NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 18-Sep-2017

Day Change Summary
	Previous	Current
	15-Sep-2017	18-Sep-2017	Change	Change %	Previous Week
Open	50.51	50.70	0.19	0.4%	48.65
High	50.94	51.19	0.25	0.5%	51.15
Low	50.21	50.04	-0.17	-0.3%	48.09
Close	50.81	50.66	-0.15	-0.3%	50.81
Range	0.73	1.15	0.42	57.5%	3.06
ATR	1.12	1.12	0.00	0.2%	0.00
Volume	159,769	133,663	-26,106	-16.3%	793,953

Daily Pivots for day following 18-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.08	53.52	51.29
R3	52.93	52.37	50.98
R2	51.78	51.78	50.87
R1	51.22	51.22	50.77	50.93
PP	50.63	50.63	50.63	50.48
S1	50.07	50.07	50.55	49.78
S2	49.48	49.48	50.45
S3	48.33	48.92	50.34
S4	47.18	47.77	50.03

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.20	58.06	52.49
R3	56.14	55.00	51.65
R2	53.08	53.08	51.37
R1	51.94	51.94	51.09	52.51
PP	50.02	50.02	50.02	50.30
S1	48.88	48.88	50.53	49.45
S2	46.96	46.96	50.25
S3	43.90	45.82	49.97
S4	40.84	42.76	49.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.19	48.72	2.47	4.9%	0.99	2.0%	79%	True	False	159,858
10	51.19	48.09	3.10	6.1%	1.09	2.2%	83%	True	False	167,047
20	51.19	46.59	4.60	9.1%	1.11	2.2%	88%	True	False	174,293
40	51.19	46.10	5.09	10.0%	1.15	2.3%	90%	True	False	143,496

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

Fibonacci Retracements and Extensions
4.250	56.08
2.618	54.20
1.618	53.05
1.000	52.34
0.618	51.90
HIGH	51.19
0.618	50.75
0.500	50.62
0.382	50.48
LOW	50.04
0.618	49.33
1.000	48.89
1.618	48.18
2.618	47.03
4.250	45.15

Fisher Pivots for day following 18-Sep-2017
Pivot	1 day	3 day
R1	50.65	50.62
PP	50.63	50.58
S1	50.62	50.55

Download as Excel Spreadsheet

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

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