NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 27-Sep-2017

Day Change Summary
	Previous	Current
	26-Sep-2017	27-Sep-2017	Change	Change %	Previous Week
Open	52.12	52.09	-0.03	-0.1%	50.39
High	52.43	52.34	-0.09	-0.2%	51.11
Low	51.43	51.63	0.20	0.4%	49.68
Close	51.88	52.14	0.26	0.5%	50.66
Range	1.00	0.71	-0.29	-29.0%	1.43
ATR	1.13	1.10	-0.03	-2.7%	0.00
Volume	709,515	637,035	-72,480	-10.2%	3,108,069

Daily Pivots for day following 27-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.17	53.86	52.53
R3	53.46	53.15	52.34
R2	52.75	52.75	52.27
R1	52.44	52.44	52.21	52.60
PP	52.04	52.04	52.04	52.11
S1	51.73	51.73	52.07	51.89
S2	51.33	51.33	52.01
S3	50.62	51.02	51.94
S4	49.91	50.31	51.75

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%	0.97	1.9%	88%	False	False	620,431
10	52.43	49.57	2.86	5.5%	1.01	1.9%	90%	False	False	601,584
20	52.43	46.14	6.29	12.1%	1.09	2.1%	95%	False	False	448,428
40	52.43	46.14	6.29	12.1%	1.13	2.2%	95%	False	False	288,879
60	52.43	44.26	8.17	15.7%	1.21	2.3%	96%	False	False	209,017
80	52.43	42.80	9.63	18.5%	1.19	2.3%	97%	False	False	164,424

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	55.36
2.618	54.20
1.618	53.49
1.000	53.05
0.618	52.78
HIGH	52.34
0.618	52.07
0.500	51.99
0.382	51.90
LOW	51.63
0.618	51.19
1.000	50.92
1.618	50.48
2.618	49.77
4.250	48.61

Fisher Pivots for day following 27-Sep-2017
Pivot	1 day	3 day
R1	52.09	51.90
PP	52.04	51.65
S1	51.99	51.41

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

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