NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 19-Sep-2017

Day Change Summary
	Previous	Current
	18-Sep-2017	19-Sep-2017	Change	Change %	Previous Week
Open	50.39	50.38	-0.01	0.0%	48.15
High	50.85	50.82	-0.03	-0.1%	50.88
Low	49.68	49.73	0.05	0.1%	47.59
Close	50.35	49.90	-0.45	-0.9%	50.44
Range	1.17	1.09	-0.08	-6.8%	3.29
ATR	1.16	1.16	-0.01	-0.4%	0.00
Volume	551,173	748,119	196,946	35.7%	1,727,561

Daily Pivots for day following 19-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.42	52.75	50.50
R3	52.33	51.66	50.20
R2	51.24	51.24	50.10
R1	50.57	50.57	50.00	50.36
PP	50.15	50.15	50.15	50.05
S1	49.48	49.48	49.80	49.27
S2	49.06	49.06	49.70
S3	47.97	48.39	49.60
S4	46.88	47.30	49.30

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.51	58.26	52.25
R3	56.22	54.97	51.34
R2	52.93	52.93	51.04
R1	51.68	51.68	50.74	52.31
PP	49.64	49.64	49.64	49.95
S1	48.39	48.39	50.14	49.02
S2	46.35	46.35	49.84
S3	43.06	45.10	49.54
S4	39.77	41.81	48.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.88	48.61	2.27	4.5%	1.11	2.2%	57%	False	False	501,142
10	50.88	47.59	3.29	6.6%	1.08	2.2%	70%	False	False	388,532
20	50.88	46.14	4.74	9.5%	1.12	2.3%	79%	False	False	321,003
40	50.88	46.14	4.74	9.5%	1.19	2.4%	79%	False	False	204,683
60	50.88	43.39	7.49	15.0%	1.22	2.4%	87%	False	False	147,043

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.45
2.618	53.67
1.618	52.58
1.000	51.91
0.618	51.49
HIGH	50.82
0.618	50.40
0.500	50.28
0.382	50.15
LOW	49.73
0.618	49.06
1.000	48.64
1.618	47.97
2.618	46.88
4.250	45.10

Fisher Pivots for day following 19-Sep-2017
Pivot	1 day	3 day
R1	50.28	50.27
PP	50.15	50.14
S1	50.03	50.02

Download as Excel Spreadsheet

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

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