NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 18-Aug-2017

Day Change Summary
	Previous	Current
	17-Aug-2017	18-Aug-2017	Change	Change %	Previous Week
Open	46.95	47.08	0.13	0.3%	48.93
High	47.34	48.90	1.56	3.3%	49.31
Low	46.62	46.93	0.31	0.7%	46.62
Close	47.24	48.66	1.42	3.0%	48.66
Range	0.72	1.97	1.25	173.6%	2.69
ATR	1.21	1.27	0.05	4.5%	0.00
Volume	437,626	733,134	295,508	67.5%	2,046,604

Daily Pivots for day following 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.07	53.34	49.74
R3	52.10	51.37	49.20
R2	50.13	50.13	49.02
R1	49.40	49.40	48.84	49.77
PP	48.16	48.16	48.16	48.35
S1	47.43	47.43	48.48	47.80
S2	46.19	46.19	48.30
S3	44.22	45.46	48.12
S4	42.25	43.49	47.58

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.27	55.15	50.14
R3	53.58	52.46	49.40
R2	50.89	50.89	49.15
R1	49.77	49.77	48.91	48.99
PP	48.20	48.20	48.20	47.80
S1	47.08	47.08	48.41	46.30
S2	45.51	45.51	48.17
S3	42.82	44.39	47.92
S4	40.13	41.70	47.18

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.31	46.62	2.69	5.5%	1.32	2.7%	76%	False	False	409,320
10	50.35	46.62	3.73	7.7%	1.23	2.5%	55%	False	False	327,182
20	50.51	45.58	4.93	10.1%	1.26	2.6%	62%	False	False	245,052
40	50.51	43.00	7.51	15.4%	1.27	2.6%	75%	False	False	154,682
60	52.50	42.51	9.99	20.5%	1.32	2.7%	62%	False	False	117,664
80	52.50	42.51	9.99	20.5%	1.30	2.7%	62%	False	False	95,207

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 13 trading days

Fibonacci Retracements and Extensions
4.250	57.27
2.618	54.06
1.618	52.09
1.000	50.87
0.618	50.12
HIGH	48.90
0.618	48.15
0.500	47.92
0.382	47.68
LOW	46.93
0.618	45.71
1.000	44.96
1.618	43.74
2.618	41.77
4.250	38.56

Fisher Pivots for day following 18-Aug-2017
Pivot	1 day	3 day
R1	48.41	48.36
PP	48.16	48.06
S1	47.92	47.76

Download as Excel Spreadsheet

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

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