NYMEX Light Sweet Crude Oil Future March 2018

Trading Metrics calculated at close of trading on 16-Nov-2017

Day Change Summary
	Previous	Current
	15-Nov-2017	16-Nov-2017	Change	Change %	Previous Week
Open	55.51	55.79	0.28	0.5%	56.27
High	55.98	56.06	0.08	0.1%	58.34
Low	55.36	55.43	0.07	0.1%	56.07
Close	55.79	55.60	-0.19	-0.3%	57.28
Range	0.62	0.63	0.01	1.6%	2.27
ATR	1.04	1.02	-0.03	-2.8%	0.00
Volume	56,902	70,214	13,312	23.4%	430,391

Daily Pivots for day following 16-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	57.59	57.22	55.95
R3	56.96	56.59	55.77
R2	56.33	56.33	55.72
R1	55.96	55.96	55.66	55.83
PP	55.70	55.70	55.70	55.63
S1	55.33	55.33	55.54	55.20
S2	55.07	55.07	55.48
S3	54.44	54.70	55.43
S4	53.81	54.07	55.25

Weekly Pivots for week ending 10-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.04	62.93	58.53
R3	61.77	60.66	57.90
R2	59.50	59.50	57.70
R1	58.39	58.39	57.49	58.95
PP	57.23	57.23	57.23	57.51
S1	56.12	56.12	57.07	56.68
S2	54.96	54.96	56.86
S3	52.69	53.85	56.66
S4	50.42	51.58	56.03

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	57.85	55.30	2.55	4.6%	0.95	1.7%	12%	False	False	62,063
10	58.34	54.82	3.52	6.3%	1.09	2.0%	22%	False	False	76,063
20	58.34	51.37	6.97	12.5%	1.02	1.8%	61%	False	False	69,825

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	58.74
2.618	57.71
1.618	57.08
1.000	56.69
0.618	56.45
HIGH	56.06
0.618	55.82
0.500	55.75
0.382	55.67
LOW	55.43
0.618	55.04
1.000	54.80
1.618	54.41
2.618	53.78
4.250	52.75

Fisher Pivots for day following 16-Nov-2017
Pivot	1 day	3 day
R1	55.75	56.28
PP	55.70	56.05
S1	55.65	55.83

Download as Excel Spreadsheet

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

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