NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 27-Jun-2017

Day Change Summary
	Previous	Current
	26-Jun-2017	27-Jun-2017	Change	Change %	Previous Week
Open	43.63	43.96	0.33	0.8%	45.35
High	44.13	44.94	0.81	1.8%	45.72
Low	43.13	43.80	0.67	1.6%	42.51
Close	43.84	44.73	0.89	2.0%	43.51
Range	1.00	1.14	0.14	14.0%	3.21
ATR	1.26	1.25	-0.01	-0.7%	0.00
Volume	33,535	45,172	11,637	34.7%	276,847

Daily Pivots for day following 27-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	47.91	47.46	45.36
R3	46.77	46.32	45.04
R2	45.63	45.63	44.94
R1	45.18	45.18	44.83	45.41
PP	44.49	44.49	44.49	44.60
S1	44.04	44.04	44.63	44.27
S2	43.35	43.35	44.52
S3	42.21	42.90	44.42
S4	41.07	41.76	44.10

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	44.94	42.51	2.43	5.4%	1.19	2.7%	91%	True	False	50,560
10	47.00	42.51	4.49	10.0%	1.17	2.6%	49%	False	False	48,102
20	50.27	42.51	7.76	17.3%	1.25	2.8%	29%	False	False	45,380
40	52.50	42.51	9.99	22.3%	1.35	3.0%	22%	False	False	37,660

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	0.32
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.79
2.618	47.92
1.618	46.78
1.000	46.08
0.618	45.64
HIGH	44.94
0.618	44.50
0.500	44.37
0.382	44.24
LOW	43.80
0.618	43.10
1.000	42.66
1.618	41.96
2.618	40.82
4.250	38.96

Fisher Pivots for day following 27-Jun-2017
Pivot	1 day	3 day
R1	44.61	44.48
PP	44.49	44.22
S1	44.37	43.97

Download as Excel Spreadsheet

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

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