NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 14-Jun-2017

Day Change Summary
	Previous	Current
	13-Jun-2017	14-Jun-2017	Change	Change %	Previous Week
Open	46.91	46.69	-0.22	-0.5%	48.40
High	47.34	47.17	-0.17	-0.4%	49.10
Low	46.45	45.37	-1.08	-2.3%	46.21
Close	47.27	45.58	-1.69	-3.6%	46.76
Range	0.89	1.80	0.91	102.2%	2.89
ATR
Volume	39,324	35,777	-3,547	-9.0%	172,024

Daily Pivots for day following 14-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.44	50.31	46.57
R3	49.64	48.51	46.08
R2	47.84	47.84	45.91
R1	46.71	46.71	45.75	46.38
PP	46.04	46.04	46.04	45.87
S1	44.91	44.91	45.42	44.58
S2	44.24	44.24	45.25
S3	42.44	43.11	45.09
S4	40.64	41.31	44.59

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.03	54.28	48.35
R3	53.14	51.39	47.55
R2	50.25	50.25	47.29
R1	48.50	48.50	47.02	47.93
PP	47.36	47.36	47.36	47.07
S1	45.61	45.61	46.50	45.04
S2	44.47	44.47	46.23
S3	41.58	42.72	45.97
S4	38.69	39.83	45.17

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.57	45.37	2.20	4.8%	1.08	2.4%	10%	False	True	32,756
10	49.84	45.37	4.47	9.8%	1.30	2.9%	5%	False	True	32,449

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	0.38
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	54.82
2.618	51.88
1.618	50.08
1.000	48.97
0.618	48.28
HIGH	47.17
0.618	46.48
0.500	46.27
0.382	46.06
LOW	45.37
0.618	44.26
1.000	43.57
1.618	42.46
2.618	40.66
4.250	37.72

Fisher Pivots for day following 14-Jun-2017
Pivot	1 day	3 day
R1	46.27	46.47
PP	46.04	46.17
S1	45.81	45.88

Download as Excel Spreadsheet

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

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