NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 26-Sep-2016

Day Change Summary
	Previous	Current
	23-Sep-2016	26-Sep-2016	Change	Change %	Previous Week
Open	47.68	46.65	-1.03	-2.2%	46.20
High	48.32	47.91	-0.41	-0.8%	48.32
Low	46.06	46.22	0.16	0.3%	45.12
Close	46.28	47.66	1.38	3.0%	46.28
Range	2.26	1.69	-0.57	-25.2%	3.20
ATR	1.57	1.58	0.01	0.5%	0.00
Volume	36,435	19,075	-17,360	-47.6%	143,224

Daily Pivots for day following 26-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	52.33	51.69	48.59
R3	50.64	50.00	48.12
R2	48.95	48.95	47.97
R1	48.31	48.31	47.81	48.63
PP	47.26	47.26	47.26	47.43
S1	46.62	46.62	47.51	46.94
S2	45.57	45.57	47.35
S3	43.88	44.93	47.20
S4	42.19	43.24	46.73

Weekly Pivots for week ending 23-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.17	54.43	48.04
R3	52.97	51.23	47.16
R2	49.77	49.77	46.87
R1	48.03	48.03	46.57	48.90
PP	46.57	46.57	46.57	47.01
S1	44.83	44.83	45.99	45.70
S2	43.37	43.37	45.69
S3	40.17	41.63	45.40
S4	36.97	38.43	44.52

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.32	45.12	3.20	6.7%	1.39	2.9%	79%	False	False	29,795
10	48.35	45.12	3.23	6.8%	1.27	2.7%	79%	False	False	26,154

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.09
2.618	52.33
1.618	50.64
1.000	49.60
0.618	48.95
HIGH	47.91
0.618	47.26
0.500	47.07
0.382	46.87
LOW	46.22
0.618	45.18
1.000	44.53
1.618	43.49
2.618	41.80
4.250	39.04

Fisher Pivots for day following 26-Sep-2016
Pivot	1 day	3 day
R1	47.46	47.50
PP	47.26	47.35
S1	47.07	47.19

Download as Excel Spreadsheet

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

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