NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 28-Jun-2017

Day Change Summary
	Previous	Current
	27-Jun-2017	28-Jun-2017	Change	Change %	Previous Week
Open	43.96	44.22	0.26	0.6%	45.35
High	44.94	45.36	0.42	0.9%	45.72
Low	43.80	44.17	0.37	0.8%	42.51
Close	44.73	45.23	0.50	1.1%	43.51
Range	1.14	1.19	0.05	4.4%	3.21
ATR	1.25	1.25	0.00	-0.3%	0.00
Volume	45,172	47,234	2,062	4.6%	276,847

Daily Pivots for day following 28-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	48.49	48.05	45.88
R3	47.30	46.86	45.56
R2	46.11	46.11	45.45
R1	45.67	45.67	45.34	45.89
PP	44.92	44.92	44.92	45.03
S1	44.48	44.48	45.12	44.70
S2	43.73	43.73	45.01
S3	42.54	43.29	44.90
S4	41.35	42.10	44.58

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	45.36	42.71	2.65	5.9%	1.01	2.2%	95%	True	False	44,481
10	45.72	42.51	3.21	7.1%	1.10	2.4%	85%	False	False	47,194
20	49.70	42.51	7.19	15.9%	1.22	2.7%	38%	False	False	45,603
40	52.50	42.51	9.99	22.1%	1.33	2.9%	27%	False	False	38,246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	50.42
2.618	48.48
1.618	47.29
1.000	46.55
0.618	46.10
HIGH	45.36
0.618	44.91
0.500	44.77
0.382	44.62
LOW	44.17
0.618	43.43
1.000	42.98
1.618	42.24
2.618	41.05
4.250	39.11

Fisher Pivots for day following 28-Jun-2017
Pivot	1 day	3 day
R1	45.08	44.90
PP	44.92	44.57
S1	44.77	44.25

Download as Excel Spreadsheet

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

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