NYMEX Light Sweet Crude Oil Future February 2018

Trading Metrics calculated at close of trading on 28-Sep-2017

Day Change Summary
	Previous	Current
	27-Sep-2017	28-Sep-2017	Change	Change %	Previous Week
Open	52.68	52.62	-0.06	-0.1%	51.16
High	52.91	53.25	0.34	0.6%	51.73
Low	52.28	51.85	-0.43	-0.8%	50.51
Close	52.72	52.20	-0.52	-1.0%	51.47
Range	0.63	1.40	0.77	122.2%	1.22
ATR	0.94	0.97	0.03	3.5%	0.00
Volume	32,590	39,633	7,043	21.6%	171,102

Daily Pivots for day following 28-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.63	55.82	52.97
R3	55.23	54.42	52.59
R2	53.83	53.83	52.46
R1	53.02	53.02	52.33	52.73
PP	52.43	52.43	52.43	52.29
S1	51.62	51.62	52.07	51.33
S2	51.03	51.03	51.94
S3	49.63	50.22	51.82
S4	48.23	48.82	51.43

Weekly Pivots for week ending 22-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.90	54.40	52.14
R3	53.68	53.18	51.81
R2	52.46	52.46	51.69
R1	51.96	51.96	51.58	52.21
PP	51.24	51.24	51.24	51.36
S1	50.74	50.74	51.36	50.99
S2	50.02	50.02	51.25
S3	48.80	49.52	51.13
S4	47.58	48.30	50.80

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	53.25	51.14	2.11	4.0%	0.98	1.9%	50%	True	False	39,500
10	53.25	50.51	2.74	5.2%	0.91	1.7%	62%	True	False	36,630
20	53.25	47.30	5.95	11.4%	0.98	1.9%	82%	True	False	39,959

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

Fibonacci Retracements and Extensions
4.250	59.20
2.618	56.92
1.618	55.52
1.000	54.65
0.618	54.12
HIGH	53.25
0.618	52.72
0.500	52.55
0.382	52.38
LOW	51.85
0.618	50.98
1.000	50.45
1.618	49.58
2.618	48.18
4.250	45.90

Fisher Pivots for day following 28-Sep-2017
Pivot	1 day	3 day
R1	52.55	52.55
PP	52.43	52.43
S1	52.32	52.32

Download as Excel Spreadsheet

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

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