NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 21-Sep-2016

Day Change Summary
	Previous	Current
	20-Sep-2016	21-Sep-2016	Change	Change %	Previous Week
Open	45.60	46.50	0.90	2.0%	47.84
High	46.38	47.32	0.94	2.0%	48.82
Low	45.12	46.50	1.38	3.1%	45.45
Close	45.98	47.06	1.08	2.3%	45.72
Range	1.26	0.82	-0.44	-34.9%	3.37
ATR	1.57	1.55	-0.02	-1.0%	0.00
Volume	22,877	27,517	4,640	20.3%	122,760

Daily Pivots for day following 21-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.42	49.06	47.51
R3	48.60	48.24	47.29
R2	47.78	47.78	47.21
R1	47.42	47.42	47.14	47.60
PP	46.96	46.96	46.96	47.05
S1	46.60	46.60	46.98	46.78
S2	46.14	46.14	46.91
S3	45.32	45.78	46.83
S4	44.50	44.96	46.61

Weekly Pivots for week ending 16-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.77	54.62	47.57
R3	53.40	51.25	46.65
R2	50.03	50.03	46.34
R1	47.88	47.88	46.03	47.27
PP	46.66	46.66	46.66	46.36
S1	44.51	44.51	45.41	43.90
S2	43.29	43.29	45.10
S3	39.92	41.14	44.79
S4	36.55	37.77	43.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.32	45.12	2.20	4.7%	1.00	2.1%	88%	True	False	22,721
10	50.26	45.12	5.14	10.9%	1.32	2.8%	38%	False	False	23,134

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	0.25
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	50.81
2.618	49.47
1.618	48.65
1.000	48.14
0.618	47.83
HIGH	47.32
0.618	47.01
0.500	46.91
0.382	46.81
LOW	46.50
0.618	45.99
1.000	45.68
1.618	45.17
2.618	44.35
4.250	43.02

Fisher Pivots for day following 21-Sep-2016
Pivot	1 day	3 day
R1	47.01	46.78
PP	46.96	46.50
S1	46.91	46.22

Download as Excel Spreadsheet

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

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