NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 07-Aug-2017

Day Change Summary
	Previous	Current
	04-Aug-2017	07-Aug-2017	Change	Change %	Previous Week
Open	49.12	49.72	0.60	1.2%	49.97
High	49.78	49.87	0.09	0.2%	50.51
Low	48.66	48.70	0.04	0.1%	48.49
Close	49.73	49.57	-0.16	-0.3%	49.73
Range	1.12	1.17	0.05	4.5%	2.02
ATR	1.28	1.27	-0.01	-0.6%	0.00
Volume	116,133	217,067	100,934	86.9%	818,664

Daily Pivots for day following 07-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.89	52.40	50.21
R3	51.72	51.23	49.89
R2	50.55	50.55	49.78
R1	50.06	50.06	49.68	49.72
PP	49.38	49.38	49.38	49.21
S1	48.89	48.89	49.46	48.55
S2	48.21	48.21	49.36
S3	47.04	47.72	49.25
S4	45.87	46.55	48.93

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.64	54.70	50.84
R3	53.62	52.68	50.29
R2	51.60	51.60	50.10
R1	50.66	50.66	49.92	50.12
PP	49.58	49.58	49.58	49.31
S1	48.64	48.64	49.54	48.10
S2	47.56	47.56	49.36
S3	45.54	46.62	49.17
S4	43.52	44.60	48.62

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.51	48.49	2.02	4.1%	1.31	2.6%	53%	False	False	173,112
10	50.51	46.53	3.98	8.0%	1.29	2.6%	76%	False	False	175,352
20	50.51	44.23	6.28	12.7%	1.26	2.5%	85%	False	False	128,971
40	50.51	42.51	8.00	16.1%	1.26	2.5%	88%	False	False	88,342
60	52.50	42.51	9.99	20.2%	1.30	2.6%	71%	False	False	71,336

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.31
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.84
2.618	52.93
1.618	51.76
1.000	51.04
0.618	50.59
HIGH	49.87
0.618	49.42
0.500	49.29
0.382	49.15
LOW	48.70
0.618	47.98
1.000	47.53
1.618	46.81
2.618	45.64
4.250	43.73

Fisher Pivots for day following 07-Aug-2017
Pivot	1 day	3 day
R1	49.48	49.51
PP	49.38	49.44
S1	49.29	49.38

Download as Excel Spreadsheet

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

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