NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 21-Aug-2017

Day Change Summary
	Previous	Current
	18-Aug-2017	21-Aug-2017	Change	Change %	Previous Week
Open	47.48	49.21	1.73	3.6%	49.28
High	49.24	49.22	-0.02	0.0%	49.68
Low	47.37	47.61	0.24	0.5%	47.09
Close	49.03	47.89	-1.14	-2.3%	49.03
Range	1.87	1.61	-0.26	-13.9%	2.59
ATR	1.13	1.16	0.03	3.1%	0.00
Volume	43,569	66,312	22,743	52.2%	184,629

Daily Pivots for day following 21-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.07	52.09	48.78
R3	51.46	50.48	48.33
R2	49.85	49.85	48.19
R1	48.87	48.87	48.04	48.56
PP	48.24	48.24	48.24	48.08
S1	47.26	47.26	47.74	46.95
S2	46.63	46.63	47.59
S3	45.02	45.65	47.45
S4	43.41	44.04	47.00

Weekly Pivots for week ending 18-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.37	55.29	50.45
R3	53.78	52.70	49.74
R2	51.19	51.19	49.50
R1	50.11	50.11	49.27	49.36
PP	48.60	48.60	48.60	48.22
S1	47.52	47.52	48.79	46.77
S2	46.01	46.01	48.56
S3	43.42	44.93	48.32
S4	40.83	42.34	47.61

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.24	47.09	2.15	4.5%	1.20	2.5%	37%	False	False	44,007
10	50.62	47.09	3.53	7.4%	1.19	2.5%	23%	False	False	42,102

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.06
2.618	53.43
1.618	51.82
1.000	50.83
0.618	50.21
HIGH	49.22
0.618	48.60
0.500	48.42
0.382	48.23
LOW	47.61
0.618	46.62
1.000	46.00
1.618	45.01
2.618	43.40
4.250	40.77

Fisher Pivots for day following 21-Aug-2017
Pivot	1 day	3 day
R1	48.42	48.17
PP	48.24	48.07
S1	48.07	47.98

Download as Excel Spreadsheet

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

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