-13.9%	3.32
ATR	1.68	1.73	0.04	2.4%	0.00
Volume	734,381	732,818	-1,563	-0.2%	2,514,372

Daily Pivots for day following 29-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.16	50.85	46.42
R3	50.00	48.69	45.82
R2	47.84	47.84	45.63
R1	46.53	46.53	45.43	46.11
PP	45.68	45.68	45.68	45.46
S1	44.37	44.37	45.03	43.95
S2	43.52	43.52	44.83
S3	41.36	42.21	44.64
S4	39.20	40.05	44.04

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	44.82	4.38	9.7%	2.02	4.5%	9%	False	True	663,249
10	49.20	44.14	5.06	11.2%	1.90	4.2%	22%	False	False	595,994
20	49.20	42.95	6.25	13.8%	1.69	3.7%	36%	False	False	435,313
40	52.74	42.95	9.79	21.6%	1.47	3.3%	23%	False	False	279,627
60	52.74	42.95	9.79	21.6%	1.52	3.4%	23%	False	False	203,441
80	52.74	42.95	9.79	21.6%	1.50	3.3%	23%	False	False	159,526
100	52.74	42.34	10.40	23.0%	1.47	3.3%	28%	False	False	131,113
120	52.74	42.34	10.40	23.0%	1.50	3.3%	28%	False	False	111,257

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.36
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.16
2.618	52.63
1.618	50.47
1.000	49.14
0.618	48.31
HIGH	46.98
0.618	46.15
0.500	45.90
0.382	45.65
LOW	44.82
0.618	43.49
1.000	42.66
1.618	41.33
2.618	39.17
4.250	35.64

Fisher Pivots for day following 29-Nov-2016
Pivot	1 day	3 day
R1	45.90	46.54
PP	45.68	46.10
S1	45.45	45.67

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

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