NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 22-Aug-2017

Day Change Summary
	Previous	Current
	21-Aug-2017	22-Aug-2017	Change	Change %	Previous Week
Open	48.89	47.59	-1.30	-2.7%	48.93
High	48.91	48.21	-0.70	-1.4%	49.31
Low	47.21	47.36	0.15	0.3%	46.62
Close	47.53	47.83	0.30	0.6%	48.66
Range	1.70	0.85	-0.85	-50.0%	2.69
ATR	1.30	1.27	-0.03	-2.5%	0.00
Volume	885,024	864,387	-20,637	-2.3%	2,046,604

Daily Pivots for day following 22-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.35	49.94	48.30
R3	49.50	49.09	48.06
R2	48.65	48.65	47.99
R1	48.24	48.24	47.91	48.45
PP	47.80	47.80	47.80	47.90
S1	47.39	47.39	47.75	47.60
S2	46.95	46.95	47.67
S3	46.10	46.54	47.60
S4	45.25	45.69	47.36

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	48.91	46.62	2.29	4.8%	1.31	2.7%	53%	False	False	664,788
10	50.35	46.62	3.73	7.8%	1.28	2.7%	32%	False	False	455,175
20	50.51	46.62	3.89	8.1%	1.22	2.5%	31%	False	False	316,740
40	50.51	43.80	6.71	14.0%	1.29	2.7%	60%	False	False	195,946
60	50.82	42.51	8.31	17.4%	1.28	2.7%	64%	False	False	145,444
80	52.50	42.51	9.99	20.9%	1.31	2.7%	53%	False	False	116,467

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.82
2.618	50.44
1.618	49.59
1.000	49.06
0.618	48.74
HIGH	48.21
0.618	47.89
0.500	47.79
0.382	47.68
LOW	47.36
0.618	46.83
1.000	46.51
1.618	45.98
2.618	45.13
4.250	43.75

Fisher Pivots for day following 22-Aug-2017
Pivot	1 day	3 day
R1	47.82	47.92
PP	47.80	47.89
S1	47.79	47.86

Download as Excel Spreadsheet

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

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