NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 12-Oct-2017

Day Change Summary
	Previous	Current
	11-Oct-2017	12-Oct-2017	Change	Change %	Previous Week
Open	50.94	51.00	0.06	0.1%	51.64
High	51.42	51.13	-0.29	-0.6%	51.71
Low	50.61	50.15	-0.46	-0.9%	49.10
Close	51.30	50.60	-0.70	-1.4%	49.29
Range	0.81	0.98	0.17	21.0%	2.61
ATR	1.12	1.12	0.00	0.2%	0.00
Volume	651,948	729,273	77,325	11.9%	3,060,003

Daily Pivots for day following 12-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.57	53.06	51.14
R3	52.59	52.08	50.87
R2	51.61	51.61	50.78
R1	51.10	51.10	50.69	50.87
PP	50.63	50.63	50.63	50.51
S1	50.12	50.12	50.51	49.89
S2	49.65	49.65	50.42
S3	48.67	49.14	50.33
S4	47.69	48.16	50.06

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	51.42	49.10	2.32	4.6%	1.14	2.2%	65%	False	False	658,850
10	51.77	49.10	2.67	5.3%	1.07	2.1%	56%	False	False	616,312
20	52.86	49.10	3.76	7.4%	1.06	2.1%	40%	False	False	625,875
40	52.86	46.14	6.72	13.3%	1.13	2.2%	66%	False	False	440,202
60	52.86	45.83	7.03	13.9%	1.16	2.3%	68%	False	False	318,416
80	52.86	42.80	10.06	19.9%	1.19	2.4%	78%	False	False	246,689

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	0.15
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	55.30
2.618	53.70
1.618	52.72
1.000	52.11
0.618	51.74
HIGH	51.13
0.618	50.76
0.500	50.64
0.382	50.52
LOW	50.15
0.618	49.54
1.000	49.17
1.618	48.56
2.618	47.58
4.250	45.99

Fisher Pivots for day following 12-Oct-2017
Pivot	1 day	3 day
R1	50.64	50.56
PP	50.63	50.52
S1	50.61	50.48

Download as Excel Spreadsheet

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

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