NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 07-Oct-2016

Day Change Summary
	Previous	Current
	06-Oct-2016	07-Oct-2016	Change	Change %	Previous Week
Open	51.36	52.21	0.85	1.7%	49.55
High	52.24	52.36	0.12	0.2%	52.36
Low	51.01	51.13	0.12	0.2%	49.49
Close	52.08	51.53	-0.55	-1.1%	51.53
Range	1.23	1.23	0.00	0.0%	2.87
ATR	1.53	1.51	-0.02	-1.4%	0.00
Volume	24,953	40,675	15,722	63.0%	150,846

Daily Pivots for day following 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.36	54.68	52.21
R3	54.13	53.45	51.87
R2	52.90	52.90	51.76
R1	52.22	52.22	51.64	51.95
PP	51.67	51.67	51.67	51.54
S1	50.99	50.99	51.42	50.72
S2	50.44	50.44	51.30
S3	49.21	49.76	51.19
S4	47.98	48.53	50.85

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.74	58.50	53.11
R3	56.87	55.63	52.32
R2	54.00	54.00	52.06
R1	52.76	52.76	51.79	53.38
PP	51.13	51.13	51.13	51.44
S1	49.89	49.89	51.27	50.51
S2	48.26	48.26	51.00
S3	45.39	47.02	50.74
S4	42.52	44.15	49.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.36	49.49	2.87	5.6%	1.10	2.1%	71%	True	False	30,169
10	52.36	45.95	6.41	12.4%	1.48	2.9%	87%	True	False	27,234
20	52.36	45.12	7.24	14.1%	1.38	2.7%	89%	True	False	26,916

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.34

Fibonacci Retracements and Extensions
4.250	57.59
2.618	55.58
1.618	54.35
1.000	53.59
0.618	53.12
HIGH	52.36
0.618	51.89
0.500	51.75
0.382	51.60
LOW	51.13
0.618	50.37
1.000	49.90
1.618	49.14
2.618	47.91
4.250	45.90

Fisher Pivots for day following 07-Oct-2016
Pivot	1 day	3 day
R1	51.75	51.61
PP	51.67	51.58
S1	51.60	51.56

Download as Excel Spreadsheet

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

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