NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 25-Sep-2017

Day Change Summary
	Previous	Current
	22-Sep-2017	25-Sep-2017	Change	Change %	Previous Week
Open	50.73	50.68	-0.05	-0.1%	50.39
High	50.78	52.28	1.50	3.0%	51.11
Low	50.29	50.39	0.10	0.2%	49.68
Close	50.66	52.22	1.56	3.1%	50.66
Range	0.49	1.89	1.40	285.7%	1.43
ATR	1.08	1.14	0.06	5.3%	0.00
Volume	473,795	701,244	227,449	48.0%	3,108,069

Daily Pivots for day following 25-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.30	56.65	53.26
R3	55.41	54.76	52.74
R2	53.52	53.52	52.57
R1	52.87	52.87	52.39	53.20
PP	51.63	51.63	51.63	51.79
S1	50.98	50.98	52.05	51.31
S2	49.74	49.74	51.87
S3	47.85	49.09	51.70
S4	45.96	47.20	51.18

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.77	54.15	51.45
R3	53.34	52.72	51.05
R2	51.91	51.91	50.92
R1	51.29	51.29	50.79	51.60
PP	50.48	50.48	50.48	50.64
S1	49.86	49.86	50.53	50.17
S2	49.05	49.05	50.40
S3	47.62	48.43	50.27
S4	46.19	47.00	49.87

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.28	49.73	2.55	4.9%	1.04	2.0%	98%	True	False	651,628
10	52.28	48.28	4.00	7.7%	1.03	2.0%	99%	True	False	526,630
20	52.28	46.14	6.14	11.8%	1.15	2.2%	99%	True	False	415,044
40	52.28	46.14	6.14	11.8%	1.17	2.2%	99%	True	False	259,505
60	52.28	44.26	8.02	15.4%	1.22	2.3%	99%	True	False	187,334
80	52.28	42.80	9.48	18.2%	1.21	2.3%	99%	True	False	148,197

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	0.25
Widest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	60.31
2.618	57.23
1.618	55.34
1.000	54.17
0.618	53.45
HIGH	52.28
0.618	51.56
0.500	51.34
0.382	51.11
LOW	50.39
0.618	49.22
1.000	48.50
1.618	47.33
2.618	45.44
4.250	42.36

Fisher Pivots for day following 25-Sep-2017
Pivot	1 day	3 day
R1	51.93	51.87
PP	51.63	51.52
S1	51.34	51.18

Download as Excel Spreadsheet

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

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