NYMEX Light Sweet Crude Oil Future April 2017

Trading Metrics calculated at close of trading on 15-Mar-2017

Day Change Summary
	Previous	Current
	14-Mar-2017	15-Mar-2017	Change	Change %	Previous Week
Open	48.45	48.76	0.31	0.6%	53.19
High	48.79	49.04	0.25	0.5%	53.80
Low	47.09	48.16	1.07	2.3%	48.31
Close	47.72	48.86	1.14	2.4%	48.49
Range	1.70	0.88	-0.82	-48.2%	5.49
ATR	1.30	1.31	0.00	0.1%	0.00
Volume	857,711	655,788	-201,923	-23.5%	3,832,227

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.33	50.97	49.34
R3	50.45	50.09	49.10
R2	49.57	49.57	49.02
R1	49.21	49.21	48.94	49.39
PP	48.69	48.69	48.69	48.78
S1	48.33	48.33	48.78	48.51
S2	47.81	47.81	48.70
S3	46.93	47.45	48.62
S4	46.05	46.57	48.38

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	66.67	63.07	51.51
R3	61.18	57.58	50.00
R2	55.69	55.69	49.50
R1	52.09	52.09	48.99	51.15
PP	50.20	50.20	50.20	49.73
S1	46.60	46.60	47.99	45.66
S2	44.71	44.71	47.48
S3	39.22	41.11	46.98
S4	33.73	35.62	45.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.84	47.09	3.75	7.7%	1.48	3.0%	47%	False	False	797,065
10	53.80	47.09	6.71	13.7%	1.43	2.9%	26%	False	False	702,183
20	55.03	47.09	7.94	16.3%	1.18	2.4%	22%	False	False	585,729
40	55.03	47.09	7.94	16.3%	1.17	2.4%	22%	False	False	382,317
60	56.92	47.09	9.83	20.1%	1.21	2.5%	18%	False	False	275,334
80	56.92	47.09	9.83	20.1%	1.34	2.7%	18%	False	False	221,924

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	0.31
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.78
2.618	51.34
1.618	50.46
1.000	49.92
0.618	49.58
HIGH	49.04
0.618	48.70
0.500	48.60
0.382	48.50
LOW	48.16
0.618	47.62
1.000	47.28
1.618	46.74
2.618	45.86
4.250	44.42

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	48.77	48.60
PP	48.69	48.33
S1	48.60	48.07

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

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