NYMEX Light Sweet Crude Oil Future February 2017

Trading Metrics calculated at close of trading on 21-Nov-2016

Day Change Summary
	Previous	Current
	18-Nov-2016	21-Nov-2016	Change	Change %	Previous Week
Open	46.28	47.24	0.96	2.1%	44.75
High	47.20	49.28	2.08	4.4%	47.77
Low	45.94	47.24	1.30	2.8%	43.73
Close	47.11	49.03	1.92	4.1%	47.11
Range	1.26	2.04	0.78	61.9%	4.04
ATR	1.50	1.55	0.05	3.2%	0.00
Volume	95,281	168,213	72,932	76.5%	478,774

Daily Pivots for day following 21-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.64	53.87	50.15
R3	52.60	51.83	49.59
R2	50.56	50.56	49.40
R1	49.79	49.79	49.22	50.18
PP	48.52	48.52	48.52	48.71
S1	47.75	47.75	48.84	48.14
S2	46.48	46.48	48.66
S3	44.44	45.71	48.47
S4	42.40	43.67	47.91

Weekly Pivots for week ending 18-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.32	56.76	49.33
R3	54.28	52.72	48.22
R2	50.24	50.24	47.85
R1	48.68	48.68	47.48	49.46
PP	46.20	46.20	46.20	46.60
S1	44.64	44.64	46.74	45.42
S2	42.16	42.16	46.37
S3	38.12	40.60	46.00
S4	34.08	36.56	44.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.28	44.84	4.44	9.1%	1.74	3.5%	94%	True	False	108,350
10	49.28	43.73	5.55	11.3%	1.69	3.4%	95%	True	False	105,304
20	52.15	43.73	8.42	17.2%	1.52	3.1%	63%	False	False	84,797
40	53.26	43.73	9.53	19.4%	1.42	2.9%	56%	False	False	61,339

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	0.39
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	57.95
2.618	54.62
1.618	52.58
1.000	51.32
0.618	50.54
HIGH	49.28
0.618	48.50
0.500	48.26
0.382	48.02
LOW	47.24
0.618	45.98
1.000	45.20
1.618	43.94
2.618	41.90
4.250	38.57

Fisher Pivots for day following 21-Nov-2016
Pivot	1 day	3 day
R1	48.77	48.56
PP	48.52	48.08
S1	48.26	47.61

Download as Excel Spreadsheet

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

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