NYMEX Light Sweet Crude Oil Future July 2017

Trading Metrics calculated at close of trading on 15-Jun-2017

Day Change Summary
	Previous	Current
	14-Jun-2017	15-Jun-2017	Change	Change %	Previous Week
Open	45.94	44.69	-1.25	-2.7%	47.71
High	46.49	44.81	-1.68	-3.6%	48.42
Low	44.54	44.22	-0.32	-0.7%	45.20
Close	44.73	44.46	-0.27	-0.6%	45.83
Range	1.95	0.59	-1.36	-69.7%	3.22
ATR	1.45	1.39	-0.06	-4.2%	0.00
Volume	924,408	500,938	-423,470	-45.8%	4,381,210

Daily Pivots for day following 15-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	46.27	45.95	44.78
R3	45.68	45.36	44.62
R2	45.09	45.09	44.57
R1	44.77	44.77	44.51	44.64
PP	44.50	44.50	44.50	44.43
S1	44.18	44.18	44.41	44.05
S2	43.91	43.91	44.35
S3	43.32	43.59	44.30
S4	42.73	43.00	44.14

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.14	54.21	47.60
R3	52.92	50.99	46.72
R2	49.70	49.70	46.42
R1	47.77	47.77	46.13	47.13
PP	46.48	46.48	46.48	46.16
S1	44.55	44.55	45.53	43.91
S2	43.26	43.26	45.24
S3	40.04	41.33	44.94
S4	36.82	38.11	44.06

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.71	44.22	2.49	5.6%	1.10	2.5%	10%	False	True	722,272
10	48.42	44.22	4.20	9.4%	1.35	3.0%	6%	False	True	805,930
20	52.00	44.22	7.78	17.5%	1.45	3.3%	3%	False	True	766,325
40	52.00	44.13	7.87	17.7%	1.41	3.2%	4%	False	False	488,459
60	54.45	44.13	10.32	23.2%	1.28	2.9%	3%	False	False	349,555
80	55.62	44.13	11.49	25.8%	1.24	2.8%	3%	False	False	273,201

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.36
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	47.32
2.618	46.35
1.618	45.76
1.000	45.40
0.618	45.17
HIGH	44.81
0.618	44.58
0.500	44.52
0.382	44.45
LOW	44.22
0.618	43.86
1.000	43.63
1.618	43.27
2.618	42.68
4.250	41.71

Fisher Pivots for day following 15-Jun-2017
Pivot	1 day	3 day
R1	44.52	45.40
PP	44.50	45.08
S1	44.48	44.77

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

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