NYMEX Light Sweet Crude Oil Future March 2017

Trading Metrics calculated at close of trading on 14-Nov-2016

Day Change Summary
	Previous	Current
	11-Nov-2016	14-Nov-2016	Change	Change %	Previous Week
Open	46.61	45.60	-1.01	-2.2%	46.35
High	46.82	45.88	-0.94	-2.0%	47.97
Low	45.25	44.49	-0.76	-1.7%	45.20
Close	45.68	45.35	-0.33	-0.7%	45.68
Range	1.57	1.39	-0.18	-11.5%	2.77
ATR	1.42	1.42	0.00	-0.2%	0.00
Volume	57,532	83,436	25,904	45.0%	375,768

Daily Pivots for day following 14-Nov-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.41	48.77	46.11
R3	48.02	47.38	45.73
R2	46.63	46.63	45.60
R1	45.99	45.99	45.48	45.62
PP	45.24	45.24	45.24	45.05
S1	44.60	44.60	45.22	44.23
S2	43.85	43.85	45.10
S3	42.46	43.21	44.97
S4	41.07	41.82	44.59

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	44.49	3.48	7.7%	1.62	3.6%	25%	False	True	80,869
10	49.12	44.49	4.63	10.2%	1.43	3.2%	19%	False	True	70,645
20	53.57	44.49	9.08	20.0%	1.32	2.9%	9%	False	True	57,926

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.79
2.618	49.52
1.618	48.13
1.000	47.27
0.618	46.74
HIGH	45.88
0.618	45.35
0.500	45.19
0.382	45.02
LOW	44.49
0.618	43.63
1.000	43.10
1.618	42.24
2.618	40.85
4.250	38.58

Fisher Pivots for day following 14-Nov-2016
Pivot	1 day	3 day
R1	45.30	46.19
PP	45.24	45.91
S1	45.19	45.63

Download as Excel Spreadsheet

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

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