NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 09-Jun-2017

Day Change Summary
	Previous	Current
	08-Jun-2017	09-Jun-2017	Change	Change %	Previous Week
Open	46.34	46.20	-0.14	-0.3%	48.09
High	46.67	46.64	-0.03	-0.1%	48.80
Low	45.74	45.75	0.01	0.0%	45.74
Close	46.13	46.32	0.19	0.4%	46.32
Range	0.93	0.89	-0.04	-4.3%	3.06
ATR	1.46	1.42	-0.04	-2.8%	0.00
Volume	129,837	81,111	-48,726	-37.5%	540,269

Daily Pivots for day following 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	48.91	48.50	46.81
R3	48.02	47.61	46.56
R2	47.13	47.13	46.48
R1	46.72	46.72	46.40	46.93
PP	46.24	46.24	46.24	46.34
S1	45.83	45.83	46.24	46.04
S2	45.35	45.35	46.16
S3	44.46	44.94	46.08
S4	43.57	44.05	45.83

Weekly Pivots for week ending 09-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.13	54.29	48.00
R3	53.07	51.23	47.16
R2	50.01	50.01	46.88
R1	48.17	48.17	46.60	47.56
PP	46.95	46.95	46.95	46.65
S1	45.11	45.11	46.04	44.50
S2	43.89	43.89	45.76
S3	40.83	42.05	45.48
S4	37.77	38.99	44.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.80	45.74	3.06	6.6%	1.43	3.1%	19%	False	False	108,053
10	50.70	45.74	4.96	10.7%	1.47	3.2%	12%	False	False	89,049
20	52.38	45.74	6.64	14.3%	1.43	3.1%	9%	False	False	73,594
40	54.55	44.76	9.79	21.1%	1.36	2.9%	16%	False	False	62,295

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	50.42
2.618	48.97
1.618	48.08
1.000	47.53
0.618	47.19
HIGH	46.64
0.618	46.30
0.500	46.20
0.382	46.09
LOW	45.75
0.618	45.20
1.000	44.86
1.618	44.31
2.618	43.42
4.250	41.97

Fisher Pivots for day following 09-Jun-2017
Pivot	1 day	3 day
R1	46.28	47.12
PP	46.24	46.85
S1	46.20	46.59

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

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