NYMEX Light Sweet Crude Oil Future May 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Dec-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Dec-2016 | 21-Dec-2016 | Change | Change % | Previous Week |  
                        | Open | 55.06 | 55.59 | 0.53 | 1.0% | 55.17 |  
                        | High | 55.78 | 55.83 | 0.05 | 0.1% | 57.10 |  
                        | Low | 54.83 | 54.57 | -0.26 | -0.5% | 53.47 |  
                        | Close | 55.44 | 54.66 | -0.78 | -1.4% | 55.07 |  
                        | Range | 0.95 | 1.26 | 0.31 | 32.6% | 3.63 |  
                        | ATR | 1.66 | 1.64 | -0.03 | -1.7% | 0.00 |  
                        | Volume | 23,740 | 35,299 | 11,559 | 48.7% | 184,459 |  | 
    
| 
        
            | Daily Pivots for day following 21-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.80 | 57.99 | 55.35 |  |  
                | R3 | 57.54 | 56.73 | 55.01 |  |  
                | R2 | 56.28 | 56.28 | 54.89 |  |  
                | R1 | 55.47 | 55.47 | 54.78 | 55.25 |  
                | PP | 55.02 | 55.02 | 55.02 | 54.91 |  
                | S1 | 54.21 | 54.21 | 54.54 | 53.99 |  
                | S2 | 53.76 | 53.76 | 54.43 |  |  
                | S3 | 52.50 | 52.95 | 54.31 |  |  
                | S4 | 51.24 | 51.69 | 53.97 |  |  | 
        
            | Weekly Pivots for week ending 16-Dec-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.10 | 64.22 | 57.07 |  |  
                | R3 | 62.47 | 60.59 | 56.07 |  |  
                | R2 | 58.84 | 58.84 | 55.74 |  |  
                | R1 | 56.96 | 56.96 | 55.40 | 56.09 |  
                | PP | 55.21 | 55.21 | 55.21 | 54.78 |  
                | S1 | 53.33 | 53.33 | 54.74 | 52.46 |  
                | S2 | 51.58 | 51.58 | 54.40 |  |  
                | S3 | 47.95 | 49.70 | 54.07 |  |  
                | S4 | 44.32 | 46.07 | 53.07 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.19 |  
            | 2.618 | 59.13 |  
            | 1.618 | 57.87 |  
            | 1.000 | 57.09 |  
            | 0.618 | 56.61 |  
            | HIGH | 55.83 |  
            | 0.618 | 55.35 |  
            | 0.500 | 55.20 |  
            | 0.382 | 55.05 |  
            | LOW | 54.57 |  
            | 0.618 | 53.79 |  
            | 1.000 | 53.31 |  
            | 1.618 | 52.53 |  
            | 2.618 | 51.27 |  
            | 4.250 | 49.22 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Dec-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 55.20 | 55.20 |  
                                | PP | 55.02 | 55.02 |  
                                | S1 | 54.84 | 54.84 |  |