NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 10-Oct-2017

Day Change Summary
	Previous	Current
	09-Oct-2017	10-Oct-2017	Change	Change %	Previous Week
Open	49.25	49.55	0.30	0.6%	51.64
High	49.79	51.06	1.27	2.6%	51.71
Low	49.13	49.54	0.41	0.8%	49.10
Close	49.58	50.92	1.34	2.7%	49.29
Range	0.66	1.52	0.86	130.3%	2.61
ATR	1.11	1.14	0.03	2.6%	0.00
Volume	505,079	664,839	159,760	31.6%	3,060,003

Daily Pivots for day following 10-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.07	54.51	51.76
R3	53.55	52.99	51.34
R2	52.03	52.03	51.20
R1	51.47	51.47	51.06	51.75
PP	50.51	50.51	50.51	50.65
S1	49.95	49.95	50.78	50.23
S2	48.99	48.99	50.64
S3	47.47	48.43	50.50
S4	45.95	46.91	50.08

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.86	56.19	50.73
R3	55.25	53.58	50.01
R2	52.64	52.64	49.77
R1	50.97	50.97	49.53	50.50
PP	50.03	50.03	50.03	49.80
S1	48.36	48.36	49.05	47.89
S2	47.42	47.42	48.81
S3	44.81	45.75	48.57
S4	42.20	43.14	47.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.22	49.10	2.12	4.2%	1.24	2.4%	86%	False	False	633,250
10	52.86	49.10	3.76	7.4%	1.13	2.2%	48%	False	False	622,075
20	52.86	48.61	4.25	8.3%	1.10	2.2%	54%	False	False	597,300
40	52.86	46.14	6.72	13.2%	1.13	2.2%	71%	False	False	409,863
60	52.86	45.83	7.03	13.8%	1.16	2.3%	72%	False	False	296,390
80	52.86	42.80	10.06	19.8%	1.20	2.4%	81%	False	False	230,413

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.21
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	57.52
2.618	55.04
1.618	53.52
1.000	52.58
0.618	52.00
HIGH	51.06
0.618	50.48
0.500	50.30
0.382	50.12
LOW	49.54
0.618	48.60
1.000	48.02
1.618	47.08
2.618	45.56
4.250	43.08

Fisher Pivots for day following 10-Oct-2017
Pivot	1 day	3 day
R1	50.71	50.64
PP	50.51	50.36
S1	50.30	50.08

Download as Excel Spreadsheet

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

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