NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 27-Sep-2016

Day Change Summary
	Previous	Current
	26-Sep-2016	27-Sep-2016	Change	Change %	Previous Week
Open	46.65	47.41	0.76	1.6%	46.20
High	47.91	47.63	-0.28	-0.6%	48.32
Low	46.22	45.95	-0.27	-0.6%	45.12
Close	47.66	46.38	-1.28	-2.7%	46.28
Range	1.69	1.68	-0.01	-0.6%	3.20
ATR	1.58	1.59	0.01	0.6%	0.00
Volume	19,075	19,753	678	3.6%	143,224

Daily Pivots for day following 27-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.69	50.72	47.30
R3	50.01	49.04	46.84
R2	48.33	48.33	46.69
R1	47.36	47.36	46.53	47.01
PP	46.65	46.65	46.65	46.48
S1	45.68	45.68	46.23	45.33
S2	44.97	44.97	46.07
S3	43.29	44.00	45.92
S4	41.61	42.32	45.46

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.17	54.43	48.04
R3	52.97	51.23	47.16
R2	49.77	49.77	46.87
R1	48.03	48.03	46.57	48.90
PP	46.57	46.57	46.57	47.01
S1	44.83	44.83	45.99	45.70
S2	43.37	43.37	45.69
S3	40.17	41.63	45.40
S4	36.97	38.43	44.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.32	45.95	2.37	5.1%	1.48	3.2%	18%	False	True	29,170
10	48.32	45.12	3.20	6.9%	1.33	2.9%	39%	False	False	25,617
20	50.26	45.12	5.14	11.1%	1.54	3.3%	25%	False	False	22,722

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	0.30
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	54.77
2.618	52.03
1.618	50.35
1.000	49.31
0.618	48.67
HIGH	47.63
0.618	46.99
0.500	46.79
0.382	46.59
LOW	45.95
0.618	44.91
1.000	44.27
1.618	43.23
2.618	41.55
4.250	38.81

Fisher Pivots for day following 27-Sep-2016
Pivot	1 day	3 day
R1	46.79	47.14
PP	46.65	46.88
S1	46.52	46.63

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

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