NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 13-Jun-2017

Day Change Summary
	Previous	Current
	12-Jun-2017	13-Jun-2017	Change	Change %	Previous Week
Open	46.37	46.42	0.05	0.1%	48.09
High	47.17	46.98	-0.19	-0.4%	48.80
Low	46.15	46.03	-0.12	-0.3%	45.74
Close	46.56	46.89	0.33	0.7%	46.32
Range	1.02	0.95	-0.07	-6.9%	3.06
ATR	1.39	1.36	-0.03	-2.3%	0.00
Volume	81,441	105,181	23,740	29.1%	540,269

Daily Pivots for day following 13-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.48	49.14	47.41
R3	48.53	48.19	47.15
R2	47.58	47.58	47.06
R1	47.24	47.24	46.98	47.41
PP	46.63	46.63	46.63	46.72
S1	46.29	46.29	46.80	46.46
S2	45.68	45.68	46.72
S3	44.73	45.34	46.63
S4	43.78	44.39	46.37

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.13	54.29	48.00
R3	53.07	51.23	47.16
R2	50.01	50.01	46.88
R1	48.17	48.17	46.60	47.56
PP	46.95	46.95	46.95	46.65
S1	45.11	45.11	46.04	44.50
S2	43.89	43.89	45.76
S3	40.83	42.05	45.48
S4	37.77	38.99	44.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.50	45.74	2.76	5.9%	1.23	2.6%	42%	False	False	116,583
10	50.14	45.74	4.40	9.4%	1.37	2.9%	26%	False	False	96,372
20	52.38	45.74	6.64	14.2%	1.40	3.0%	17%	False	False	77,488
40	54.12	44.76	9.36	20.0%	1.38	2.9%	23%	False	False	65,228

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.35
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	51.02
2.618	49.47
1.618	48.52
1.000	47.93
0.618	47.57
HIGH	46.98
0.618	46.62
0.500	46.51
0.382	46.39
LOW	46.03
0.618	45.44
1.000	45.08
1.618	44.49
2.618	43.54
4.250	41.99

Fisher Pivots for day following 13-Jun-2017
Pivot	1 day	3 day
R1	46.76	46.75
PP	46.63	46.60
S1	46.51	46.46

Download as Excel Spreadsheet

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

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