NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 29-Sep-2017

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	52.35	51.94	-0.41	-0.8%	51.06
High	53.11	52.08	-1.03	-1.9%	53.11
Low	51.51	51.59	0.08	0.2%	50.77
Close	51.87	51.95	0.08	0.2%	51.95
Range	1.60	0.49	-1.11	-69.4%	2.34
ATR	1.10	1.05	-0.04	-4.0%	0.00
Volume	259,408	173,584	-85,824	-33.1%	1,118,477

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.34	53.14	52.22
R3	52.85	52.65	52.08
R2	52.36	52.36	52.04
R1	52.16	52.16	51.99	52.26
PP	51.87	51.87	51.87	51.93
S1	51.67	51.67	51.91	51.77
S2	51.38	51.38	51.86
S3	50.89	51.18	51.82
S4	50.40	50.69	51.68

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.96	57.80	53.24
R3	56.62	55.46	52.59
R2	54.28	54.28	52.38
R1	53.12	53.12	52.16	53.70
PP	51.94	51.94	51.94	52.24
S1	50.78	50.78	51.74	51.36
S2	49.60	49.60	51.52
S3	47.26	48.44	51.31
S4	44.92	46.10	50.66

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.11	50.77	2.34	4.5%	1.11	2.1%	50%	False	False	223,695
10	53.11	50.04	3.07	5.9%	0.98	1.9%	62%	False	False	192,253
20	53.11	48.05	5.06	9.7%	1.01	1.9%	77%	False	False	184,109
40	53.11	46.59	6.52	12.6%	1.09	2.1%	82%	False	False	160,935
60	53.11	44.52	8.59	16.5%	1.14	2.2%	86%	False	False	140,857

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

Fibonacci Retracements and Extensions
4.250	54.16
2.618	53.36
1.618	52.87
1.000	52.57
0.618	52.38
HIGH	52.08
0.618	51.89
0.500	51.84
0.382	51.78
LOW	51.59
0.618	51.29
1.000	51.10
1.618	50.80
2.618	50.31
4.250	49.51

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	51.91	52.31
PP	51.87	52.19
S1	51.84	52.07

Download as Excel Spreadsheet

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

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