NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 20-Jun-2017

Day Change Summary
	Previous	Current
	19-Jun-2017	20-Jun-2017	Change	Change %	Previous Week
Open	45.35	44.85	-0.50	-1.1%	46.48
High	45.72	45.17	-0.55	-1.2%	47.36
Low	44.76	43.48	-1.28	-2.9%	44.92
Close	44.92	44.02	-0.90	-2.0%	45.41
Range	0.96	1.69	0.73	76.0%	2.44
ATR	1.26	1.29	0.03	2.5%	0.00
Volume	18,052	84,700	66,648	369.2%	189,633

Daily Pivots for day following 20-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.29	48.35	44.95
R3	47.60	46.66	44.48
R2	45.91	45.91	44.33
R1	44.97	44.97	44.17	44.60
PP	44.22	44.22	44.22	44.04
S1	43.28	43.28	43.87	42.91
S2	42.53	42.53	43.71
S3	40.84	41.59	43.56
S4	39.15	39.90	43.09

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.22	51.75	46.75
R3	50.78	49.31	46.08
R2	48.34	48.34	45.86
R1	46.87	46.87	45.63	46.39
PP	45.90	45.90	45.90	45.65
S1	44.43	44.43	45.19	43.95
S2	43.46	43.46	44.96
S3	41.02	41.99	44.74
S4	38.58	39.55	44.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.00	43.48	3.52	8.0%	1.14	2.6%	15%	False	True	45,644
10	48.62	43.48	5.14	11.7%	1.17	2.6%	11%	False	True	46,169
20	52.50	43.48	9.02	20.5%	1.36	3.1%	6%	False	True	41,723
40	52.50	43.48	9.02	20.5%	1.31	3.0%	6%	False	True	33,941

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	52.35
2.618	49.59
1.618	47.90
1.000	46.86
0.618	46.21
HIGH	45.17
0.618	44.52
0.500	44.33
0.382	44.13
LOW	43.48
0.618	42.44
1.000	41.79
1.618	40.75
2.618	39.06
4.250	36.30

Fisher Pivots for day following 20-Jun-2017
Pivot	1 day	3 day
R1	44.33	44.60
PP	44.22	44.41
S1	44.12	44.21

Download as Excel Spreadsheet

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

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