NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Jan-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Jan-2017 | 11-Jan-2017 | Change | Change % | Previous Week |  
                        | Open | 52.72 | 51.75 | -0.97 | -1.8% | 55.05 |  
                        | High | 53.25 | 53.60 | 0.35 | 0.7% | 56.18 |  
                        | Low | 51.59 | 51.63 | 0.04 | 0.1% | 53.08 |  
                        | Close | 51.70 | 53.06 | 1.36 | 2.6% | 54.87 |  
                        | Range | 1.66 | 1.97 | 0.31 | 18.7% | 3.10 |  
                        | ATR | 1.48 | 1.51 | 0.04 | 2.4% | 0.00 |  
                        | Volume | 277,857 | 368,220 | 90,363 | 32.5% | 741,093 |  | 
    
| 
        
            | Daily Pivots for day following 11-Jan-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.67 | 57.84 | 54.14 |  |  
                | R3 | 56.70 | 55.87 | 53.60 |  |  
                | R2 | 54.73 | 54.73 | 53.42 |  |  
                | R1 | 53.90 | 53.90 | 53.24 | 54.32 |  
                | PP | 52.76 | 52.76 | 52.76 | 52.97 |  
                | S1 | 51.93 | 51.93 | 52.88 | 52.35 |  
                | S2 | 50.79 | 50.79 | 52.70 |  |  
                | S3 | 48.82 | 49.96 | 52.52 |  |  
                | S4 | 46.85 | 47.99 | 51.98 |  |  | 
        
            | 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 | 55.20 | 51.59 | 3.61 | 6.8% | 1.60 | 3.0% | 41% | False | False | 249,074 |  
                | 10 | 56.18 | 51.59 | 4.59 | 8.7% | 1.45 | 2.7% | 32% | False | False | 193,065 |  
                | 20 | 56.18 | 51.59 | 4.59 | 8.7% | 1.35 | 2.5% | 32% | False | False | 150,849 |  
                | 40 | 56.24 | 44.49 | 11.75 | 22.1% | 1.59 | 3.0% | 73% | False | False | 134,184 |  
                | 60 | 56.24 | 44.49 | 11.75 | 22.1% | 1.49 | 2.8% | 73% | False | False | 107,796 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.97 |  
            | 2.618 | 58.76 |  
            | 1.618 | 56.79 |  
            | 1.000 | 55.57 |  
            | 0.618 | 54.82 |  
            | HIGH | 53.60 |  
            | 0.618 | 52.85 |  
            | 0.500 | 52.62 |  
            | 0.382 | 52.38 |  
            | LOW | 51.63 |  
            | 0.618 | 50.41 |  
            | 1.000 | 49.66 |  
            | 1.618 | 48.44 |  
            | 2.618 | 46.47 |  
            | 4.250 | 43.26 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 11-Jan-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.91 | 53.16 |  
                                | PP | 52.76 | 53.13 |  
                                | S1 | 52.62 | 53.09 |  |