NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 26-Sep-2017

Day Change Summary
	Previous	Current
	25-Sep-2017	26-Sep-2017	Change	Change %	Previous Week
Open	50.68	52.12	1.44	2.8%	50.39
High	52.28	52.43	0.15	0.3%	51.11
Low	50.39	51.43	1.04	2.1%	49.68
Close	52.22	51.88	-0.34	-0.7%	50.66
Range	1.89	1.00	-0.89	-47.1%	1.43
ATR	1.14	1.13	-0.01	-0.9%	0.00
Volume	701,244	709,515	8,271	1.2%	3,108,069

Daily Pivots for day following 26-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.91	54.40	52.43
R3	53.91	53.40	52.16
R2	52.91	52.91	52.06
R1	52.40	52.40	51.97	52.16
PP	51.91	51.91	51.91	51.79
S1	51.40	51.40	51.79	51.16
S2	50.91	50.91	51.70
S3	49.91	50.40	51.61
S4	48.91	49.40	51.33

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	52.43	50.07	2.36	4.5%	1.02	2.0%	77%	True	False	643,907
10	52.43	48.61	3.82	7.4%	1.06	2.0%	86%	True	False	572,524
20	52.43	46.14	6.29	12.1%	1.11	2.1%	91%	True	False	434,299
40	52.43	46.14	6.29	12.1%	1.16	2.2%	91%	True	False	275,034
60	52.43	44.26	8.17	15.7%	1.21	2.3%	93%	True	False	198,666
80	52.43	42.80	9.63	18.6%	1.20	2.3%	94%	True	False	156,728

Crabel Price Patterns
NR	True
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	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.68
2.618	55.05
1.618	54.05
1.000	53.43
0.618	53.05
HIGH	52.43
0.618	52.05
0.500	51.93
0.382	51.81
LOW	51.43
0.618	50.81
1.000	50.43
1.618	49.81
2.618	48.81
4.250	47.18

Fisher Pivots for day following 26-Sep-2017
Pivot	1 day	3 day
R1	51.93	51.71
PP	51.91	51.53
S1	51.90	51.36

Download as Excel Spreadsheet

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

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