NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 27-Oct-2016

Day Change Summary
	Previous	Current
	26-Oct-2016	27-Oct-2016	Change	Change %	Previous Week
Open	51.18	51.05	-0.13	-0.3%	52.14
High	51.82	51.79	-0.03	-0.1%	53.57
Low	50.73	50.90	0.17	0.3%	51.43
Close	51.02	51.49	0.47	0.9%	52.54
Range	1.09	0.89	-0.20	-18.3%	2.14
ATR	1.32	1.29	-0.03	-2.3%	0.00
Volume	56,010	44,302	-11,708	-20.9%	196,510

Daily Pivots for day following 27-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.06	53.67	51.98
R3	53.17	52.78	51.73
R2	52.28	52.28	51.65
R1	51.89	51.89	51.57	52.09
PP	51.39	51.39	51.39	51.49
S1	51.00	51.00	51.41	51.20
S2	50.50	50.50	51.33
S3	49.61	50.11	51.25
S4	48.72	49.22	51.00

Weekly Pivots for week ending 21-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.93	57.88	53.72
R3	56.79	55.74	53.13
R2	54.65	54.65	52.93
R1	53.60	53.60	52.74	54.13
PP	52.51	52.51	52.51	52.78
S1	51.46	51.46	52.34	51.99
S2	50.37	50.37	52.15
S3	48.23	49.32	51.95
S4	46.09	47.18	51.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.74	50.73	2.01	3.9%	1.11	2.2%	38%	False	False	49,279
10	53.57	50.73	2.84	5.5%	1.07	2.1%	27%	False	False	43,796
20	53.68	49.20	4.48	8.7%	1.15	2.2%	51%	False	False	42,218

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	55.57
2.618	54.12
1.618	53.23
1.000	52.68
0.618	52.34
HIGH	51.79
0.618	51.45
0.500	51.35
0.382	51.24
LOW	50.90
0.618	50.35
1.000	50.01
1.618	49.46
2.618	48.57
4.250	47.12

Fisher Pivots for day following 27-Oct-2016
Pivot	1 day	3 day
R1	51.44	51.74
PP	51.39	51.65
S1	51.35	51.57

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

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