NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 04-Nov-2016

Day Change Summary
	Previous	Current
	03-Nov-2016	04-Nov-2016	Change	Change %	Previous Week
Open	46.68	45.88	-0.80	-1.7%	49.59
High	47.11	46.09	-1.02	-2.2%	49.96
Low	45.59	44.81	-0.78	-1.7%	44.81
Close	45.89	45.28	-0.61	-1.3%	45.28
Range	1.52	1.28	-0.24	-15.8%	5.15
ATR	1.39	1.38	-0.01	-0.6%	0.00
Volume	44,078	75,372	31,294	71.0%	377,114

Daily Pivots for day following 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.23	48.54	45.98
R3	47.95	47.26	45.63
R2	46.67	46.67	45.51
R1	45.98	45.98	45.40	45.69
PP	45.39	45.39	45.39	45.25
S1	44.70	44.70	45.16	44.41
S2	44.11	44.11	45.05
S3	42.83	43.42	44.93
S4	41.55	42.14	44.58

Weekly Pivots for week ending 04-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	62.13	58.86	48.11
R3	56.98	53.71	46.70
R2	51.83	51.83	46.22
R1	48.56	48.56	45.75	47.62
PP	46.68	46.68	46.68	46.22
S1	43.41	43.41	44.81	42.47
S2	41.53	41.53	44.34
S3	36.38	38.26	43.86
S4	31.23	33.11	42.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.96	44.81	5.15	11.4%	1.53	3.4%	9%	False	True	75,422
10	52.15	44.81	7.34	16.2%	1.39	3.1%	6%	False	True	64,534
20	53.26	44.81	8.45	18.7%	1.29	2.9%	6%	False	True	53,918
40	53.26	44.81	8.45	18.7%	1.33	2.9%	6%	False	True	40,417

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	51.53
2.618	49.44
1.618	48.16
1.000	47.37
0.618	46.88
HIGH	46.09
0.618	45.60
0.500	45.45
0.382	45.30
LOW	44.81
0.618	44.02
1.000	43.53
1.618	42.74
2.618	41.46
4.250	39.37

Fisher Pivots for day following 04-Nov-2016
Pivot	1 day	3 day
R1	45.45	46.22
PP	45.39	45.91
S1	45.34	45.59

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

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