NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 24-Oct-2017

Day Change Summary
	Previous	Current
	23-Oct-2017	24-Oct-2017	Change	Change %	Previous Week
Open	52.29	52.08	-0.21	-0.4%	51.92
High	52.48	52.82	0.34	0.6%	52.85
Low	51.86	51.73	-0.13	-0.3%	51.09
Close	52.08	52.67	0.59	1.1%	52.04
Range	0.62	1.09	0.47	75.8%	1.76
ATR	1.00	1.01	0.01	0.6%	0.00
Volume	129,818	172,521	42,703	32.9%	450,851

Daily Pivots for day following 24-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.68	55.26	53.27
R3	54.59	54.17	52.97
R2	53.50	53.50	52.87
R1	53.08	53.08	52.77	53.29
PP	52.41	52.41	52.41	52.51
S1	51.99	51.99	52.57	52.20
S2	51.32	51.32	52.47
S3	50.23	50.90	52.37
S4	49.14	49.81	52.07

Weekly Pivots for week ending 20-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.27	56.42	53.01
R3	55.51	54.66	52.52
R2	53.75	53.75	52.36
R1	52.90	52.90	52.20	53.33
PP	51.99	51.99	51.99	52.21
S1	51.14	51.14	51.88	51.57
S2	50.23	50.23	51.72
S3	48.47	49.38	51.56
S4	46.71	47.62	51.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.82	51.09	1.73	3.3%	0.92	1.7%	91%	True	False	116,715
10	52.85	50.71	2.14	4.1%	0.93	1.8%	92%	False	False	100,323
20	53.27	49.73	3.54	6.7%	1.00	1.9%	83%	False	False	85,188
40	53.27	46.95	6.32	12.0%	1.01	1.9%	91%	False	False	83,514
60	53.27	46.95	6.32	12.0%	1.05	2.0%	91%	False	False	70,369

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.22
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.45
2.618	55.67
1.618	54.58
1.000	53.91
0.618	53.49
HIGH	52.82
0.618	52.40
0.500	52.28
0.382	52.15
LOW	51.73
0.618	51.06
1.000	50.64
1.618	49.97
2.618	48.88
4.250	47.10

Fisher Pivots for day following 24-Oct-2017
Pivot	1 day	3 day
R1	52.54	52.43
PP	52.41	52.19
S1	52.28	51.96

Download as Excel Spreadsheet

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

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