NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 15-Aug-2017

Day Change Summary
	Previous	Current
	14-Aug-2017	15-Aug-2017	Change	Change %	Previous Week
Open	49.28	48.12	-1.16	-2.4%	50.14
High	49.68	48.39	-1.29	-2.6%	50.62
Low	48.05	47.68	-0.37	-0.8%	48.50
Close	48.20	48.11	-0.09	-0.2%	49.37
Range	1.63	0.71	-0.92	-56.4%	2.12
ATR
Volume	30,903	43,338	12,435	40.2%	215,859

Daily Pivots for day following 15-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.19	49.86	48.50
R3	49.48	49.15	48.31
R2	48.77	48.77	48.24
R1	48.44	48.44	48.18	48.25
PP	48.06	48.06	48.06	47.97
S1	47.73	47.73	48.04	47.54
S2	47.35	47.35	47.98
S3	46.64	47.02	47.91
S4	45.93	46.31	47.72

Weekly Pivots for week ending 11-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.86	54.73	50.54
R3	53.74	52.61	49.95
R2	51.62	51.62	49.76
R1	50.49	50.49	49.56	50.00
PP	49.50	49.50	49.50	49.25
S1	48.37	48.37	49.18	47.88
S2	47.38	47.38	48.98
S3	45.26	46.25	48.79
S4	43.14	44.13	48.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.62	47.68	2.94	6.1%	1.16	2.4%	15%	False	True	38,919
10	50.62	47.68	2.94	6.1%	1.06	2.2%	15%	False	True	39,153

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.31
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	51.41
2.618	50.25
1.618	49.54
1.000	49.10
0.618	48.83
HIGH	48.39
0.618	48.12
0.500	48.04
0.382	47.95
LOW	47.68
0.618	47.24
1.000	46.97
1.618	46.53
2.618	45.82
4.250	44.66

Fisher Pivots for day following 15-Aug-2017
Pivot	1 day	3 day
R1	48.09	48.68
PP	48.06	48.49
S1	48.04	48.30

Download as Excel Spreadsheet

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

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