NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 27-Nov-2017

Day Change Summary
	Previous	Current
	24-Nov-2017	27-Nov-2017	Change	Change %	Previous Week
Open	58.05	58.95	0.90	1.6%	56.80
High	59.05	58.99	-0.06	-0.1%	59.05
Low	57.75	57.55	-0.20	-0.3%	55.75
Close	58.95	58.11	-0.84	-1.4%	58.95
Range	1.30	1.44	0.14	10.8%	3.30
ATR	1.12	1.14	0.02	2.0%	0.00
Volume	577,826	690,078	112,252	19.4%	2,627,544

Daily Pivots for day following 27-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	62.54	61.76	58.90
R3	61.10	60.32	58.51
R2	59.66	59.66	58.37
R1	58.88	58.88	58.24	58.55
PP	58.22	58.22	58.22	58.05
S1	57.44	57.44	57.98	57.11
S2	56.78	56.78	57.85
S3	55.34	56.00	57.71
S4	53.90	54.56	57.32

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	67.82	66.68	60.77
R3	64.52	63.38	59.86
R2	61.22	61.22	59.56
R1	60.08	60.08	59.25	60.65
PP	57.92	57.92	57.92	58.20
S1	56.78	56.78	58.65	57.35
S2	54.62	54.62	58.35
S3	51.32	53.48	58.04
S4	48.02	50.18	57.14

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.05	55.75	3.30	5.7%	1.19	2.0%	72%	False	False	663,524
10	59.05	55.00	4.05	7.0%	1.15	2.0%	77%	False	False	544,951
20	59.05	53.96	5.09	8.8%	1.13	1.9%	82%	False	False	370,017
40	59.05	49.73	9.32	16.0%	1.08	1.9%	90%	False	False	236,640
60	59.05	48.50	10.55	18.2%	1.04	1.8%	91%	False	False	181,314
80	59.05	46.95	12.10	20.8%	1.07	1.8%	92%	False	False	150,626

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	0.14
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	65.11
2.618	62.76
1.618	61.32
1.000	60.43
0.618	59.88
HIGH	58.99
0.618	58.44
0.500	58.27
0.382	58.10
LOW	57.55
0.618	56.66
1.000	56.11
1.618	55.22
2.618	53.78
4.250	51.43

Fisher Pivots for day following 27-Nov-2017
Pivot	1 day	3 day
R1	58.27	58.09
PP	58.22	58.06
S1	58.16	58.04

Download as Excel Spreadsheet

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

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