NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 04-Aug-2017

Day Change Summary
	Previous	Current
	03-Aug-2017	04-Aug-2017	Change	Change %	Previous Week
Open	49.82	49.27	-0.55	-1.1%	50.08
High	50.21	49.92	-0.29	-0.6%	50.62
Low	49.11	48.82	-0.29	-0.6%	48.65
Close	49.34	49.88	0.54	1.1%	49.88
Range	1.10	1.10	0.00	0.0%	1.97
ATR	1.26	1.25	-0.01	-0.9%	0.00
Volume	66,861	48,155	-18,706	-28.0%	355,088

Daily Pivots for day following 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.84	52.46	50.49
R3	51.74	51.36	50.18
R2	50.64	50.64	50.08
R1	50.26	50.26	49.98	50.45
PP	49.54	49.54	49.54	49.64
S1	49.16	49.16	49.78	49.35
S2	48.44	48.44	49.68
S3	47.34	48.06	49.58
S4	46.24	46.96	49.28

Weekly Pivots for week ending 04-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.63	54.72	50.96
R3	53.66	52.75	50.42
R2	51.69	51.69	50.24
R1	50.78	50.78	50.06	50.25
PP	49.72	49.72	49.72	49.45
S1	48.81	48.81	49.70	48.28
S2	47.75	47.75	49.52
S3	45.78	46.84	49.34
S4	43.81	44.87	48.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.62	48.65	1.97	3.9%	1.27	2.6%	62%	False	False	71,017
10	50.62	45.83	4.79	9.6%	1.24	2.5%	85%	False	False	70,449
20	50.62	44.26	6.36	12.8%	1.23	2.5%	88%	False	False	53,864
40	50.62	42.80	7.82	15.7%	1.23	2.5%	91%	False	False	41,507

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.32

Fibonacci Retracements and Extensions
4.250	54.60
2.618	52.80
1.618	51.70
1.000	51.02
0.618	50.60
HIGH	49.92
0.618	49.50
0.500	49.37
0.382	49.24
LOW	48.82
0.618	48.14
1.000	47.72
1.618	47.04
2.618	45.94
4.250	44.15

Fisher Pivots for day following 04-Aug-2017
Pivot	1 day	3 day
R1	49.71	49.76
PP	49.54	49.64
S1	49.37	49.52

Download as Excel Spreadsheet

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

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