NYMEX Light Sweet Crude Oil Future January 2019

Trading Metrics calculated at close of trading on 20-Nov-2017

Day Change Summary
	Previous	Current
	17-Nov-2017	20-Nov-2017	Change	Change %	Previous Week
Open	54.48	54.21	-0.27	-0.5%	55.29
High	54.48	54.21	-0.27	-0.5%	55.29
Low	54.48	53.94	-0.54	-1.0%	53.74
Close	54.48	54.21	-0.27	-0.5%	54.48
Range	0.00	0.27	0.27		1.55
ATR	0.43	0.44	0.01	1.8%	0.00
Volume	2,364	1,551	-813	-34.4%	8,401

Daily Pivots for day following 20-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.93	54.84	54.36
R3	54.66	54.57	54.28
R2	54.39	54.39	54.26
R1	54.30	54.30	54.23	54.35
PP	54.12	54.12	54.12	54.14
S1	54.03	54.03	54.19	54.08
S2	53.85	53.85	54.16
S3	53.58	53.76	54.14
S4	53.31	53.49	54.06

Weekly Pivots for week ending 17-Nov-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.15	58.37	55.33
R3	57.60	56.82	54.91
R2	56.05	56.05	54.76
R1	55.27	55.27	54.62	54.89
PP	54.50	54.50	54.50	54.31
S1	53.72	53.72	54.34	53.34
S2	52.95	52.95	54.20
S3	51.40	52.17	54.05
S4	49.85	50.62	53.63

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	54.48	53.74	0.74	1.4%	0.07	0.1%	64%	False	False	1,871
10	55.29	53.74	1.55	2.9%	0.07	0.1%	30%	False	False	1,887
20	55.29	51.28	4.01	7.4%	0.18	0.3%	73%	False	False	2,285
40	55.29	50.16	5.13	9.5%	0.12	0.2%	79%	False	False	1,791
60	55.29	48.43	6.86	12.7%	0.13	0.2%	84%	False	False	1,584
80	55.29	47.96	7.33	13.5%	0.10	0.2%	85%	False	False	1,450
100	55.29	47.32	7.97	14.7%	0.10	0.2%	86%	False	False	1,385
120	55.29	46.00	9.29	17.1%	0.09	0.2%	88%	False	False	1,244

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	0.01
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	55.36
2.618	54.92
1.618	54.65
1.000	54.48
0.618	54.38
HIGH	54.21
0.618	54.11
0.500	54.08
0.382	54.04
LOW	53.94
0.618	53.77
1.000	53.67
1.618	53.50
2.618	53.23
4.250	52.79

Fisher Pivots for day following 20-Nov-2017
Pivot	1 day	3 day
R1	54.17	54.18
PP	54.12	54.14
S1	54.08	54.11

Download as Excel Spreadsheet

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

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