NYMEX Light Sweet Crude Oil Future March 2018

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

Day Change Summary
	Previous	Current
	05-Dec-2017	06-Dec-2017	Change	Change %	Previous Week
Open	57.42	57.50	0.08	0.1%	58.73
High	57.92	57.62	-0.30	-0.5%	58.82
Low	57.08	55.99	-1.09	-1.9%	56.79
Close	57.65	56.05	-1.60	-2.8%	58.31
Range	0.84	1.63	0.79	94.0%	2.03
ATR	1.07	1.11	0.04	4.0%	0.00
Volume	71,153	130,644	59,491	83.6%	457,935

Daily Pivots for day following 06-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	61.44	60.38	56.95
R3	59.81	58.75	56.50
R2	58.18	58.18	56.35
R1	57.12	57.12	56.20	56.84
PP	56.55	56.55	56.55	56.41
S1	55.49	55.49	55.90	55.21
S2	54.92	54.92	55.75
S3	53.29	53.86	55.60
S4	51.66	52.23	55.15

Weekly Pivots for week ending 01-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	64.06	63.22	59.43
R3	62.03	61.19	58.87
R2	60.00	60.00	58.68
R1	59.16	59.16	58.50	58.57
PP	57.97	57.97	57.97	57.68
S1	57.13	57.13	58.12	56.54
S2	55.94	55.94	57.94
S3	53.91	55.10	57.75
S4	51.88	53.07	57.19

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.82	55.99	2.83	5.0%	1.22	2.2%	2%	False	True	86,336
10	58.82	55.99	2.83	5.0%	1.15	2.1%	2%	False	True	100,339
20	58.82	55.30	3.52	6.3%	1.09	1.9%	21%	False	False	89,167
40	58.82	51.03	7.79	13.9%	1.02	1.8%	64%	False	False	73,626

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	0.22
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	64.55
2.618	61.89
1.618	60.26
1.000	59.25
0.618	58.63
HIGH	57.62
0.618	57.00
0.500	56.81
0.382	56.61
LOW	55.99
0.618	54.98
1.000	54.36
1.618	53.35
2.618	51.72
4.250	49.06

Fisher Pivots for day following 06-Dec-2017
Pivot	1 day	3 day
R1	56.81	57.14
PP	56.55	56.77
S1	56.30	56.41

Download as Excel Spreadsheet

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

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