NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 02-Nov-2016

Day Change Summary
	Previous	Current
	01-Nov-2016	02-Nov-2016	Change	Change %	Previous Week
Open	48.56	48.19	-0.37	-0.8%	52.62
High	49.12	48.21	-0.91	-1.9%	52.74
Low	47.91	46.78	-1.13	-2.4%	50.25
Close	48.38	47.14	-1.24	-2.6%	50.50
Range	1.21	1.43	0.22	18.2%	2.49
ATR	1.34	1.36	0.02	1.4%	0.00
Volume	84,920	60,107	-24,813	-29.2%	236,564

Daily Pivots for day following 02-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	51.67	50.83	47.93
R3	50.24	49.40	47.53
R2	48.81	48.81	47.40
R1	47.97	47.97	47.27	47.68
PP	47.38	47.38	47.38	47.23
S1	46.54	46.54	47.01	46.25
S2	45.95	45.95	46.88
S3	44.52	45.11	46.75
S4	43.09	43.68	46.35

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	51.79	46.78	5.01	10.6%	1.39	2.9%	7%	False	True	54,314
10	53.09	46.78	6.31	13.4%	1.28	2.7%	6%	False	True	51,312
20	53.68	46.78	6.90	14.6%	1.24	2.6%	5%	False	True	47,074

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	0.26
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	54.29
2.618	51.95
1.618	50.52
1.000	49.64
0.618	49.09
HIGH	48.21
0.618	47.66
0.500	47.50
0.382	47.33
LOW	46.78
0.618	45.90
1.000	45.35
1.618	44.47
2.618	43.04
4.250	40.70

Fisher Pivots for day following 02-Nov-2016
Pivot	1 day	3 day
R1	47.50	48.64
PP	47.38	48.14
S1	47.26	47.64

Download as Excel Spreadsheet

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

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