NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Nov-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Nov-2016 | 15-Nov-2016 | Change | Change % | Previous Week |  
                        | Open | 45.60 | 45.54 | -0.06 | -0.1% | 46.35 |  
                        | High | 45.88 | 48.04 | 2.16 | 4.7% | 47.97 |  
                        | Low | 44.49 | 45.54 | 1.05 | 2.4% | 45.20 |  
                        | Close | 45.35 | 47.71 | 2.36 | 5.2% | 45.68 |  
                        | Range | 1.39 | 2.50 | 1.11 | 79.9% | 2.77 |  
                        | ATR | 1.42 | 1.51 | 0.09 | 6.4% | 0.00 |  
                        | Volume | 83,436 | 69,493 | -13,943 | -16.7% | 375,768 |  | 
    
| 
        
            | Daily Pivots for day following 15-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.60 | 53.65 | 49.09 |  |  
                | R3 | 52.10 | 51.15 | 48.40 |  |  
                | R2 | 49.60 | 49.60 | 48.17 |  |  
                | R1 | 48.65 | 48.65 | 47.94 | 49.13 |  
                | PP | 47.10 | 47.10 | 47.10 | 47.33 |  
                | S1 | 46.15 | 46.15 | 47.48 | 46.63 |  
                | S2 | 44.60 | 44.60 | 47.25 |  |  
                | S3 | 42.10 | 43.65 | 47.02 |  |  
                | S4 | 39.60 | 41.15 | 46.34 |  |  | 
        
            | Weekly Pivots for week ending 11-Nov-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.59 | 52.91 | 47.20 |  |  
                | R3 | 51.82 | 50.14 | 46.44 |  |  
                | R2 | 49.05 | 49.05 | 46.19 |  |  
                | R1 | 47.37 | 47.37 | 45.93 | 46.83 |  
                | PP | 46.28 | 46.28 | 46.28 | 46.01 |  
                | S1 | 44.60 | 44.60 | 45.43 | 44.06 |  
                | S2 | 43.51 | 43.51 | 45.17 |  |  
                | S3 | 40.74 | 41.83 | 44.92 |  |  
                | S4 | 37.97 | 39.06 | 44.16 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.67 |  
            | 2.618 | 54.59 |  
            | 1.618 | 52.09 |  
            | 1.000 | 50.54 |  
            | 0.618 | 49.59 |  
            | HIGH | 48.04 |  
            | 0.618 | 47.09 |  
            | 0.500 | 46.79 |  
            | 0.382 | 46.50 |  
            | LOW | 45.54 |  
            | 0.618 | 44.00 |  
            | 1.000 | 43.04 |  
            | 1.618 | 41.50 |  
            | 2.618 | 39.00 |  
            | 4.250 | 34.92 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Nov-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.40 | 47.23 |  
                                | PP | 47.10 | 46.75 |  
                                | S1 | 46.79 | 46.27 |  |