NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 10-Jan-2017

Day Change Summary
	Previous	Current
	09-Jan-2017	10-Jan-2017	Change	Change %	Previous Week
Open	55.47	53.55	-1.92	-3.5%	55.76
High	55.54	54.09	-1.45	-2.6%	56.92
Low	53.51	52.42	-1.09	-2.0%	53.92
Close	53.72	52.53	-1.19	-2.2%	55.68
Range	2.03	1.67	-0.36	-17.7%	3.00
ATR	1.43	1.45	0.02	1.2%	0.00
Volume	80,433	89,287	8,854	11.0%	280,151

Daily Pivots for day following 10-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.02	56.95	53.45
R3	56.35	55.28	52.99
R2	54.68	54.68	52.84
R1	53.61	53.61	52.68	53.31
PP	53.01	53.01	53.01	52.87
S1	51.94	51.94	52.38	51.64
S2	51.34	51.34	52.22
S3	49.67	50.27	52.07
S4	48.00	48.60	51.61

Weekly Pivots for week ending 06-Jan-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.51	63.09	57.33
R3	61.51	60.09	56.51
R2	58.51	58.51	56.23
R1	57.09	57.09	55.96	56.30
PP	55.51	55.51	55.51	55.11
S1	54.09	54.09	55.41	53.30
S2	52.51	52.51	55.13
S3	49.51	51.09	54.86
S4	46.51	48.09	54.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	55.97	52.42	3.55	6.8%	1.44	2.7%	3%	False	True	67,141
10	56.92	52.42	4.50	8.6%	1.34	2.6%	2%	False	True	59,892
20	56.92	52.42	4.50	8.6%	1.33	2.5%	2%	False	True	56,489
40	56.92	45.18	11.74	22.3%	1.53	2.9%	63%	False	False	55,316

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	False
Stretch	0.41
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	61.19
2.618	58.46
1.618	56.79
1.000	55.76
0.618	55.12
HIGH	54.09
0.618	53.45
0.500	53.26
0.382	53.06
LOW	52.42
0.618	51.39
1.000	50.75
1.618	49.72
2.618	48.05
4.250	45.32

Fisher Pivots for day following 10-Jan-2017
Pivot	1 day	3 day
R1	53.26	54.20
PP	53.01	53.64
S1	52.77	53.09

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

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