NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 23-Nov-2016

Day Change Summary
	Previous	Current
	22-Nov-2016	23-Nov-2016	Change	Change %	Previous Week
Open	49.24	48.87	-0.37	-0.8%	44.75
High	50.02	49.30	-0.72	-1.4%	47.77
Low	48.09	48.31	0.22	0.5%	43.73
Close	48.93	48.86	-0.07	-0.1%	47.11
Range	1.93	0.99	-0.94	-48.7%	4.04
ATR	1.58	1.53	-0.04	-2.7%	0.00
Volume	201,329	114,119	-87,210	-43.3%	478,774

Daily Pivots for day following 23-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.79	51.32	49.40
R3	50.80	50.33	49.13
R2	49.81	49.81	49.04
R1	49.34	49.34	48.95	49.08
PP	48.82	48.82	48.82	48.70
S1	48.35	48.35	48.77	48.09
S2	47.83	47.83	48.68
S3	46.84	47.36	48.59
S4	45.85	46.37	48.32

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.32	56.76	49.33
R3	54.28	52.72	48.22
R2	50.24	50.24	47.85
R1	48.68	48.68	47.48	49.46
PP	46.20	46.20	46.20	46.60
S1	44.64	44.64	46.74	45.42
S2	42.16	42.16	46.37
S3	38.12	40.60	46.00
S4	34.08	36.56	44.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.02	45.94	4.08	8.4%	1.55	3.2%	72%	False	False	131,878
10	50.02	43.73	6.29	12.9%	1.60	3.3%	82%	False	False	113,318
20	51.25	43.73	7.52	15.4%	1.53	3.1%	68%	False	False	94,804
40	53.26	43.73	9.53	19.5%	1.38	2.8%	54%	False	False	67,896
60	53.26	43.73	9.53	19.5%	1.46	3.0%	54%	False	False	53,054

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	53.51
2.618	51.89
1.618	50.90
1.000	50.29
0.618	49.91
HIGH	49.30
0.618	48.92
0.500	48.81
0.382	48.69
LOW	48.31
0.618	47.70
1.000	47.32
1.618	46.71
2.618	45.72
4.250	44.10

Fisher Pivots for day following 23-Nov-2016
Pivot	1 day	3 day
R1	48.84	48.78
PP	48.82	48.71
S1	48.81	48.63

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

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