NYMEX Light Sweet Crude Oil Future March 2017

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

Day Change Summary
	Previous	Current
	29-Dec-2016	30-Dec-2016	Change	Change %	Previous Week
Open	54.53	54.81	0.28	0.5%	54.18
High	55.15	55.02	-0.13	-0.2%	55.22
Low	54.39	54.37	-0.02	0.0%	53.90
Close	54.72	54.66	-0.06	-0.1%	54.66
Range	0.76	0.65	-0.11	-14.5%	1.32
ATR	1.39	1.33	-0.05	-3.8%	0.00
Volume	128,316	76,883	-51,433	-40.1%	349,782

Daily Pivots for day following 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.63	56.30	55.02
R3	55.98	55.65	54.84
R2	55.33	55.33	54.78
R1	55.00	55.00	54.72	54.84
PP	54.68	54.68	54.68	54.61
S1	54.35	54.35	54.60	54.19
S2	54.03	54.03	54.54
S3	53.38	53.70	54.48
S4	52.73	53.05	54.30

Weekly Pivots for week ending 30-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.55	57.93	55.39
R3	57.23	56.61	55.02
R2	55.91	55.91	54.90
R1	55.29	55.29	54.78	55.60
PP	54.59	54.59	54.59	54.75
S1	53.97	53.97	54.54	54.28
S2	53.27	53.27	54.42
S3	51.95	52.65	54.30
S4	50.63	51.33	53.93

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.22	53.15	2.07	3.8%	0.85	1.6%	73%	False	False	80,558
10	55.22	52.52	2.70	4.9%	1.03	1.9%	79%	False	False	90,214
20	56.24	51.80	4.44	8.1%	1.22	2.2%	64%	False	False	124,337
40	56.24	44.49	11.75	21.5%	1.54	2.8%	87%	False	False	105,066
60	56.24	44.49	11.75	21.5%	1.44	2.6%	87%	False	False	85,735

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.34
Narrowest range in 68 trading days

Fibonacci Retracements and Extensions
4.250	57.78
2.618	56.72
1.618	56.07
1.000	55.67
0.618	55.42
HIGH	55.02
0.618	54.77
0.500	54.70
0.382	54.62
LOW	54.37
0.618	53.97
1.000	53.72
1.618	53.32
2.618	52.67
4.250	51.61

Fisher Pivots for day following 30-Dec-2016
Pivot	1 day	3 day
R1	54.70	54.80
PP	54.68	54.75
S1	54.67	54.71

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

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