NYMEX Light Sweet Crude Oil Future March 2017

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

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	48.69	47.07	-1.62	-3.3%	48.08
High	48.69	51.66	2.97	6.1%	50.82
Low	46.62	47.03	0.41	0.9%	47.73
Close	47.00	51.21	4.21	9.0%	47.90
Range	2.07	4.63	2.56	123.7%	3.09
ATR	1.66	1.88	0.21	12.9%	0.00
Volume	85,253	224,620	139,367	163.5%	319,880

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	63.86	62.16	53.76
R3	59.23	57.53	52.48
R2	54.60	54.60	52.06
R1	52.90	52.90	51.63	53.75
PP	49.97	49.97	49.97	50.39
S1	48.27	48.27	50.79	49.12
S2	45.34	45.34	50.36
S3	40.71	43.64	49.94
S4	36.08	39.01	48.66

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.09	56.08	49.60
R3	55.00	52.99	48.75
R2	51.91	51.91	48.47
R1	49.90	49.90	48.18	49.36
PP	48.82	48.82	48.82	48.55
S1	46.81	46.81	47.62	46.27
S2	45.73	45.73	47.33
S3	42.64	43.72	47.05
S4	39.55	40.63	46.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.66	46.62	5.04	9.8%	2.46	4.8%	91%	True	False	100,507
10	51.66	46.62	5.04	9.8%	2.02	3.9%	91%	True	False	90,631
20	51.66	44.49	7.17	14.0%	1.79	3.5%	94%	True	False	79,867
40	53.68	44.49	9.19	17.9%	1.50	2.9%	73%	False	False	63,100

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 47 trading days

Fibonacci Retracements and Extensions
4.250	71.34
2.618	63.78
1.618	59.15
1.000	56.29
0.618	54.52
HIGH	51.66
0.618	49.89
0.500	49.35
0.382	48.80
LOW	47.03
0.618	44.17
1.000	42.40
1.618	39.54
2.618	34.91
4.250	27.35

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	50.59	50.52
PP	49.97	49.83
S1	49.35	49.14

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

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