NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 08-Dec-2016

Day Change Summary
	Previous	Current
	07-Dec-2016	08-Dec-2016	Change	Change %	Previous Week
Open	50.93	49.88	-1.05	-2.1%	45.43
High	51.20	50.98	-0.22	-0.4%	51.80
Low	49.72	49.61	-0.11	-0.2%	44.82
Close	49.77	50.84	1.07	2.1%	51.68
Range	1.48	1.37	-0.11	-7.4%	6.98
ATR	1.87	1.84	-0.04	-1.9%	0.00
Volume	816,879	780,062	-36,817	-4.5%	4,420,103

Daily Pivots for day following 08-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.59	54.08	51.59
R3	53.22	52.71	51.22
R2	51.85	51.85	51.09
R1	51.34	51.34	50.97	51.60
PP	50.48	50.48	50.48	50.60
S1	49.97	49.97	50.71	50.23
S2	49.11	49.11	50.59
S3	47.74	48.60	50.46
S4	46.37	47.23	50.09

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	70.37	68.01	55.52
R3	63.39	61.03	53.60
R2	56.41	56.41	52.96
R1	54.05	54.05	52.32	55.23
PP	49.43	49.43	49.43	50.03
S1	47.07	47.07	51.04	48.25
S2	42.45	42.45	50.40
S3	35.47	40.09	49.76
S4	28.49	33.11	47.84

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.42	49.61	2.81	5.5%	1.44	2.8%	44%	False	True	701,513
10	52.42	44.82	7.60	14.9%	2.18	4.3%	79%	False	False	772,654
20	52.42	42.95	9.47	18.6%	1.91	3.8%	83%	False	False	637,135
40	52.68	42.95	9.73	19.1%	1.61	3.2%	81%	False	False	405,882
60	52.74	42.95	9.79	19.3%	1.55	3.1%	81%	False	False	296,056
80	52.74	42.95	9.79	19.3%	1.54	3.0%	81%	False	False	229,824
100	52.74	42.34	10.40	20.5%	1.52	3.0%	82%	False	False	187,668
120	52.74	42.34	10.40	20.5%	1.55	3.0%	82%	False	False	159,050

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.80
2.618	54.57
1.618	53.20
1.000	52.35
0.618	51.83
HIGH	50.98
0.618	50.46
0.500	50.30
0.382	50.13
LOW	49.61
0.618	48.76
1.000	48.24
1.618	47.39
2.618	46.02
4.250	43.79

Fisher Pivots for day following 08-Dec-2016
Pivot	1 day	3 day
R1	50.66	50.76
PP	50.48	50.68
S1	50.30	50.61

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

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