NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 09-Jan-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jan-2017 | 09-Jan-2017 | Change | Change % | Previous Week |  
                        | Open | 54.62 | 54.60 | -0.02 | 0.0% | 55.05 |  
                        | High | 55.20 | 54.73 | -0.47 | -0.9% | 56.18 |  
                        | Low | 54.20 | 52.67 | -1.53 | -2.8% | 53.08 |  
                        | Close | 54.87 | 52.87 | -2.00 | -3.6% | 54.87 |  
                        | Range | 1.00 | 2.06 | 1.06 | 106.0% | 3.10 |  
                        | ATR | 1.41 | 1.46 | 0.06 | 4.0% | 0.00 |  
                        | Volume | 193,150 | 255,537 | 62,387 | 32.3% | 741,093 |  | 
    
| 
        
            | Daily Pivots for day following 09-Jan-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.60 | 58.30 | 54.00 |  |  
                | R3 | 57.54 | 56.24 | 53.44 |  |  
                | R2 | 55.48 | 55.48 | 53.25 |  |  
                | R1 | 54.18 | 54.18 | 53.06 | 53.80 |  
                | PP | 53.42 | 53.42 | 53.42 | 53.24 |  
                | S1 | 52.12 | 52.12 | 52.68 | 51.74 |  
                | S2 | 51.36 | 51.36 | 52.49 |  |  
                | S3 | 49.30 | 50.06 | 52.30 |  |  
                | S4 | 47.24 | 48.00 | 51.74 |  |  | 
        
            | Weekly Pivots for week ending 06-Jan-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 64.01 | 62.54 | 56.58 |  |  
                | R3 | 60.91 | 59.44 | 55.72 |  |  
                | R2 | 57.81 | 57.81 | 55.44 |  |  
                | R1 | 56.34 | 56.34 | 55.15 | 55.53 |  
                | PP | 54.71 | 54.71 | 54.71 | 54.30 |  
                | S1 | 53.24 | 53.24 | 54.59 | 52.43 |  
                | S2 | 51.61 | 51.61 | 54.30 |  |  
                | S3 | 48.51 | 50.14 | 54.02 |  |  
                | S4 | 45.41 | 47.04 | 53.17 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 56.18 | 52.67 | 3.51 | 6.6% | 1.75 | 3.3% | 6% | False | True | 199,326 |  
                | 10 | 56.18 | 52.67 | 3.51 | 6.6% | 1.30 | 2.5% | 6% | False | True | 139,942 |  
                | 20 | 56.24 | 52.10 | 4.14 | 7.8% | 1.32 | 2.5% | 19% | False | False | 138,698 |  
                | 40 | 56.24 | 44.49 | 11.75 | 22.2% | 1.57 | 3.0% | 71% | False | False | 121,669 |  
                | 60 | 56.24 | 44.49 | 11.75 | 22.2% | 1.47 | 2.8% | 71% | False | False | 98,533 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 63.49 |  
            | 2.618 | 60.12 |  
            | 1.618 | 58.06 |  
            | 1.000 | 56.79 |  
            | 0.618 | 56.00 |  
            | HIGH | 54.73 |  
            | 0.618 | 53.94 |  
            | 0.500 | 53.70 |  
            | 0.382 | 53.46 |  
            | LOW | 52.67 |  
            | 0.618 | 51.40 |  
            | 1.000 | 50.61 |  
            | 1.618 | 49.34 |  
            | 2.618 | 47.28 |  
            | 4.250 | 43.92 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 09-Jan-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 53.70 | 53.94 |  
                                | PP | 53.42 | 53.58 |  
                                | S1 | 53.15 | 53.23 |  |