NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 28-Dec-2016

Day Change Summary
	Previous	Current
	27-Dec-2016	28-Dec-2016	Change	Change %	Previous Week
Open	54.94	55.44	0.50	0.9%	54.81
High	55.68	55.92	0.24	0.4%	55.31
Low	54.63	55.18	0.55	1.0%	53.70
Close	55.51	55.67	0.16	0.3%	54.65
Range	1.05	0.74	-0.31	-29.5%	1.61
ATR	1.45	1.40	-0.05	-3.5%	0.00
Volume	20,141	37,207	17,066	84.7%	209,793

Daily Pivots for day following 28-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.81	57.48	56.08
R3	57.07	56.74	55.87
R2	56.33	56.33	55.81
R1	56.00	56.00	55.74	56.17
PP	55.59	55.59	55.59	55.67
S1	55.26	55.26	55.60	55.43
S2	54.85	54.85	55.53
S3	54.11	54.52	55.47
S4	53.37	53.78	55.26

Weekly Pivots for week ending 23-Dec-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.38	58.63	55.54
R3	57.77	57.02	55.09
R2	56.16	56.16	54.95
R1	55.41	55.41	54.80	54.98
PP	54.55	54.55	54.55	54.34
S1	53.80	53.80	54.50	53.37
S2	52.94	52.94	54.35
S3	51.33	52.19	54.21
S4	49.72	50.58	53.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.92	53.70	2.22	4.0%	1.04	1.9%	89%	True	False	38,113
10	55.92	52.88	3.04	5.5%	1.17	2.1%	92%	True	False	43,256
20	56.72	47.85	8.87	15.9%	1.45	2.6%	88%	False	False	61,061
40	56.72	45.18	11.54	20.7%	1.51	2.7%	91%	False	False	49,041

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.38
Narrowest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	59.07
2.618	57.86
1.618	57.12
1.000	56.66
0.618	56.38
HIGH	55.92
0.618	55.64
0.500	55.55
0.382	55.46
LOW	55.18
0.618	54.72
1.000	54.44
1.618	53.98
2.618	53.24
4.250	52.04

Fisher Pivots for day following 28-Dec-2016
Pivot	1 day	3 day
R1	55.63	55.41
PP	55.59	55.16
S1	55.55	54.90

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

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