NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 19-Dec-2016

Day Change Summary
	Previous	Current
	16-Dec-2016	19-Dec-2016	Change	Change %	Previous Week
Open	53.14	54.13	0.99	1.9%	54.20
High	54.05	54.47	0.42	0.8%	56.24
Low	52.52	53.48	0.96	1.8%	52.10
Close	53.87	53.90	0.03	0.1%	53.87
Range	1.53	0.99	-0.54	-35.3%	4.14
ATR	1.71	1.65	-0.05	-3.0%	0.00
Volume	77,297	90,435	13,138	17.0%	761,397

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.92	56.40	54.44
R3	55.93	55.41	54.17
R2	54.94	54.94	54.08
R1	54.42	54.42	53.99	54.19
PP	53.95	53.95	53.95	53.83
S1	53.43	53.43	53.81	53.20
S2	52.96	52.96	53.72
S3	51.97	52.44	53.63
S4	50.98	51.45	53.36

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	66.49	64.32	56.15
R3	62.35	60.18	55.01
R2	58.21	58.21	54.63
R1	56.04	56.04	54.25	55.06
PP	54.07	54.07	54.07	53.58
S1	51.90	51.90	53.49	50.92
S2	49.93	49.93	53.11
S3	45.79	47.76	52.73
S4	41.65	43.62	51.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.31	52.10	3.21	6.0%	1.39	2.6%	56%	False	False	127,974
10	56.24	51.80	4.44	8.2%	1.36	2.5%	47%	False	False	153,281
20	56.24	46.62	9.62	17.8%	1.78	3.3%	76%	False	False	132,504
40	56.24	44.49	11.75	21.8%	1.61	3.0%	80%	False	False	97,354

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	0.35
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	58.68
2.618	57.06
1.618	56.07
1.000	55.46
0.618	55.08
HIGH	54.47
0.618	54.09
0.500	53.98
0.382	53.86
LOW	53.48
0.618	52.87
1.000	52.49
1.618	51.88
2.618	50.89
4.250	49.27

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	53.98	53.70
PP	53.95	53.49
S1	53.93	53.29

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

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