NYMEX Light Sweet Crude Oil Future March 2017

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

Day Change Summary
	Previous	Current
	10-Nov-2016	11-Nov-2016	Change	Change %	Previous Week
Open	47.51	46.61	-0.90	-1.9%	46.35
High	47.89	46.82	-1.07	-2.2%	47.97
Low	46.50	45.25	-1.25	-2.7%	45.20
Close	46.88	45.68	-1.20	-2.6%	45.68
Range	1.39	1.57	0.18	12.9%	2.77
ATR	1.41	1.42	0.02	1.1%	0.00
Volume	87,953	57,532	-30,421	-34.6%	375,768

Daily Pivots for day following 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	50.63	49.72	46.54
R3	49.06	48.15	46.11
R2	47.49	47.49	45.97
R1	46.58	46.58	45.82	46.25
PP	45.92	45.92	45.92	45.75
S1	45.01	45.01	45.54	44.68
S2	44.35	44.35	45.39
S3	42.78	43.44	45.25
S4	41.21	41.87	44.82

Weekly Pivots for week ending 11-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.59	52.91	47.20
R3	51.82	50.14	46.44
R2	49.05	49.05	46.19
R1	47.37	47.37	45.93	46.83
PP	46.28	46.28	46.28	46.01
S1	44.60	44.60	45.43	44.06
S2	43.51	43.51	45.17
S3	40.74	41.83	44.92
S4	37.97	39.06	44.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.97	45.20	2.77	6.1%	1.52	3.3%	17%	False	False	75,153
10	50.49	45.20	5.29	11.6%	1.51	3.3%	9%	False	False	66,737
20	53.57	45.20	8.37	18.3%	1.30	2.9%	6%	False	False	55,022

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	0.39
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.49
2.618	50.93
1.618	49.36
1.000	48.39
0.618	47.79
HIGH	46.82
0.618	46.22
0.500	46.04
0.382	45.85
LOW	45.25
0.618	44.28
1.000	43.68
1.618	42.71
2.618	41.14
4.250	38.58

Fisher Pivots for day following 11-Nov-2016
Pivot	1 day	3 day
R1	46.04	46.59
PP	45.92	46.28
S1	45.80	45.98

Download as Excel Spreadsheet

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

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