NYMEX Light Sweet Crude Oil Future October 2017

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

Day Change Summary
	Previous	Current
	06-Jun-2017	07-Jun-2017	Change	Change %	Previous Week
Open	47.89	48.40	0.51	1.1%	50.46
High	48.81	48.62	-0.19	-0.4%	50.82
Low	47.43	46.36	-1.07	-2.3%	47.36
Close	48.61	46.43	-2.18	-4.5%	48.20
Range	1.38	2.26	0.88	63.8%	3.46
ATR	1.43	1.49	0.06	4.1%	0.00
Volume	33,647	89,496	55,849	166.0%	149,475

Daily Pivots for day following 07-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.92	52.43	47.67
R3	51.66	50.17	47.05
R2	49.40	49.40	46.84
R1	47.91	47.91	46.64	47.53
PP	47.14	47.14	47.14	46.94
S1	45.65	45.65	46.22	45.27
S2	44.88	44.88	46.02
S3	42.62	43.39	45.81
S4	40.36	41.13	45.19

Weekly Pivots for week ending 02-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.17	57.15	50.10
R3	55.71	53.69	49.15
R2	52.25	52.25	48.83
R1	50.23	50.23	48.52	49.51
PP	48.79	48.79	48.79	48.44
S1	46.77	46.77	47.88	46.05
S2	45.33	45.33	47.57
S3	41.87	43.31	47.25
S4	38.41	39.85	46.30

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	49.70	46.36	3.34	7.2%	1.55	3.3%	2%	False	True	47,966
10	52.50	46.36	6.14	13.2%	1.68	3.6%	1%	False	True	42,954
20	52.50	46.36	6.14	13.2%	1.41	3.0%	1%	False	True	36,248

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	0.40
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	58.23
2.618	54.54
1.618	52.28
1.000	50.88
0.618	50.02
HIGH	48.62
0.618	47.76
0.500	47.49
0.382	47.22
LOW	46.36
0.618	44.96
1.000	44.10
1.618	42.70
2.618	40.44
4.250	36.76

Fisher Pivots for day following 07-Jun-2017
Pivot	1 day	3 day
R1	47.49	47.65
PP	47.14	47.24
S1	46.78	46.84

Download as Excel Spreadsheet

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

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