NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 28-Sep-2016

Day Change Summary
	Previous	Current
	27-Sep-2016	28-Sep-2016	Change	Change %	Previous Week
Open	47.41	46.66	-0.75	-1.6%	46.20
High	47.63	49.08	1.45	3.0%	48.32
Low	45.95	46.14	0.19	0.4%	45.12
Close	46.38	48.74	2.36	5.1%	46.28
Range	1.68	2.94	1.26	75.0%	3.20
ATR	1.59	1.69	0.10	6.1%	0.00
Volume	19,753	33,429	13,676	69.2%	143,224

Daily Pivots for day following 28-Sep-2016
	Classic	Woodie	Camarilla	DeMark
R4	56.81	55.71	50.36
R3	53.87	52.77	49.55
R2	50.93	50.93	49.28
R1	49.83	49.83	49.01	50.38
PP	47.99	47.99	47.99	48.26
S1	46.89	46.89	48.47	47.44
S2	45.05	45.05	48.20
S3	42.11	43.95	47.93
S4	39.17	41.01	47.12

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	49.08	45.95	3.13	6.4%	1.90	3.9%	89%	True	False	30,353
10	49.08	45.12	3.96	8.1%	1.45	3.0%	91%	True	False	26,537
20	50.26	45.12	5.14	10.5%	1.62	3.3%	70%	False	False	23,371

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	61.58
2.618	56.78
1.618	53.84
1.000	52.02
0.618	50.90
HIGH	49.08
0.618	47.96
0.500	47.61
0.382	47.26
LOW	46.14
0.618	44.32
1.000	43.20
1.618	41.38
2.618	38.44
4.250	33.65

Fisher Pivots for day following 28-Sep-2016
Pivot	1 day	3 day
R1	48.36	48.33
PP	47.99	47.92
S1	47.61	47.52

Download as Excel Spreadsheet

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

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