NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 12-Oct-2016

Day Change Summary
	Previous	Current
	11-Oct-2016	12-Oct-2016	Change	Change %	Previous Week
Open	52.22	51.85	-0.37	-0.7%	49.16
High	52.53	52.13	-0.40	-0.8%	51.86
Low	51.42	50.91	-0.51	-1.0%	48.93
Close	51.75	51.17	-0.58	-1.1%	51.00
Range	1.11	1.22	0.11	9.9%	2.93
ATR	1.55	1.52	-0.02	-1.5%	0.00
Volume	176,975	112,386	-64,589	-36.5%	382,577

Daily Pivots for day following 12-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.06	54.34	51.84
R3	53.84	53.12	51.51
R2	52.62	52.62	51.39
R1	51.90	51.90	51.28	51.65
PP	51.40	51.40	51.40	51.28
S1	50.68	50.68	51.06	50.43
S2	50.18	50.18	50.95
S3	48.96	49.46	50.83
S4	47.74	48.24	50.50

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.39	58.12	52.61
R3	56.46	55.19	51.81
R2	53.53	53.53	51.54
R1	52.26	52.26	51.27	52.90
PP	50.60	50.60	50.60	50.91
S1	49.33	49.33	50.73	49.97
S2	47.67	47.67	50.46
S3	44.74	46.40	50.19
S4	41.81	43.47	49.39

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.74	50.34	2.40	4.7%	1.46	2.8%	35%	False	False	121,872
10	52.74	47.72	5.02	9.8%	1.34	2.6%	69%	False	False	93,354
20	52.74	44.46	8.28	16.2%	1.43	2.8%	81%	False	False	76,403
40	52.74	44.46	8.28	16.2%	1.47	2.9%	81%	False	False	53,765
60	52.74	42.34	10.40	20.3%	1.46	2.9%	85%	False	False	42,192
80	52.74	42.34	10.40	20.3%	1.51	3.0%	85%	False	False	35,634
100	53.72	42.34	11.38	22.2%	1.43	2.8%	78%	False	False	29,972

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.32
2.618	55.32
1.618	54.10
1.000	53.35
0.618	52.88
HIGH	52.13
0.618	51.66
0.500	51.52
0.382	51.38
LOW	50.91
0.618	50.16
1.000	49.69
1.618	48.94
2.618	47.72
4.250	45.73

Fisher Pivots for day following 12-Oct-2016
Pivot	1 day	3 day
R1	51.52	51.54
PP	51.40	51.42
S1	51.29	51.29

Download as Excel Spreadsheet

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

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