NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 28-Aug-2017

Day Change Summary
	Previous	Current
	25-Aug-2017	28-Aug-2017	Change	Change %	Previous Week
Open	47.88	48.23	0.35	0.7%	49.05
High	48.16	48.47	0.31	0.6%	49.06
Low	47.67	46.58	-1.09	-2.3%	47.32
Close	48.12	46.96	-1.16	-2.4%	48.12
Range	0.49	1.89	1.40	285.7%	1.74
ATR	1.18	1.23	0.05	4.3%	0.00
Volume	135,933	324,396	188,463	138.6%	783,777

Daily Pivots for day following 28-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.01	51.87	48.00
R3	51.12	49.98	47.48
R2	49.23	49.23	47.31
R1	48.09	48.09	47.13	47.72
PP	47.34	47.34	47.34	47.15
S1	46.20	46.20	46.79	45.83
S2	45.45	45.45	46.61
S3	43.56	44.31	46.44
S4	41.67	42.42	45.92

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.39	52.49	49.08
R3	51.65	50.75	48.60
R2	49.91	49.91	48.44
R1	49.01	49.01	48.28	48.59
PP	48.17	48.17	48.17	47.96
S1	47.27	47.27	47.96	46.85
S2	46.43	46.43	47.80
S3	44.69	45.53	47.64
S4	42.95	43.79	47.16

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.69	46.58	2.11	4.5%	1.10	2.3%	18%	False	True	190,721
10	49.06	46.58	2.48	5.3%	1.20	2.5%	15%	False	True	148,779
20	50.62	46.58	4.04	8.6%	1.22	2.6%	9%	False	True	115,768
40	50.62	44.26	6.36	13.5%	1.27	2.7%	42%	False	False	80,849
60	50.62	42.80	7.82	16.7%	1.24	2.6%	53%	False	False	64,205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	56.50
2.618	53.42
1.618	51.53
1.000	50.36
0.618	49.64
HIGH	48.47
0.618	47.75
0.500	47.53
0.382	47.30
LOW	46.58
0.618	45.41
1.000	44.69
1.618	43.52
2.618	41.63
4.250	38.55

Fisher Pivots for day following 28-Aug-2017
Pivot	1 day	3 day
R1	47.53	47.61
PP	47.34	47.39
S1	47.15	47.18

Download as Excel Spreadsheet

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

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