NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 30-Nov-2016

Day Change Summary
	Previous	Current
	29-Nov-2016	30-Nov-2016	Change	Change %	Previous Week
Open	47.85	46.22	-1.63	-3.4%	47.24
High	47.86	50.80	2.94	6.1%	50.02
Low	45.74	46.13	0.39	0.9%	46.82
Close	46.13	50.34	4.21	9.1%	47.00
Range	2.12	4.67	2.55	120.3%	3.20
ATR	1.69	1.91	0.21	12.5%	0.00
Volume	198,019	381,490	183,471	92.7%	556,302

Daily Pivots for day following 30-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	63.10	61.39	52.91
R3	58.43	56.72	51.62
R2	53.76	53.76	51.20
R1	52.05	52.05	50.77	52.91
PP	49.09	49.09	49.09	49.52
S1	47.38	47.38	49.91	48.24
S2	44.42	44.42	49.48
S3	39.75	42.71	49.06
S4	35.08	38.04	47.77

Weekly Pivots for week ending 25-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	57.55	55.47	48.76
R3	54.35	52.27	47.88
R2	51.15	51.15	47.59
R1	49.07	49.07	47.29	48.51
PP	47.95	47.95	47.95	47.67
S1	45.87	45.87	46.71	45.31
S2	44.75	44.75	46.41
S3	41.55	42.67	46.12
S4	38.35	39.47	45.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.80	45.74	5.06	10.1%	2.51	5.0%	91%	True	False	183,741
10	50.80	45.74	5.06	10.1%	2.07	4.1%	91%	True	False	155,637
20	50.80	43.73	7.07	14.0%	1.83	3.6%	93%	True	False	121,333
40	53.26	43.73	9.53	18.9%	1.53	3.0%	69%	False	False	85,385
60	53.26	43.73	9.53	18.9%	1.51	3.0%	69%	False	False	65,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Widest range in 66 trading days

Fibonacci Retracements and Extensions
4.250	70.65
2.618	63.03
1.618	58.36
1.000	55.47
0.618	53.69
HIGH	50.80
0.618	49.02
0.500	48.47
0.382	47.91
LOW	46.13
0.618	43.24
1.000	41.46
1.618	38.57
2.618	33.90
4.250	26.28

Fisher Pivots for day following 30-Nov-2016
Pivot	1 day	3 day
R1	49.72	49.65
PP	49.09	48.96
S1	48.47	48.27

Download as Excel Spreadsheet

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

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