NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 14-Sep-2017

Day Change Summary
	Previous	Current
	13-Sep-2017	14-Sep-2017	Change	Change %	Previous Week
Open	49.26	50.08	0.82	1.7%	48.50
High	50.17	51.15	0.98	2.0%	50.18
Low	49.02	49.90	0.88	1.8%	48.16
Close	50.10	50.66	0.56	1.1%	48.56
Range	1.15	1.25	0.10	8.7%	2.02
ATR	1.14	1.15	0.01	0.7%	0.00
Volume	176,401	209,688	33,287	18.9%	742,856

Daily Pivots for day following 14-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.32	53.74	51.35
R3	53.07	52.49	51.00
R2	51.82	51.82	50.89
R1	51.24	51.24	50.77	51.53
PP	50.57	50.57	50.57	50.72
S1	49.99	49.99	50.55	50.28
S2	49.32	49.32	50.43
S3	48.07	48.74	50.32
S4	46.82	47.49	49.97

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.03	53.81	49.67
R3	53.01	51.79	49.12
R2	50.99	50.99	48.93
R1	49.77	49.77	48.75	50.38
PP	48.97	48.97	48.97	49.27
S1	47.75	47.75	48.37	48.36
S2	46.95	46.95	48.19
S3	44.93	45.73	48.00
S4	42.91	43.71	47.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.15	48.09	3.06	6.0%	1.18	2.3%	84%	True	False	167,493
10	51.15	46.59	4.56	9.0%	1.17	2.3%	89%	True	False	183,366
20	51.15	46.59	4.56	9.0%	1.15	2.3%	89%	True	False	171,120
40	51.15	46.10	5.05	10.0%	1.17	2.3%	90%	True	False	139,153

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.26
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	56.46
2.618	54.42
1.618	53.17
1.000	52.40
0.618	51.92
HIGH	51.15
0.618	50.67
0.500	50.53
0.382	50.38
LOW	49.90
0.618	49.13
1.000	48.65
1.618	47.88
2.618	46.63
4.250	44.59

Fisher Pivots for day following 14-Sep-2017
Pivot	1 day	3 day
R1	50.62	50.42
PP	50.57	50.18
S1	50.53	49.94

Download as Excel Spreadsheet

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

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