NYMEX Light Sweet Crude Oil Future March 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	57.93	58.73	0.80	1.4%	56.93
High	58.81	58.74	-0.07	-0.1%	58.81
Low	57.65	57.53	-0.12	-0.2%	55.90
Close	58.73	58.08	-0.65	-1.1%	58.73
Range	1.16	1.21	0.05	4.3%	2.91
ATR	1.04	1.05	0.01	1.2%	0.00
Volume	76,051	133,922	57,871	76.1%	474,206

Daily Pivots for day following 27-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	61.75	61.12	58.75
R3	60.54	59.91	58.41
R2	59.33	59.33	58.30
R1	58.70	58.70	58.19	58.41
PP	58.12	58.12	58.12	57.97
S1	57.49	57.49	57.97	57.20
S2	56.91	56.91	57.86
S3	55.70	56.28	57.75
S4	54.49	55.07	57.41

Weekly Pivots for week ending 24-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	66.54	65.55	60.33
R3	63.63	62.64	59.53
R2	60.72	60.72	59.26
R1	59.73	59.73	59.00	60.23
PP	57.81	57.81	57.81	58.06
S1	56.82	56.82	58.46	57.32
S2	54.90	54.90	58.20
S3	51.99	53.91	57.93
S4	49.08	51.00	57.13

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.81	55.90	2.91	5.0%	1.05	1.8%	75%	False	False	121,625
10	58.81	55.30	3.51	6.0%	1.06	1.8%	79%	False	False	95,538
20	58.81	54.14	4.67	8.0%	1.05	1.8%	84%	False	False	88,335
40	58.81	50.07	8.74	15.0%	1.01	1.7%	92%	False	False	65,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.12
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	63.88
2.618	61.91
1.618	60.70
1.000	59.95
0.618	59.49
HIGH	58.74
0.618	58.28
0.500	58.14
0.382	57.99
LOW	57.53
0.618	56.78
1.000	56.32
1.618	55.57
2.618	54.36
4.250	52.39

Fisher Pivots for day following 27-Nov-2017
Pivot	1 day	3 day
R1	58.14	58.04
PP	58.12	58.00
S1	58.10	57.96

Download as Excel Spreadsheet

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

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