NYMEX Light Sweet Crude Oil Future October 2017

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

Day Change Summary
	Previous	Current
	22-Jun-2017	23-Jun-2017	Change	Change %	Previous Week
Open	42.99	43.24	0.25	0.6%	45.35
High	43.74	43.69	-0.05	-0.1%	45.72
Low	42.71	43.00	0.29	0.7%	42.51
Close	43.19	43.51	0.32	0.7%	43.51
Range	1.03	0.69	-0.34	-33.0%	3.21
ATR	1.33	1.28	-0.05	-3.4%	0.00
Volume	31,144	65,322	34,178	109.7%	276,847

Daily Pivots for day following 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	45.47	45.18	43.89
R3	44.78	44.49	43.70
R2	44.09	44.09	43.64
R1	43.80	43.80	43.57	43.95
PP	43.40	43.40	43.40	43.47
S1	43.11	43.11	43.45	43.26
S2	42.71	42.71	43.38
S3	42.02	42.42	43.32
S4	41.33	41.73	43.13

Weekly Pivots for week ending 23-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.54	51.74	45.28
R3	50.33	48.53	44.39
R2	47.12	47.12	44.10
R1	45.32	45.32	43.80	44.62
PP	43.91	43.91	43.91	43.56
S1	42.11	42.11	43.22	41.41
S2	40.70	40.70	42.92
S3	37.49	38.90	42.63
S4	34.28	35.69	41.74

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.72	42.51	3.21	7.4%	1.30	3.0%	31%	False	False	55,369
10	47.36	42.51	4.85	11.1%	1.15	2.6%	21%	False	False	46,648
20	50.82	42.51	8.31	19.1%	1.29	3.0%	12%	False	False	44,449
40	52.50	42.51	9.99	23.0%	1.33	3.1%	10%	False	False	36,647

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.31
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	46.62
2.618	45.50
1.618	44.81
1.000	44.38
0.618	44.12
HIGH	43.69
0.618	43.43
0.500	43.35
0.382	43.26
LOW	43.00
0.618	42.57
1.000	42.31
1.618	41.88
2.618	41.19
4.250	40.07

Fisher Pivots for day following 23-Jun-2017
Pivot	1 day	3 day
R1	43.46	43.57
PP	43.40	43.55
S1	43.35	43.53

Download as Excel Spreadsheet

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

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