NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 21-Oct-2016

Day Change Summary
	Previous	Current
	20-Oct-2016	21-Oct-2016	Change	Change %	Previous Week
Open	52.47	51.66	-0.81	-1.5%	51.58
High	52.71	52.12	-0.59	-1.1%	53.14
Low	51.45	51.35	-0.10	-0.2%	50.97
Close	51.64	52.00	0.36	0.7%	52.00
Range	1.26	0.77	-0.49	-38.9%	2.17
ATR	1.38	1.34	-0.04	-3.2%	0.00
Volume	48,220	62,881	14,661	30.4%	214,575

Daily Pivots for day following 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.13	53.84	52.42
R3	53.36	53.07	52.21
R2	52.59	52.59	52.14
R1	52.30	52.30	52.07	52.45
PP	51.82	51.82	51.82	51.90
S1	51.53	51.53	51.93	51.68
S2	51.05	51.05	51.86
S3	50.28	50.76	51.79
S4	49.51	49.99	51.58

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.55	57.44	53.19
R3	56.38	55.27	52.60
R2	54.21	54.21	52.40
R1	53.10	53.10	52.20	53.66
PP	52.04	52.04	52.04	52.31
S1	50.93	50.93	51.80	51.49
S2	49.87	49.87	51.60
S3	47.70	48.76	51.40
S4	45.53	46.59	50.81

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.14	50.97	2.17	4.2%	1.01	1.9%	47%	False	False	42,915
10	53.26	50.79	2.47	4.8%	1.19	2.3%	49%	False	False	43,303
20	53.26	45.95	7.31	14.1%	1.34	2.6%	83%	False	False	35,268

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.32
Narrowest range in 38 trading days

Fibonacci Retracements and Extensions
4.250	55.39
2.618	54.14
1.618	53.37
1.000	52.89
0.618	52.60
HIGH	52.12
0.618	51.83
0.500	51.74
0.382	51.64
LOW	51.35
0.618	50.87
1.000	50.58
1.618	50.10
2.618	49.33
4.250	48.08

Fisher Pivots for day following 21-Oct-2016
Pivot	1 day	3 day
R1	51.91	52.25
PP	51.82	52.16
S1	51.74	52.08

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

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