NYMEX Light Sweet Crude Oil Future February 2017

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

Day Change Summary
	Previous	Current
	22-Dec-2016	23-Dec-2016	Change	Change %	Previous Week
Open	52.52	52.68	0.16	0.3%	53.25
High	53.19	53.28	0.09	0.2%	53.79
Low	52.08	52.26	0.18	0.3%	52.08
Close	52.95	53.02	0.07	0.1%	53.02
Range	1.11	1.02	-0.09	-8.1%	1.71
ATR	1.60	1.55	-0.04	-2.6%	0.00
Volume	393,487	285,166	-108,321	-27.5%	2,049,790

Daily Pivots for day following 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.91	55.49	53.58
R3	54.89	54.47	53.30
R2	53.87	53.87	53.21
R1	53.45	53.45	53.11	53.66
PP	52.85	52.85	52.85	52.96
S1	52.43	52.43	52.93	52.64
S2	51.83	51.83	52.83
S3	50.81	51.41	52.74
S4	49.79	50.39	52.46

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.09	57.27	53.96
R3	56.38	55.56	53.49
R2	54.67	54.67	53.33
R1	53.85	53.85	53.18	53.41
PP	52.96	52.96	52.96	52.74
S1	52.14	52.14	52.86	51.70
S2	51.25	51.25	52.71
S3	49.54	50.43	52.55
S4	47.83	48.72	52.08

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.79	52.08	1.71	3.2%	1.11	2.1%	55%	False	False	409,958
10	55.44	51.10	4.34	8.2%	1.40	2.6%	44%	False	False	390,804
20	55.44	45.74	9.70	18.3%	1.69	3.2%	75%	False	False	329,207
40	55.44	43.73	11.71	22.1%	1.64	3.1%	79%	False	False	212,811
60	55.44	43.73	11.71	22.1%	1.49	2.8%	79%	False	False	155,741
80	55.44	43.73	11.71	22.1%	1.52	2.9%	79%	False	False	122,749

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	True
3BNR	False
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.43
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.62
2.618	55.95
1.618	54.93
1.000	54.30
0.618	53.91
HIGH	53.28
0.618	52.89
0.500	52.77
0.382	52.65
LOW	52.26
0.618	51.63
1.000	51.24
1.618	50.61
2.618	49.59
4.250	47.93

Fisher Pivots for day following 23-Dec-2016
Pivot	1 day	3 day
R1	52.94	52.99
PP	52.85	52.96
S1	52.77	52.94

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

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