NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 02-Dec-2016

Day Change Summary
	Previous	Current
	01-Dec-2016	02-Dec-2016	Change	Change %	Previous Week
Open	50.87	52.71	1.84	3.6%	47.50
High	53.49	53.56	0.07	0.1%	53.56
Low	50.80	51.96	1.16	2.3%	46.62
Close	52.81	53.52	0.71	1.3%	53.52
Range	2.69	1.60	-1.09	-40.5%	6.94
ATR	1.94	1.91	-0.02	-1.2%	0.00
Volume	178,670	107,309	-71,361	-39.9%	685,183

Daily Pivots for day following 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.81	57.27	54.40
R3	56.21	55.67	53.96
R2	54.61	54.61	53.81
R1	54.07	54.07	53.67	54.34
PP	53.01	53.01	53.01	53.15
S1	52.47	52.47	53.37	52.74
S2	51.41	51.41	53.23
S3	49.81	50.87	53.08
S4	48.21	49.27	52.64

Weekly Pivots for week ending 02-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	72.05	69.73	57.34
R3	65.11	62.79	55.43
R2	58.17	58.17	54.79
R1	55.85	55.85	54.16	57.01
PP	51.23	51.23	51.23	51.82
S1	48.91	48.91	52.88	50.07
S2	44.29	44.29	52.25
S3	37.35	41.97	51.61
S4	30.41	35.03	49.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.56	46.62	6.94	13.0%	2.68	5.0%	99%	True	False	137,036
10	53.56	46.62	6.94	13.0%	2.18	4.1%	99%	True	False	107,143
20	53.56	44.49	9.07	16.9%	1.86	3.5%	100%	True	False	88,984
40	53.68	44.49	9.19	17.2%	1.56	2.9%	98%	False	False	68,224

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	60.36
2.618	57.75
1.618	56.15
1.000	55.16
0.618	54.55
HIGH	53.56
0.618	52.95
0.500	52.76
0.382	52.57
LOW	51.96
0.618	50.97
1.000	50.36
1.618	49.37
2.618	47.77
4.250	45.16

Fisher Pivots for day following 02-Dec-2016
Pivot	1 day	3 day
R1	53.27	52.45
PP	53.01	51.37
S1	52.76	50.30

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

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