NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 31-Aug-2017

Day Change Summary
	Previous	Current
	30-Aug-2017	31-Aug-2017	Change	Change %	Previous Week
Open	47.73	47.28	-0.45	-0.9%	49.21
High	48.13	49.04	0.91	1.9%	49.22
Low	47.15	46.95	-0.20	-0.4%	47.61
Close	47.25	49.00	1.75	3.7%	48.53
Range	0.98	2.09	1.11	113.3%	1.61
ATR	1.09	1.16	0.07	6.6%	0.00
Volume	151,994	107,257	-44,737	-29.4%	245,346

Daily Pivots for day following 31-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.60	53.89	50.15
R3	52.51	51.80	49.57
R2	50.42	50.42	49.38
R1	49.71	49.71	49.19	50.07
PP	48.33	48.33	48.33	48.51
S1	47.62	47.62	48.81	47.98
S2	46.24	46.24	48.62
S3	44.15	45.53	48.43
S4	42.06	43.44	47.85

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.28	52.52	49.42
R3	51.67	50.91	48.97
R2	50.06	50.06	48.83
R1	49.30	49.30	48.68	48.88
PP	48.45	48.45	48.45	48.24
S1	47.69	47.69	48.38	47.27
S2	46.84	46.84	48.23
S3	45.23	46.08	48.09
S4	43.62	44.47	47.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.04	46.95	2.09	4.3%	1.18	2.4%	98%	True	True	105,821
10	49.24	46.95	2.29	4.7%	1.24	2.5%	90%	False	True	78,354
20	50.62	46.95	3.67	7.5%	1.14	2.3%	56%	False	True	58,563

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.17
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	57.92
2.618	54.51
1.618	52.42
1.000	51.13
0.618	50.33
HIGH	49.04
0.618	48.24
0.500	48.00
0.382	47.75
LOW	46.95
0.618	45.66
1.000	44.86
1.618	43.57
2.618	41.48
4.250	38.07

Fisher Pivots for day following 31-Aug-2017
Pivot	1 day	3 day
R1	48.67	48.67
PP	48.33	48.33
S1	48.00	48.00

Download as Excel Spreadsheet

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

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