NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 19-Sep-2017

Day Change Summary
	Previous	Current
	18-Sep-2017	19-Sep-2017	Change	Change %	Previous Week
Open	51.04	50.92	-0.12	-0.2%	49.00
High	51.43	51.29	-0.14	-0.3%	51.32
Low	50.31	50.33	0.02	0.0%	48.50
Close	50.90	50.50	-0.40	-0.8%	51.09
Range	1.12	0.96	-0.16	-14.3%	2.82
ATR	1.07	1.06	-0.01	-0.7%	0.00
Volume	46,171	55,177	9,006	19.5%	373,566

Daily Pivots for day following 19-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.59	53.00	51.03
R3	52.63	52.04	50.76
R2	51.67	51.67	50.68
R1	51.08	51.08	50.59	50.90
PP	50.71	50.71	50.71	50.61
S1	50.12	50.12	50.41	49.94
S2	49.75	49.75	50.32
S3	48.79	49.16	50.24
S4	47.83	48.20	49.97

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.76	57.75	52.64
R3	55.94	54.93	51.87
R2	53.12	53.12	51.61
R1	52.11	52.11	51.35	52.62
PP	50.30	50.30	50.30	50.56
S1	49.29	49.29	50.83	49.80
S2	47.48	47.48	50.57
S3	44.66	46.47	50.31
S4	41.84	43.65	49.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.43	49.34	2.09	4.1%	1.01	2.0%	56%	False	False	70,113
10	51.43	48.50	2.93	5.8%	0.98	1.9%	68%	False	False	70,533
20	51.43	46.95	4.48	8.9%	1.04	2.1%	79%	False	False	78,487

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	True
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	55.37
2.618	53.80
1.618	52.84
1.000	52.25
0.618	51.88
HIGH	51.29
0.618	50.92
0.500	50.81
0.382	50.70
LOW	50.33
0.618	49.74
1.000	49.37
1.618	48.78
2.618	47.82
4.250	46.25

Fisher Pivots for day following 19-Sep-2017
Pivot	1 day	3 day
R1	50.81	50.87
PP	50.71	50.75
S1	50.60	50.62

Download as Excel Spreadsheet

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

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