NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	50.20	51.11	0.91	1.8%	51.84
High	51.53	51.17	-0.36	-0.7%	51.98
Low	50.19	49.44	-0.75	-1.5%	49.44
Close	51.15	49.65	-1.50	-2.9%	49.65
Range	1.34	1.73	0.39	29.1%	2.54
ATR	1.06	1.11	0.05	4.5%	0.00
Volume	209,264	294,241	84,977	40.6%	1,000,010

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.28	54.19	50.60
R3	53.55	52.46	50.13
R2	51.82	51.82	49.97
R1	50.73	50.73	49.81	50.41
PP	50.09	50.09	50.09	49.93
S1	49.00	49.00	49.49	48.68
S2	48.36	48.36	49.33
S3	46.63	47.27	49.17
S4	44.90	45.54	48.70

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.98	56.35	51.05
R3	55.44	53.81	50.35
R2	52.90	52.90	50.12
R1	51.27	51.27	49.88	50.82
PP	50.36	50.36	50.36	50.13
S1	48.73	48.73	49.42	48.28
S2	47.82	47.82	49.18
S3	45.28	46.19	48.95
S4	42.74	43.65	48.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.98	49.44	2.54	5.1%	1.22	2.5%	8%	False	True	200,002
10	53.11	49.44	3.67	7.4%	1.17	2.3%	6%	False	True	211,848
20	53.11	48.09	5.02	10.1%	1.04	2.1%	31%	False	False	185,824
40	53.11	46.59	6.52	13.1%	1.11	2.2%	47%	False	False	171,525
60	53.11	46.10	7.01	14.1%	1.12	2.3%	51%	False	False	149,679

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	58.52
2.618	55.70
1.618	53.97
1.000	52.90
0.618	52.24
HIGH	51.17
0.618	50.51
0.500	50.31
0.382	50.10
LOW	49.44
0.618	48.37
1.000	47.71
1.618	46.64
2.618	44.91
4.250	42.09

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	50.31	50.49
PP	50.09	50.21
S1	49.87	49.93

Download as Excel Spreadsheet

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

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