NYMEX Light Sweet Crude Oil Future February 2018

Trading Metrics calculated at close of trading on 06-Oct-2017

Day Change Summary
	Previous	Current
	05-Oct-2017	06-Oct-2017	Change	Change %	Previous Week
Open	50.68	51.59	0.91	1.8%	52.19
High	51.93	51.66	-0.27	-0.5%	52.20
Low	50.68	49.94	-0.74	-1.5%	49.94
Close	51.64	50.12	-1.52	-2.9%	50.12
Range	1.25	1.72	0.47	37.6%	2.26
ATR	0.95	1.01	0.05	5.8%	0.00
Volume	38,063	50,792	12,729	33.4%	178,345

Daily Pivots for day following 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.73	54.65	51.07
R3	54.01	52.93	50.59
R2	52.29	52.29	50.44
R1	51.21	51.21	50.28	50.89
PP	50.57	50.57	50.57	50.42
S1	49.49	49.49	49.96	49.17
S2	48.85	48.85	49.80
S3	47.13	47.77	49.65
S4	45.41	46.05	49.17

Weekly Pivots for week ending 06-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.53	56.09	51.36
R3	55.27	53.83	50.74
R2	53.01	53.01	50.53
R1	51.57	51.57	50.33	51.16
PP	50.75	50.75	50.75	50.55
S1	49.31	49.31	49.91	48.90
S2	48.49	48.49	49.71
S3	46.23	47.05	49.50
S4	43.97	44.79	48.88

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.20	49.94	2.26	4.5%	1.14	2.3%	8%	False	True	35,669
10	53.25	49.94	3.31	6.6%	1.07	2.1%	5%	False	True	36,635
20	53.25	48.82	4.43	8.8%	0.94	1.9%	29%	False	False	37,199

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	0.20
Widest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	58.97
2.618	56.16
1.618	54.44
1.000	53.38
0.618	52.72
HIGH	51.66
0.618	51.00
0.500	50.80
0.382	50.60
LOW	49.94
0.618	48.88
1.000	48.22
1.618	47.16
2.618	45.44
4.250	42.63

Fisher Pivots for day following 06-Oct-2017
Pivot	1 day	3 day
R1	50.80	50.94
PP	50.57	50.66
S1	50.35	50.39

Download as Excel Spreadsheet

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

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