NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 31-Oct-2016

Day Change Summary
	Previous	Current
	28-Oct-2016	31-Oct-2016	Change	Change %	Previous Week
Open	51.39	50.14	-1.25	-2.4%	52.62
High	51.55	50.49	-1.06	-2.1%	52.74
Low	50.25	48.38	-1.87	-3.7%	50.25
Close	50.50	48.62	-1.88	-3.7%	50.50
Range	1.30	2.11	0.81	62.3%	2.49
ATR	1.29	1.35	0.06	4.6%	0.00
Volume	37,890	44,351	6,461	17.1%	236,564

Daily Pivots for day following 31-Oct-2016
	Classic	Woodie	Camarilla	DeMark
R4	55.49	54.17	49.78
R3	53.38	52.06	49.20
R2	51.27	51.27	49.01
R1	49.95	49.95	48.81	49.56
PP	49.16	49.16	49.16	48.97
S1	47.84	47.84	48.43	47.45
S2	47.05	47.05	48.23
S3	44.94	45.73	48.04
S4	42.83	43.62	47.46

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	48.38	4.36	9.0%	1.39	2.9%	6%	False	True	45,119
10	53.57	48.38	5.19	10.7%	1.21	2.5%	5%	False	True	45,207
20	53.68	48.38	5.30	10.9%	1.20	2.5%	5%	False	True	43,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 15 trading days

Fibonacci Retracements and Extensions
4.250	59.46
2.618	56.01
1.618	53.90
1.000	52.60
0.618	51.79
HIGH	50.49
0.618	49.68
0.500	49.44
0.382	49.19
LOW	48.38
0.618	47.08
1.000	46.27
1.618	44.97
2.618	42.86
4.250	39.41

Fisher Pivots for day following 31-Oct-2016
Pivot	1 day	3 day
R1	49.44	50.09
PP	49.16	49.60
S1	48.89	49.11

Download as Excel Spreadsheet

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

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