NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 30-Dec-2016

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	53.66	53.87	0.21	0.4%	53.29
High	54.21	54.09	-0.12	-0.2%	54.37
Low	53.46	53.41	-0.05	-0.1%	53.03
Close	53.77	53.72	-0.05	-0.1%	53.72
Range	0.75	0.68	-0.07	-9.3%	1.34
ATR	1.42	1.37	-0.05	-3.7%	0.00
Volume	360,194	271,094	-89,100	-24.7%	1,231,129

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.78	55.43	54.09
R3	55.10	54.75	53.91
R2	54.42	54.42	53.84
R1	54.07	54.07	53.78	53.91
PP	53.74	53.74	53.74	53.66
S1	53.39	53.39	53.66	53.23
S2	53.06	53.06	53.60
S3	52.38	52.71	53.53
S4	51.70	52.03	53.35

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.73	57.06	54.46
R3	56.39	55.72	54.09
R2	55.05	55.05	53.97
R1	54.38	54.38	53.84	54.72
PP	53.71	53.71	53.71	53.87
S1	53.04	53.04	53.60	53.38
S2	52.37	52.37	53.47
S3	51.03	51.70	53.35
S4	49.69	50.36	52.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.37	52.26	2.11	3.9%	0.87	1.6%	69%	False	False	303,259
10	54.37	51.57	2.80	5.2%	1.04	1.9%	77%	False	False	369,445
20	55.44	50.76	4.68	8.7%	1.25	2.3%	63%	False	False	338,138
40	55.44	43.73	11.71	21.8%	1.57	2.9%	85%	False	False	236,119
60	55.44	43.73	11.71	21.8%	1.47	2.7%	85%	False	False	174,488
80	55.44	43.73	11.71	21.8%	1.46	2.7%	85%	False	False	137,336

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 86 trading days

Fibonacci Retracements and Extensions
4.250	56.98
2.618	55.87
1.618	55.19
1.000	54.77
0.618	54.51
HIGH	54.09
0.618	53.83
0.500	53.75
0.382	53.67
LOW	53.41
0.618	52.99
1.000	52.73
1.618	52.31
2.618	51.63
4.250	50.52

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	53.75	53.89
PP	53.74	53.83
S1	53.73	53.78

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

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