NYMEX Light Sweet Crude Oil Future April 2018

Trading Metrics calculated at close of trading on 11-Dec-2017

Day Change Summary
	Previous	Current
	08-Dec-2017	11-Dec-2017	Change	Change %	Previous Week
Open	56.64	57.35	0.71	1.3%	58.00
High	57.77	58.05	0.28	0.5%	58.07
Low	56.60	57.08	0.48	0.8%	55.96
Close	57.46	58.01	0.55	1.0%	57.46
Range	1.17	0.97	-0.20	-17.1%	2.11
ATR	1.07	1.06	-0.01	-0.6%	0.00
Volume	39,801	67,696	27,895	70.1%	215,599

Daily Pivots for day following 11-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	60.62	60.29	58.54
R3	59.65	59.32	58.28
R2	58.68	58.68	58.19
R1	58.35	58.35	58.10	58.52
PP	57.71	57.71	57.71	57.80
S1	57.38	57.38	57.92	57.55
S2	56.74	56.74	57.83
S3	55.77	56.41	57.74
S4	54.80	55.44	57.48

Weekly Pivots for week ending 08-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.49	62.59	58.62
R3	61.38	60.48	58.04
R2	59.27	59.27	57.85
R1	58.37	58.37	57.65	57.77
PP	57.16	57.16	57.16	56.86
S1	56.26	56.26	57.27	55.66
S2	55.05	55.05	57.07
S3	52.94	54.15	56.88
S4	50.83	52.04	56.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	58.05	55.96	2.09	3.6%	1.08	1.9%	98%	True	False	48,583
10	58.66	55.96	2.70	4.7%	1.08	1.9%	76%	False	False	44,245
20	58.66	55.37	3.29	5.7%	1.03	1.8%	80%	False	False	48,195

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	62.17
2.618	60.59
1.618	59.62
1.000	59.02
0.618	58.65
HIGH	58.05
0.618	57.68
0.500	57.57
0.382	57.45
LOW	57.08
0.618	56.48
1.000	56.11
1.618	55.51
2.618	54.54
4.250	52.96

Fisher Pivots for day following 11-Dec-2017
Pivot	1 day	3 day
R1	57.86	57.68
PP	57.71	57.34
S1	57.57	57.01

Download as Excel Spreadsheet

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

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