NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 10-Nov-2016

Day Change Summary
	Previous	Current
	09-Nov-2016	10-Nov-2016	Change	Change %	Previous Week
Open	46.12	46.76	0.64	1.4%	49.59
High	47.28	47.14	-0.14	-0.3%	49.96
Low	44.48	45.73	1.25	2.8%	44.81
Close	46.67	46.12	-0.55	-1.2%	45.28
Range	2.80	1.41	-1.39	-49.6%	5.15
ATR	1.43	1.43	0.00	-0.1%	0.00
Volume	133,244	101,532	-31,712	-23.8%	377,114

Daily Pivots for day following 10-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.56	49.75	46.90
R3	49.15	48.34	46.51
R2	47.74	47.74	46.38
R1	46.93	46.93	46.25	46.63
PP	46.33	46.33	46.33	46.18
S1	45.52	45.52	45.99	45.22
S2	44.92	44.92	45.86
S3	43.51	44.11	45.73
S4	42.10	42.70	45.34

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	47.28	44.48	2.80	6.1%	1.48	3.2%	59%	False	False	96,225
10	51.01	44.48	6.53	14.2%	1.51	3.3%	25%	False	False	82,403
20	53.14	44.48	8.66	18.8%	1.31	2.8%	19%	False	False	65,441
40	53.26	44.48	8.78	19.0%	1.35	2.9%	19%	False	False	47,944

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.13
2.618	50.83
1.618	49.42
1.000	48.55
0.618	48.01
HIGH	47.14
0.618	46.60
0.500	46.44
0.382	46.27
LOW	45.73
0.618	44.86
1.000	44.32
1.618	43.45
2.618	42.04
4.250	39.74

Fisher Pivots for day following 10-Nov-2016
Pivot	1 day	3 day
R1	46.44	46.04
PP	46.33	45.96
S1	46.23	45.88

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

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