NYMEX Light Sweet Crude Oil Future February 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	44.75	45.02	0.27	0.6%	45.67
High	45.13	47.38	2.25	5.0%	47.28
Low	43.73	44.84	1.11	2.5%	44.48
Close	44.65	47.06	2.41	5.4%	44.92
Range	1.40	2.54	1.14	81.4%	2.80
ATR	1.44	1.53	0.09	6.4%	0.00
Volume	105,236	105,410	174	0.2%	474,966

Daily Pivots for day following 15-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.05	53.09	48.46
R3	51.51	50.55	47.76
R2	48.97	48.97	47.53
R1	48.01	48.01	47.29	48.49
PP	46.43	46.43	46.43	46.67
S1	45.47	45.47	46.83	45.95
S2	43.89	43.89	46.59
S3	41.35	42.93	46.36
S4	38.81	40.39	45.66

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.96	52.24	46.46
R3	51.16	49.44	45.69
R2	48.36	48.36	45.43
R1	46.64	46.64	45.18	46.10
PP	45.56	45.56	45.56	45.29
S1	43.84	43.84	44.66	43.30
S2	42.76	42.76	44.41
S3	39.96	41.04	44.15
S4	37.16	38.24	43.38

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.38	43.73	3.65	7.8%	1.95	4.1%	91%	True	False	102,927
10	47.63	43.73	3.90	8.3%	1.59	3.4%	85%	False	False	87,028
20	53.14	43.73	9.41	20.0%	1.44	3.1%	35%	False	False	74,537
40	53.26	43.73	9.53	20.3%	1.41	3.0%	35%	False	False	53,583

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	0.40
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	58.18
2.618	54.03
1.618	51.49
1.000	49.92
0.618	48.95
HIGH	47.38
0.618	46.41
0.500	46.11
0.382	45.81
LOW	44.84
0.618	43.27
1.000	42.30
1.618	40.73
2.618	38.19
4.250	34.05

Fisher Pivots for day following 15-Nov-2016
Pivot	1 day	3 day
R1	46.74	46.56
PP	46.43	46.06
S1	46.11	45.56

Download as Excel Spreadsheet

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

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