NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 07-Jul-2017

Day Change Summary
	Previous	Current
	06-Jul-2017	07-Jul-2017	Change	Change %	Previous Week
Open	46.07	45.77	-0.30	-0.7%	46.71
High	46.92	45.80	-1.12	-2.4%	47.71
Low	45.58	44.15	-1.43	-3.1%	44.15
Close	45.89	44.56	-1.33	-2.9%	44.56
Range	1.34	1.65	0.31	23.1%	3.56
ATR	1.34	1.36	0.03	2.2%	0.00
Volume	55,094	53,716	-1,378	-2.5%	196,859

Daily Pivots for day following 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.79	48.82	45.47
R3	48.14	47.17	45.01
R2	46.49	46.49	44.86
R1	45.52	45.52	44.71	45.18
PP	44.84	44.84	44.84	44.67
S1	43.87	43.87	44.41	43.53
S2	43.19	43.19	44.26
S3	41.54	42.22	44.11
S4	39.89	40.57	43.65

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.15	53.92	46.52
R3	52.59	50.36	45.54
R2	49.03	49.03	45.21
R1	46.80	46.80	44.89	46.14
PP	45.47	45.47	45.47	45.14
S1	43.24	43.24	44.23	42.58
S2	41.91	41.91	43.91
S3	38.35	39.68	43.58
S4	34.79	36.12	42.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.71	44.15	3.56	8.0%	1.67	3.7%	12%	False	True	48,759
10	47.71	43.00	4.71	10.6%	1.31	2.9%	33%	False	False	48,764
20	47.71	42.51	5.20	11.7%	1.24	2.8%	39%	False	False	45,987
40	52.50	42.51	9.99	22.4%	1.31	2.9%	21%	False	False	41,625

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.23
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.81
2.618	50.12
1.618	48.47
1.000	47.45
0.618	46.82
HIGH	45.80
0.618	45.17
0.500	44.98
0.382	44.78
LOW	44.15
0.618	43.13
1.000	42.50
1.618	41.48
2.618	39.83
4.250	37.14

Fisher Pivots for day following 07-Jul-2017
Pivot	1 day	3 day
R1	44.98	45.93
PP	44.84	45.47
S1	44.70	45.02

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

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