NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 23-May-2017

Day Change Summary
	Previous	Current
	22-May-2017	23-May-2017	Change	Change %	Previous Week
Open	51.50	51.60	0.10	0.2%	48.69
High	51.91	52.21	0.30	0.6%	51.32
Low	51.27	51.08	-0.19	-0.4%	48.59
Close	51.63	51.92	0.29	0.6%	51.13
Range	0.64	1.13	0.49	76.6%	2.73
ATR	1.26	1.25	-0.01	-0.7%	0.00
Volume	49,892	61,507	11,615	23.3%	257,075

Daily Pivots for day following 23-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.13	54.65	52.54
R3	54.00	53.52	52.23
R2	52.87	52.87	52.13
R1	52.39	52.39	52.02	52.63
PP	51.74	51.74	51.74	51.86
S1	51.26	51.26	51.82	51.50
S2	50.61	50.61	51.71
S3	49.48	50.13	51.61
S4	48.35	49.00	51.30

Weekly Pivots for week ending 19-May-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.54	57.56	52.63
R3	55.81	54.83	51.88
R2	53.08	53.08	51.63
R1	52.10	52.10	51.38	52.59
PP	50.35	50.35	50.35	50.59
S1	49.37	49.37	50.88	49.86
S2	47.62	47.62	50.63
S3	44.89	46.64	50.38
S4	42.16	43.91	49.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.21	48.92	3.29	6.3%	1.19	2.3%	91%	True	False	49,237
10	52.21	47.06	5.15	9.9%	1.21	2.3%	94%	True	False	51,330
20	52.21	44.76	7.45	14.3%	1.32	2.5%	96%	True	False	52,218
40	54.77	44.76	10.01	19.3%	1.17	2.2%	72%	False	False	48,007

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.01
2.618	55.17
1.618	54.04
1.000	53.34
0.618	52.91
HIGH	52.21
0.618	51.78
0.500	51.65
0.382	51.51
LOW	51.08
0.618	50.38
1.000	49.95
1.618	49.25
2.618	48.12
4.250	46.28

Fisher Pivots for day following 23-May-2017
Pivot	1 day	3 day
R1	51.83	51.66
PP	51.74	51.40
S1	51.65	51.14

Download as Excel Spreadsheet

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

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