NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 21-Jun-2017

Day Change Summary
	Previous	Current
	20-Jun-2017	21-Jun-2017	Change	Change %	Previous Week
Open	45.15	44.17	-0.98	-2.2%	46.74
High	45.44	44.89	-0.55	-1.2%	47.57
Low	43.79	42.80	-0.99	-2.3%	45.18
Close	44.30	43.22	-1.08	-2.4%	45.67
Range	1.65	2.09	0.44	26.7%	2.39
ATR	1.28	1.34	0.06	4.5%	0.00
Volume	58,954	40,999	-17,955	-30.5%	153,955

Daily Pivots for day following 21-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.91	48.65	44.37
R3	47.82	46.56	43.79
R2	45.73	45.73	43.60
R1	44.47	44.47	43.41	44.06
PP	43.64	43.64	43.64	43.43
S1	42.38	42.38	43.03	41.97
S2	41.55	41.55	42.84
S3	39.46	40.29	42.65
S4	37.37	38.20	42.07

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.31	51.88	46.98
R3	50.92	49.49	46.33
R2	48.53	48.53	46.11
R1	47.10	47.10	45.89	46.62
PP	46.14	46.14	46.14	45.90
S1	44.71	44.71	45.45	44.23
S2	43.75	43.75	45.23
S3	41.36	42.32	45.01
S4	38.97	39.93	44.36

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.97	42.80	3.17	7.3%	1.18	2.7%	13%	False	True	35,129
10	47.57	42.80	4.77	11.0%	1.13	2.6%	9%	False	True	33,942

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	0.33
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	53.77
2.618	50.36
1.618	48.27
1.000	46.98
0.618	46.18
HIGH	44.89
0.618	44.09
0.500	43.85
0.382	43.60
LOW	42.80
0.618	41.51
1.000	40.71
1.618	39.42
2.618	37.33
4.250	33.92

Fisher Pivots for day following 21-Jun-2017
Pivot	1 day	3 day
R1	43.85	44.39
PP	43.64	44.00
S1	43.43	43.61

Download as Excel Spreadsheet

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

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