NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 30-Sep-2016

Day Change Summary
	Previous	Current
	29-Sep-2016	30-Sep-2016	Change	Change %	Previous Week
Open	48.80	49.42	0.62	1.3%	46.65
High	49.97	49.98	0.01	0.0%	49.98
Low	48.22	48.73	0.51	1.1%	45.95
Close	49.49	49.93	0.44	0.9%	49.93
Range	1.75	1.25	-0.50	-28.6%	4.03
ATR	1.69	1.66	-0.03	-1.9%	0.00
Volume	28,156	21,082	-7,074	-25.1%	121,495

Daily Pivots for day following 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.30	52.86	50.62
R3	52.05	51.61	50.27
R2	50.80	50.80	50.16
R1	50.36	50.36	50.04	50.58
PP	49.55	49.55	49.55	49.66
S1	49.11	49.11	49.82	49.33
S2	48.30	48.30	49.70
S3	47.05	47.86	49.59
S4	45.80	46.61	49.24

Weekly Pivots for week ending 30-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.71	59.35	52.15
R3	56.68	55.32	51.04
R2	52.65	52.65	50.67
R1	51.29	51.29	50.30	51.97
PP	48.62	48.62	48.62	48.96
S1	47.26	47.26	49.56	47.94
S2	44.59	44.59	49.19
S3	40.56	43.23	48.82
S4	36.53	39.20	47.71

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.98	45.95	4.03	8.1%	1.86	3.7%	99%	True	False	24,299
10	49.98	45.12	4.86	9.7%	1.55	3.1%	99%	True	False	26,471
20	50.26	45.12	5.14	10.3%	1.57	3.1%	94%	False	False	23,789

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.39
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	55.29
2.618	53.25
1.618	52.00
1.000	51.23
0.618	50.75
HIGH	49.98
0.618	49.50
0.500	49.36
0.382	49.21
LOW	48.73
0.618	47.96
1.000	47.48
1.618	46.71
2.618	45.46
4.250	43.42

Fisher Pivots for day following 30-Sep-2016
Pivot	1 day	3 day
R1	49.74	49.31
PP	49.55	48.68
S1	49.36	48.06

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

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