NYMEX Light Sweet Crude Oil Future January 2017

Trading Metrics calculated at close of trading on 15-Nov-2016

Day Change Summary
	Previous	Current
	14-Nov-2016	15-Nov-2016	Change	Change %	Previous Week
Open	43.90	44.30	0.40	0.9%	45.00
High	44.39	46.70	2.31	5.2%	46.58
Low	42.95	44.14	1.19	2.8%	43.73
Close	43.94	46.39	2.45	5.6%	44.15
Range	1.44	2.56	1.12	77.8%	2.85
ATR	1.46	1.55	0.09	6.4%	0.00
Volume	378,509	407,942	29,433	7.8%	1,586,072

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.42	52.47	47.80
R3	50.86	49.91	47.09
R2	48.30	48.30	46.86
R1	47.35	47.35	46.62	47.83
PP	45.74	45.74	45.74	45.98
S1	44.79	44.79	46.16	45.27
S2	43.18	43.18	45.92
S3	40.62	42.23	45.69
S4	38.06	39.67	44.98

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.37	51.61	45.72
R3	50.52	48.76	44.93
R2	47.67	47.67	44.67
R1	45.91	45.91	44.41	45.37
PP	44.82	44.82	44.82	44.55
S1	43.06	43.06	43.89	42.52
S2	41.97	41.97	43.63
S3	39.12	40.21	43.37
S4	36.27	37.36	42.58

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.70	42.95	3.75	8.1%	1.97	4.2%	92%	True	False	362,341
10	47.05	42.95	4.10	8.8%	1.61	3.5%	84%	False	False	287,608
20	52.68	42.95	9.73	21.0%	1.46	3.1%	35%	False	False	221,398
40	52.74	42.95	9.79	21.1%	1.44	3.1%	35%	False	False	155,524
60	52.74	42.95	9.79	21.1%	1.46	3.1%	35%	False	False	115,187
80	52.74	42.34	10.40	22.4%	1.45	3.1%	39%	False	False	92,033
100	52.74	42.34	10.40	22.4%	1.47	3.2%	39%	False	False	76,990
120	53.72	42.34	11.38	24.5%	1.44	3.1%	36%	False	False	65,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.58
2.618	53.40
1.618	50.84
1.000	49.26
0.618	48.28
HIGH	46.70
0.618	45.72
0.500	45.42
0.382	45.12
LOW	44.14
0.618	42.56
1.000	41.58
1.618	40.00
2.618	37.44
4.250	33.26

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	46.07	45.87
PP	45.74	45.35
S1	45.42	44.83

Download as Excel Spreadsheet

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

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