NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 22-Jun-2017

Day Change Summary
	Previous	Current
	21-Jun-2017	22-Jun-2017	Change	Change %	Previous Week
Open	43.89	42.99	-0.90	-2.1%	46.48
High	44.62	43.74	-0.88	-2.0%	47.36
Low	42.51	42.71	0.20	0.5%	44.92
Close	42.96	43.19	0.23	0.5%	45.41
Range	2.11	1.03	-1.08	-51.2%	2.44
ATR	1.35	1.33	-0.02	-1.7%	0.00
Volume	77,629	31,144	-46,485	-59.9%	189,633

Daily Pivots for day following 22-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	46.30	45.78	43.76
R3	45.27	44.75	43.47
R2	44.24	44.24	43.38
R1	43.72	43.72	43.28	43.98
PP	43.21	43.21	43.21	43.35
S1	42.69	42.69	43.10	42.95
S2	42.18	42.18	43.00
S3	41.15	41.66	42.91
S4	40.12	40.63	42.62

Weekly Pivots for week ending 16-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.22	51.75	46.75
R3	50.78	49.31	46.08
R2	48.34	48.34	45.86
R1	46.87	46.87	45.63	46.39
PP	45.90	45.90	45.90	45.65
S1	44.43	44.43	45.19	43.95
S2	43.46	43.46	44.96
S3	41.02	41.99	44.74
S4	38.58	39.55	44.07

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	45.72	42.51	3.21	7.4%	1.29	3.0%	21%	False	False	47,163
10	47.36	42.51	4.85	11.2%	1.17	2.7%	14%	False	False	43,211
20	52.50	42.51	9.99	23.1%	1.43	3.3%	7%	False	False	43,627
40	52.50	42.51	9.99	23.1%	1.34	3.1%	7%	False	False	35,733

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	0.33
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	48.12
2.618	46.44
1.618	45.41
1.000	44.77
0.618	44.38
HIGH	43.74
0.618	43.35
0.500	43.23
0.382	43.10
LOW	42.71
0.618	42.07
1.000	41.68
1.618	41.04
2.618	40.01
4.250	38.33

Fisher Pivots for day following 22-Jun-2017
Pivot	1 day	3 day
R1	43.23	43.84
PP	43.21	43.62
S1	43.20	43.41

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

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