NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	52.58	52.51	-0.07	-0.1%	51.46
High	54.51	53.41	-1.10	-2.0%	52.42
Low	52.18	52.35	0.17	0.3%	49.61
Close	52.83	52.98	0.15	0.3%	51.50
Range	2.33	1.06	-1.27	-54.5%	2.81
ATR	1.85	1.80	-0.06	-3.1%	0.00
Volume	847,025	638,396	-208,629	-24.6%	3,492,509

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.09	55.60	53.56
R3	55.03	54.54	53.27
R2	53.97	53.97	53.17
R1	53.48	53.48	53.08	53.73
PP	52.91	52.91	52.91	53.04
S1	52.42	52.42	52.88	52.67
S2	51.85	51.85	52.79
S3	50.79	51.36	52.69
S4	49.73	50.30	52.40

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.61	58.36	53.05
R3	56.80	55.55	52.27
R2	53.99	53.99	52.02
R1	52.74	52.74	51.76	53.37
PP	51.18	51.18	51.18	51.49
S1	49.93	49.93	51.24	50.56
S2	48.37	48.37	50.98
S3	45.56	47.12	50.73
S4	42.75	44.31	49.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.51	49.61	4.90	9.2%	1.41	2.7%	69%	False	False	746,880
10	54.51	45.22	9.29	17.5%	1.89	3.6%	84%	False	False	793,083
20	54.51	44.14	10.37	19.6%	1.89	3.6%	85%	False	False	694,539
40	54.51	42.95	11.56	21.8%	1.63	3.1%	87%	False	False	449,480
60	54.51	42.95	11.56	21.8%	1.57	3.0%	87%	False	False	329,799
80	54.51	42.95	11.56	21.8%	1.55	2.9%	87%	False	False	255,305
100	54.51	42.34	12.17	23.0%	1.52	2.9%	87%	False	False	208,612
120	54.51	42.34	12.17	23.0%	1.55	2.9%	87%	False	False	176,603

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	0.32
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.92
2.618	56.19
1.618	55.13
1.000	54.47
0.618	54.07
HIGH	53.41
0.618	53.01
0.500	52.88
0.382	52.75
LOW	52.35
0.618	51.69
1.000	51.29
1.618	50.63
2.618	49.57
4.250	47.85

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	52.95	52.88
PP	52.91	52.78
S1	52.88	52.69

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

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