NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 13-Dec-2016

Day Change Summary
	Previous	Current
	12-Dec-2016	13-Dec-2016	Change	Change %	Previous Week
Open	54.20	54.39	0.19	0.4%	53.37
High	56.24	55.31	-0.93	-1.7%	54.26
Low	54.01	54.20	0.19	0.4%	51.80
Close	54.59	54.81	0.22	0.4%	53.30
Range	2.23	1.11	-1.12	-50.2%	2.46
ATR	1.77	1.72	-0.05	-2.7%	0.00
Volume	211,962	181,136	-30,826	-14.5%	793,198

Daily Pivots for day following 13-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.10	57.57	55.42
R3	56.99	56.46	55.12
R2	55.88	55.88	55.01
R1	55.35	55.35	54.91	55.62
PP	54.77	54.77	54.77	54.91
S1	54.24	54.24	54.71	54.51
S2	53.66	53.66	54.61
S3	52.55	53.13	54.50
S4	51.44	52.02	54.20

Weekly Pivots for week ending 09-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.50	59.36	54.65
R3	58.04	56.90	53.98
R2	55.58	55.58	53.75
R1	54.44	54.44	53.53	53.78
PP	53.12	53.12	53.12	52.79
S1	51.98	51.98	53.07	51.32
S2	50.66	50.66	52.85
S3	48.20	49.52	52.62
S4	45.74	47.06	51.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	56.24	51.80	4.44	8.1%	1.30	2.4%	68%	False	False	192,117
10	56.24	47.03	9.21	16.8%	1.80	3.3%	84%	False	False	169,689
20	56.24	45.54	10.70	19.5%	1.81	3.3%	87%	False	False	122,404
40	56.24	44.49	11.75	21.4%	1.56	2.9%	88%	False	False	90,165

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	60.03
2.618	58.22
1.618	57.11
1.000	56.42
0.618	56.00
HIGH	55.31
0.618	54.89
0.500	54.76
0.382	54.62
LOW	54.20
0.618	53.51
1.000	53.09
1.618	52.40
2.618	51.29
4.250	49.48

Fisher Pivots for day following 13-Dec-2016
Pivot	1 day	3 day
R1	54.79	54.70
PP	54.77	54.58
S1	54.76	54.47

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

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