NYMEX Light Sweet Crude Oil Future May 2018

Trading Metrics calculated at close of trading on 27-Dec-2017

Day Change Summary
	Previous	Current
	26-Dec-2017	27-Dec-2017	Change	Change %	Previous Week
Open	58.56	59.69	1.13	1.9%	57.03
High	59.90	59.81	-0.09	-0.2%	58.50
Low	58.34	59.25	0.91	1.6%	56.73
Close	59.86	59.60	-0.26	-0.4%	58.48
Range	1.56	0.56	-1.00	-64.1%	1.77
ATR	0.97	0.94	-0.03	-2.6%	0.00
Volume	17,105	21,752	4,647	27.2%	140,907

Daily Pivots for day following 27-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	61.23	60.98	59.91
R3	60.67	60.42	59.75
R2	60.11	60.11	59.70
R1	59.86	59.86	59.65	59.71
PP	59.55	59.55	59.55	59.48
S1	59.30	59.30	59.55	59.15
S2	58.99	58.99	59.50
S3	58.43	58.74	59.45
S4	57.87	58.18	59.29

Weekly Pivots for week ending 22-Dec-2017
	Classic	Woodie	Camarilla	DeMark
R4	63.21	62.62	59.45
R3	61.44	60.85	58.97
R2	59.67	59.67	58.80
R1	59.08	59.08	58.64	59.38
PP	57.90	57.90	57.90	58.05
S1	57.31	57.31	58.32	57.61
S2	56.13	56.13	58.16
S3	54.36	55.54	57.99
S4	52.59	53.77	57.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	59.90	57.44	2.46	4.1%	0.81	1.4%	88%	False	False	23,617
10	59.90	55.90	4.00	6.7%	0.81	1.4%	93%	False	False	29,129
20	59.90	55.90	4.00	6.7%	0.97	1.6%	93%	False	False	30,440

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	62.19
2.618	61.28
1.618	60.72
1.000	60.37
0.618	60.16
HIGH	59.81
0.618	59.60
0.500	59.53
0.382	59.46
LOW	59.25
0.618	58.90
1.000	58.69
1.618	58.34
2.618	57.78
4.250	56.87

Fisher Pivots for day following 27-Dec-2017
Pivot	1 day	3 day
R1	59.58	59.36
PP	59.55	59.12
S1	59.53	58.88

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

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