NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	52.19	53.25	1.06	2.0%	53.70
High	53.15	53.59	0.44	0.8%	55.44
Low	51.57	52.57	1.00	1.9%	51.10
Close	52.95	53.06	0.11	0.2%	52.95
Range	1.58	1.02	-0.56	-35.4%	4.34
ATR	1.75	1.70	-0.05	-3.0%	0.00
Volume	413,536	482,552	69,016	16.7%	1,858,253

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.13	55.62	53.62
R3	55.11	54.60	53.34
R2	54.09	54.09	53.25
R1	53.58	53.58	53.15	53.33
PP	53.07	53.07	53.07	52.95
S1	52.56	52.56	52.97	52.31
S2	52.05	52.05	52.87
S3	51.03	51.54	52.78
S4	50.01	50.52	52.50

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	66.18	63.91	55.34
R3	61.84	59.57	54.14
R2	57.50	57.50	53.75
R1	55.23	55.23	53.35	54.20
PP	53.16	53.16	53.16	52.65
S1	50.89	50.89	52.55	49.86
S2	48.82	48.82	52.15
S3	44.48	46.55	51.76
S4	40.14	42.21	50.56

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.40	51.10	3.30	6.2%	1.44	2.7%	59%	False	False	391,940
10	55.44	50.76	4.68	8.8%	1.42	2.7%	49%	False	False	358,937
20	55.44	45.74	9.70	18.3%	1.82	3.4%	75%	False	False	278,661
40	55.44	43.73	11.71	22.1%	1.65	3.1%	80%	False	False	179,307
60	55.44	43.73	11.71	22.1%	1.55	2.9%	80%	False	False	131,294

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.41
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	57.93
2.618	56.26
1.618	55.24
1.000	54.61
0.618	54.22
HIGH	53.59
0.618	53.20
0.500	53.08
0.382	52.96
LOW	52.57
0.618	51.94
1.000	51.55
1.618	50.92
2.618	49.90
4.250	48.24

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	53.08	52.82
PP	53.07	52.58
S1	53.07	52.35

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

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