NYMEX Light Sweet Crude Oil Future April 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	53.80	54.81	1.01	1.9%	54.83
High	54.67	55.13	0.46	0.8%	56.72
Low	53.27	54.18	0.91	1.7%	52.88
Close	54.56	54.55	-0.01	0.0%	54.56
Range	1.40	0.95	-0.45	-32.1%	3.84
ATR	1.66	1.61	-0.05	-3.1%	0.00
Volume	30,920	40,941	10,021	32.4%	321,062

Daily Pivots for day following 19-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.47	56.96	55.07
R3	56.52	56.01	54.81
R2	55.57	55.57	54.72
R1	55.06	55.06	54.64	54.84
PP	54.62	54.62	54.62	54.51
S1	54.11	54.11	54.46	53.89
S2	53.67	53.67	54.38
S3	52.72	53.16	54.29
S4	51.77	52.21	54.03

Weekly Pivots for week ending 16-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	66.24	64.24	56.67
R3	62.40	60.40	55.62
R2	58.56	58.56	55.26
R1	56.56	56.56	54.91	55.64
PP	54.72	54.72	54.72	54.26
S1	52.72	52.72	54.21	51.80
S2	50.88	50.88	53.86
S3	47.04	48.88	53.50
S4	43.20	45.04	52.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.97	52.88	3.09	5.7%	1.33	2.4%	54%	False	False	54,774
10	56.72	52.56	4.16	7.6%	1.30	2.4%	48%	False	False	65,290
20	56.72	47.34	9.38	17.2%	1.72	3.1%	77%	False	False	61,900

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	True
Stretch	0.34
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	59.17
2.618	57.62
1.618	56.67
1.000	56.08
0.618	55.72
HIGH	55.13
0.618	54.77
0.500	54.66
0.382	54.54
LOW	54.18
0.618	53.59
1.000	53.23
1.618	52.64
2.618	51.69
4.250	50.14

Fisher Pivots for day following 19-Dec-2016
Pivot	1 day	3 day
R1	54.66	54.37
PP	54.62	54.19
S1	54.59	54.01

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

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