NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 23-Aug-2017

Day Change Summary
	Previous	Current
	22-Aug-2017	23-Aug-2017	Change	Change %	Previous Week
Open	47.87	47.98	0.11	0.2%	49.16
High	48.48	48.85	0.37	0.8%	49.57
Low	47.66	47.89	0.23	0.5%	46.93
Close	48.18	48.80	0.62	1.3%	48.93
Range	0.82	0.96	0.14	17.1%	2.64
ATR	1.22	1.20	-0.02	-1.5%	0.00
Volume	116,029	90,115	-25,914	-22.3%	510,617

Daily Pivots for day following 23-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.39	51.06	49.33
R3	50.43	50.10	49.06
R2	49.47	49.47	48.98
R1	49.14	49.14	48.89	49.31
PP	48.51	48.51	48.51	48.60
S1	48.18	48.18	48.71	48.35
S2	47.55	47.55	48.62
S3	46.59	47.22	48.54
S4	45.63	46.26	48.27

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.40	55.30	50.38
R3	53.76	52.66	49.66
R2	51.12	51.12	49.41
R1	50.02	50.02	49.17	49.25
PP	48.48	48.48	48.48	48.09
S1	47.38	47.38	48.69	46.61
S2	45.84	45.84	48.45
S3	43.20	44.74	48.20
S4	40.56	42.10	47.48

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.17	46.93	2.24	4.6%	1.22	2.5%	83%	False	False	109,660
10	50.56	46.93	3.63	7.4%	1.26	2.6%	52%	False	False	108,374
20	50.72	46.93	3.79	7.8%	1.17	2.4%	49%	False	False	111,681
40	50.72	44.52	6.20	12.7%	1.24	2.5%	69%	False	False	99,227

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	0.27
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.93
2.618	51.36
1.618	50.40
1.000	49.81
0.618	49.44
HIGH	48.85
0.618	48.48
0.500	48.37
0.382	48.26
LOW	47.89
0.618	47.30
1.000	46.93
1.618	46.34
2.618	45.38
4.250	43.81

Fisher Pivots for day following 23-Aug-2017
Pivot	1 day	3 day
R1	48.66	48.65
PP	48.51	48.49
S1	48.37	48.34

Download as Excel Spreadsheet

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

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