NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 17-Nov-2016

Day Change Summary
	Previous	Current
	16-Nov-2016	17-Nov-2016	Change	Change %	Previous Week
Open	47.10	46.48	-0.62	-1.3%	45.67
High	47.63	47.77	0.14	0.3%	47.28
Low	46.32	46.22	-0.10	-0.2%	44.48
Close	46.77	46.71	-0.06	-0.1%	44.92
Range	1.31	1.55	0.24	18.3%	2.80
ATR	1.52	1.52	0.00	0.2%	0.00
Volume	92,395	80,452	-11,943	-12.9%	474,966

Daily Pivots for day following 17-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.55	50.68	47.56
R3	50.00	49.13	47.14
R2	48.45	48.45	46.99
R1	47.58	47.58	46.85	48.02
PP	46.90	46.90	46.90	47.12
S1	46.03	46.03	46.57	46.47
S2	45.35	45.35	46.43
S3	43.80	44.48	46.28
S4	42.25	42.93	45.86

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	47.77	43.73	4.04	8.6%	1.68	3.6%	74%	True	False	90,541
10	47.77	43.73	4.04	8.6%	1.58	3.4%	74%	True	False	93,383
20	52.15	43.73	8.42	18.0%	1.46	3.1%	35%	False	False	78,334
40	53.26	43.73	9.53	20.4%	1.44	3.1%	31%	False	False	56,140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.42
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.36
2.618	51.83
1.618	50.28
1.000	49.32
0.618	48.73
HIGH	47.77
0.618	47.18
0.500	47.00
0.382	46.81
LOW	46.22
0.618	45.26
1.000	44.67
1.618	43.71
2.618	42.16
4.250	39.63

Fisher Pivots for day following 17-Nov-2016
Pivot	1 day	3 day
R1	47.00	46.58
PP	46.90	46.44
S1	46.81	46.31

Download as Excel Spreadsheet

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

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