NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 14-Aug-2017

Day Change Summary
	Previous	Current
	11-Aug-2017	14-Aug-2017	Change	Change %	Previous Week
Open	48.52	48.79	0.27	0.6%	49.59
High	48.98	49.16	0.18	0.4%	50.22
Low	47.98	47.43	-0.55	-1.1%	47.98
Close	48.82	47.59	-1.23	-2.5%	48.82
Range	1.00	1.73	0.73	73.0%	2.24
ATR	1.26	1.30	0.03	2.6%	0.00
Volume	804,237	763,241	-40,996	-5.1%	4,553,541

Daily Pivots for day following 14-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.25	52.15	48.54
R3	51.52	50.42	48.07
R2	49.79	49.79	47.91
R1	48.69	48.69	47.75	48.38
PP	48.06	48.06	48.06	47.90
S1	46.96	46.96	47.43	46.65
S2	46.33	46.33	47.27
S3	44.60	45.23	47.11
S4	42.87	43.50	46.64

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.73	54.51	50.05
R3	53.49	52.27	49.44
R2	51.25	51.25	49.23
R1	50.03	50.03	49.03	49.52
PP	49.01	49.01	49.01	48.75
S1	47.79	47.79	48.61	47.28
S2	46.77	46.77	48.41
S3	44.53	45.55	48.20
S4	42.29	43.31	47.59

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.22	47.43	2.79	5.9%	1.27	2.7%	6%	False	True	897,081
10	50.43	47.43	3.00	6.3%	1.30	2.7%	5%	False	True	875,651
20	50.43	45.40	5.03	10.6%	1.27	2.7%	44%	False	False	832,391
40	50.43	42.27	8.16	17.1%	1.31	2.8%	65%	False	False	517,812
60	52.38	42.27	10.11	21.2%	1.33	2.8%	53%	False	False	374,013
80	52.38	42.27	10.11	21.2%	1.33	2.8%	53%	False	False	293,422

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	0.34
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.51
2.618	53.69
1.618	51.96
1.000	50.89
0.618	50.23
HIGH	49.16
0.618	48.50
0.500	48.30
0.382	48.09
LOW	47.43
0.618	46.36
1.000	45.70
1.618	44.63
2.618	42.90
4.250	40.08

Fisher Pivots for day following 14-Aug-2017
Pivot	1 day	3 day
R1	48.30	48.83
PP	48.06	48.41
S1	47.83	48.00

Download as Excel Spreadsheet

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

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