NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 28-Oct-2016

Day Change Summary
	Previous	Current
	27-Oct-2016	28-Oct-2016	Change	Change %	Previous Week
Open	51.05	51.39	0.34	0.7%	52.62
High	51.79	51.55	-0.24	-0.5%	52.74
Low	50.90	50.25	-0.65	-1.3%	50.25
Close	51.49	50.50	-0.99	-1.9%	50.50
Range	0.89	1.30	0.41	46.1%	2.49
ATR	1.29	1.29	0.00	0.1%	0.00
Volume	44,302	37,890	-6,412	-14.5%	236,564

Daily Pivots for day following 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.67	53.88	51.22
R3	53.37	52.58	50.86
R2	52.07	52.07	50.74
R1	51.28	51.28	50.62	51.03
PP	50.77	50.77	50.77	50.64
S1	49.98	49.98	50.38	49.73
S2	49.47	49.47	50.26
S3	48.17	48.68	50.14
S4	46.87	47.38	49.79

Weekly Pivots for week ending 28-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	58.63	57.06	51.87
R3	56.14	54.57	51.18
R2	53.65	53.65	50.96
R1	52.08	52.08	50.73	51.62
PP	51.16	51.16	51.16	50.94
S1	49.59	49.59	50.27	49.13
S2	48.67	48.67	50.04
S3	46.18	47.10	49.82
S4	43.69	44.61	49.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.74	50.25	2.49	4.9%	1.21	2.4%	10%	False	True	47,312
10	53.57	50.25	3.32	6.6%	1.10	2.2%	8%	False	True	43,307
20	53.68	50.01	3.67	7.3%	1.15	2.3%	13%	False	False	42,569

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.24
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	57.08
2.618	54.95
1.618	53.65
1.000	52.85
0.618	52.35
HIGH	51.55
0.618	51.05
0.500	50.90
0.382	50.75
LOW	50.25
0.618	49.45
1.000	48.95
1.618	48.15
2.618	46.85
4.250	44.73

Fisher Pivots for day following 28-Oct-2016
Pivot	1 day	3 day
R1	50.90	51.04
PP	50.77	50.86
S1	50.63	50.68

Download as Excel Spreadsheet

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

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