NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 26-Oct-2016

Day Change Summary
	Previous	Current
	25-Oct-2016	26-Oct-2016	Change	Change %	Previous Week
Open	51.67	50.48	-1.19	-2.3%	51.58
High	52.15	51.27	-0.88	-1.7%	53.14
Low	50.55	50.14	-0.41	-0.8%	50.97
Close	51.21	50.45	-0.76	-1.5%	52.00
Range	1.60	1.13	-0.47	-29.4%	2.17
ATR	1.35	1.34	-0.02	-1.2%	0.00
Volume	46,984	68,310	21,326	45.4%	214,575

Daily Pivots for day following 26-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.01	53.36	51.07
R3	52.88	52.23	50.76
R2	51.75	51.75	50.66
R1	51.10	51.10	50.55	50.86
PP	50.62	50.62	50.62	50.50
S1	49.97	49.97	50.35	49.73
S2	49.49	49.49	50.24
S3	48.36	48.84	50.14
S4	47.23	47.71	49.83

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	52.71	50.14	2.57	5.1%	1.20	2.4%	12%	False	True	59,548
10	53.14	50.14	3.00	5.9%	1.13	2.2%	10%	False	True	49,669
20	53.26	48.22	5.04	10.0%	1.22	2.4%	44%	False	False	40,987
40	53.26	45.12	8.14	16.1%	1.42	2.8%	65%	False	False	32,179

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	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	56.07
2.618	54.23
1.618	53.10
1.000	52.40
0.618	51.97
HIGH	51.27
0.618	50.84
0.500	50.71
0.382	50.57
LOW	50.14
0.618	49.44
1.000	49.01
1.618	48.31
2.618	47.18
4.250	45.34

Fisher Pivots for day following 26-Oct-2016
Pivot	1 day	3 day
R1	50.71	51.15
PP	50.62	50.91
S1	50.54	50.68

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

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