NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 30-Jun-2017

Day Change Summary
	Previous	Current
	29-Jun-2017	30-Jun-2017	Change	Change %	Previous Week
Open	45.61	45.65	0.04	0.1%	43.90
High	46.20	47.04	0.84	1.8%	47.04
Low	45.43	45.64	0.21	0.5%	43.39
Close	45.72	46.77	1.05	2.3%	46.77
Range	0.77	1.40	0.63	81.8%	3.65
ATR	1.20	1.22	0.01	1.2%	0.00
Volume	23,423	29,618	6,195	26.4%	122,125

Daily Pivots for day following 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.68	50.13	47.54
R3	49.28	48.73	47.16
R2	47.88	47.88	47.03
R1	47.33	47.33	46.90	47.61
PP	46.48	46.48	46.48	46.62
S1	45.93	45.93	46.64	46.21
S2	45.08	45.08	46.51
S3	43.68	44.53	46.39
S4	42.28	43.13	46.00

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.68	55.38	48.78
R3	53.03	51.73	47.77
R2	49.38	49.38	47.44
R1	48.08	48.08	47.10	48.73
PP	45.73	45.73	45.73	46.06
S1	44.43	44.43	46.44	45.08
S2	42.08	42.08	46.10
S3	38.43	40.78	45.77
S4	34.78	37.13	44.76

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.04	43.39	3.65	7.8%	1.10	2.3%	93%	True	False	24,425
10	47.04	42.80	4.24	9.1%	1.19	2.5%	94%	True	False	29,233
20	49.10	42.80	6.30	13.5%	1.18	2.5%	63%	False	False	30,915

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	0.28
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	52.99
2.618	50.71
1.618	49.31
1.000	48.44
0.618	47.91
HIGH	47.04
0.618	46.51
0.500	46.34
0.382	46.17
LOW	45.64
0.618	44.77
1.000	44.24
1.618	43.37
2.618	41.97
4.250	39.69

Fisher Pivots for day following 30-Jun-2017
Pivot	1 day	3 day
R1	46.63	46.43
PP	46.48	46.09
S1	46.34	45.75

Download as Excel Spreadsheet

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

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