NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 11-Oct-2016

Day Change Summary
	Previous	Current
	10-Oct-2016	11-Oct-2016	Change	Change %	Previous Week
Open	51.74	53.15	1.41	2.7%	50.02
High	53.68	53.35	-0.33	-0.6%	52.79
Low	51.34	52.32	0.98	1.9%	50.01
Close	53.31	52.64	-0.67	-1.3%	52.00
Range	2.34	1.03	-1.31	-56.0%	2.78
ATR
Volume	58,349	51,297	-7,052	-12.1%	182,172

Daily Pivots for day following 11-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.86	55.28	53.21
R3	54.83	54.25	52.92
R2	53.80	53.80	52.83
R1	53.22	53.22	52.73	53.00
PP	52.77	52.77	52.77	52.66
S1	52.19	52.19	52.55	51.97
S2	51.74	51.74	52.45
S3	50.71	51.16	52.36
S4	49.68	50.13	52.07

Weekly Pivots for week ending 07-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.94	58.75	53.53
R3	57.16	55.97	52.76
R2	54.38	54.38	52.51
R1	53.19	53.19	52.25	53.79
PP	51.60	51.60	51.60	51.90
S1	50.41	50.41	51.75	51.01
S2	48.82	48.82	51.49
S3	46.04	47.63	51.24
S4	43.26	44.85	50.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.68	51.30	2.38	4.5%	1.30	2.5%	56%	False	False	47,567
10	53.68	46.67	7.01	13.3%	1.47	2.8%	85%	False	False	40,728

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

Fibonacci Retracements and Extensions
4.250	57.73
2.618	56.05
1.618	55.02
1.000	54.38
0.618	53.99
HIGH	53.35
0.618	52.96
0.500	52.84
0.382	52.71
LOW	52.32
0.618	51.68
1.000	51.29
1.618	50.65
2.618	49.62
4.250	47.94

Fisher Pivots for day following 11-Oct-2016
Pivot	1 day	3 day
R1	52.84	52.60
PP	52.77	52.55
S1	52.71	52.51

Download as Excel Spreadsheet

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

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