NYMEX Light Sweet Crude Oil Future June 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	49.42	49.75	0.33	0.7%	54.05
High	49.79	49.99	0.20	0.4%	54.68
Low	48.20	49.26	1.06	2.2%	49.26
Close	48.83	49.78	0.95	1.9%	49.45
Range	1.59	0.73	-0.86	-54.1%	5.42
ATR	1.26	1.25	-0.01	-0.6%	0.00
Volume	167,427	165,636	-1,791	-1.1%	640,619

Daily Pivots for day following 15-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.87	51.55	50.18
R3	51.14	50.82	49.98
R2	50.41	50.41	49.91
R1	50.09	50.09	49.85	50.25
PP	49.68	49.68	49.68	49.76
S1	49.36	49.36	49.71	49.52
S2	48.95	48.95	49.65
S3	48.22	48.63	49.58
S4	47.49	47.90	49.38

Weekly Pivots for week ending 10-Mar-2017
	Classic	Woodie	Camarilla	DeMark
R4	67.39	63.84	52.43
R3	61.97	58.42	50.94
R2	56.55	56.55	50.44
R1	53.00	53.00	49.95	52.07
PP	51.13	51.13	51.13	50.66
S1	47.58	47.58	48.95	46.65
S2	45.71	45.71	48.46
S3	40.29	42.16	47.96
S4	34.87	36.74	46.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.82	48.20	3.62	7.3%	1.43	2.9%	44%	False	False	147,968
10	54.68	48.20	6.48	13.0%	1.39	2.8%	24%	False	False	125,299
20	55.52	48.20	7.32	14.7%	1.13	2.3%	22%	False	False	111,287
40	55.88	48.20	7.68	15.4%	1.12	2.2%	21%	False	False	94,583

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	0.31
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	53.09
2.618	51.90
1.618	51.17
1.000	50.72
0.618	50.44
HIGH	49.99
0.618	49.71
0.500	49.63
0.382	49.54
LOW	49.26
0.618	48.81
1.000	48.53
1.618	48.08
2.618	47.35
4.250	46.16

Fisher Pivots for day following 15-Mar-2017
Pivot	1 day	3 day
R1	49.73	49.55
PP	49.68	49.32
S1	49.63	49.10

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

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