NYMEX Light Sweet Crude Oil Future September 2017

Trading Metrics calculated at close of trading on 02-Aug-2017

Day Change Summary
	Previous	Current
	01-Aug-2017	02-Aug-2017	Change	Change %	Previous Week
Open	50.21	48.80	-1.41	-2.8%	45.62
High	50.43	49.65	-0.78	-1.5%	49.81
Low	48.37	48.55	0.18	0.4%	45.40
Close	49.16	49.59	0.43	0.9%	49.71
Range	2.06	1.10	-0.96	-46.6%	4.41
ATR	1.35	1.33	-0.02	-1.3%	0.00
Volume	1,008,583	847,722	-160,861	-15.9%	4,133,456

Daily Pivots for day following 02-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.56	52.18	50.20
R3	51.46	51.08	49.89
R2	50.36	50.36	49.79
R1	49.98	49.98	49.69	50.17
PP	49.26	49.26	49.26	49.36
S1	48.88	48.88	49.49	49.07
S2	48.16	48.16	49.39
S3	47.06	47.78	49.29
S4	45.96	46.68	48.99

Weekly Pivots for week ending 28-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	61.54	60.03	52.14
R3	57.13	55.62	50.92
R2	52.72	52.72	50.52
R1	51.21	51.21	50.11	51.97
PP	48.31	48.31	48.31	48.68
S1	46.80	46.80	49.31	47.56
S2	43.90	43.90	48.90
S3	39.49	42.39	48.50
S4	35.08	37.98	47.28

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.43	48.25	2.18	4.4%	1.27	2.6%	61%	False	False	857,965
10	50.43	45.40	5.03	10.1%	1.34	2.7%	83%	False	False	826,135
20	50.43	43.83	6.60	13.3%	1.32	2.7%	87%	False	False	605,276
40	50.43	42.27	8.16	16.5%	1.30	2.6%	90%	False	False	367,936
60	52.38	42.27	10.11	20.4%	1.33	2.7%	72%	False	False	265,731
80	54.77	42.27	12.50	25.2%	1.30	2.6%	59%	False	False	211,887

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	54.33
2.618	52.53
1.618	51.43
1.000	50.75
0.618	50.33
HIGH	49.65
0.618	49.23
0.500	49.10
0.382	48.97
LOW	48.55
0.618	47.87
1.000	47.45
1.618	46.77
2.618	45.67
4.250	43.88

Fisher Pivots for day following 02-Aug-2017
Pivot	1 day	3 day
R1	49.43	49.53
PP	49.26	49.46
S1	49.10	49.40

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

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