NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 05-Jul-2017

Day Change Summary
	Previous	Current
	03-Jul-2017	05-Jul-2017	Change	Change %	Previous Week
Open	46.71	47.40	0.69	1.5%	43.63
High	47.53	47.71	0.18	0.4%	46.79
Low	46.36	44.96	-1.40	-3.0%	43.13
Close	47.49	45.55	-1.94	-4.1%	46.51
Range	1.17	2.75	1.58	135.0%	3.66
ATR	1.22	1.33	0.11	8.9%	0.00
Volume	30,441	57,608	27,167	89.2%	225,460

Daily Pivots for day following 05-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.32	52.69	47.06
R3	51.57	49.94	46.31
R2	48.82	48.82	46.05
R1	47.19	47.19	45.80	46.63
PP	46.07	46.07	46.07	45.80
S1	44.44	44.44	45.30	43.88
S2	43.32	43.32	45.05
S3	40.57	41.69	44.79
S4	37.82	38.94	44.04

Weekly Pivots for week ending 30-Jun-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.46	55.14	48.52
R3	52.80	51.48	47.52
R2	49.14	49.14	47.18
R1	47.82	47.82	46.85	48.48
PP	45.48	45.48	45.48	45.81
S1	44.16	44.16	46.17	44.82
S2	41.82	41.82	45.84
S3	38.16	40.50	45.50
S4	34.50	36.84	44.50

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.71	44.17	3.54	7.8%	1.46	3.2%	39%	True	False	46,960
10	47.71	42.51	5.20	11.4%	1.33	2.9%	58%	True	False	48,760
20	48.62	42.51	6.11	13.4%	1.25	2.7%	50%	False	False	47,464
40	52.50	42.51	9.99	21.9%	1.30	2.9%	30%	False	False	40,348

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.28
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	59.40
2.618	54.91
1.618	52.16
1.000	50.46
0.618	49.41
HIGH	47.71
0.618	46.66
0.500	46.34
0.382	46.01
LOW	44.96
0.618	43.26
1.000	42.21
1.618	40.51
2.618	37.76
4.250	33.27

Fisher Pivots for day following 05-Jul-2017
Pivot	1 day	3 day
R1	46.34	46.34
PP	46.07	46.07
S1	45.81	45.81

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

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