NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 01-Aug-2017

Day Change Summary
	Previous	Current
	31-Jul-2017	01-Aug-2017	Change	Change %	Previous Week
Open	50.15	50.59	0.44	0.9%	46.35
High	50.69	50.72	0.03	0.1%	50.10
Low	49.57	48.81	-0.76	-1.5%	46.10
Close	50.46	49.57	-0.89	-1.8%	50.00
Range	1.12	1.91	0.79	70.5%	4.00
ATR	1.21	1.26	0.05	4.1%	0.00
Volume	129,380	136,904	7,524	5.8%	593,966

Daily Pivots for day following 01-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.43	54.41	50.62
R3	53.52	52.50	50.10
R2	51.61	51.61	49.92
R1	50.59	50.59	49.75	50.15
PP	49.70	49.70	49.70	49.48
S1	48.68	48.68	49.39	48.24
S2	47.79	47.79	49.22
S3	45.88	46.77	49.04
S4	43.97	44.86	48.52

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	60.73	59.37	52.20
R3	56.73	55.37	51.10
R2	52.73	52.73	50.73
R1	51.37	51.37	50.37	52.05
PP	48.73	48.73	48.73	49.08
S1	47.37	47.37	49.63	48.05
S2	44.73	44.73	49.27
S3	40.73	43.37	48.90
S4	36.73	39.37	47.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.72	48.28	2.44	4.9%	1.17	2.4%	53%	True	False	132,809
10	50.72	46.10	4.62	9.3%	1.26	2.5%	75%	True	False	106,231
20	50.72	44.52	6.20	12.5%	1.34	2.7%	81%	True	False	99,345

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.29
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	58.84
2.618	55.72
1.618	53.81
1.000	52.63
0.618	51.90
HIGH	50.72
0.618	49.99
0.500	49.77
0.382	49.54
LOW	48.81
0.618	47.63
1.000	46.90
1.618	45.72
2.618	43.81
4.250	40.69

Fisher Pivots for day following 01-Aug-2017
Pivot	1 day	3 day
R1	49.77	49.77
PP	49.70	49.70
S1	49.64	49.64

Download as Excel Spreadsheet

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

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