NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 10-Jul-2017

Day Change Summary
	Previous	Current
	07-Jul-2017	10-Jul-2017	Change	Change %	Previous Week
Open	45.77	44.73	-1.04	-2.3%	46.71
High	45.80	45.21	-0.59	-1.3%	47.71
Low	44.15	44.01	-0.14	-0.3%	44.15
Close	44.56	44.79	0.23	0.5%	44.56
Range	1.65	1.20	-0.45	-27.3%	3.56
ATR	1.36	1.35	-0.01	-0.9%	0.00
Volume	53,716	65,464	11,748	21.9%	196,859

Daily Pivots for day following 10-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	48.27	47.73	45.45
R3	47.07	46.53	45.12
R2	45.87	45.87	45.01
R1	45.33	45.33	44.90	45.60
PP	44.67	44.67	44.67	44.81
S1	44.13	44.13	44.68	44.40
S2	43.47	43.47	44.57
S3	42.27	42.93	44.46
S4	41.07	41.73	44.13

Weekly Pivots for week ending 07-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	56.15	53.92	46.52
R3	52.59	50.36	45.54
R2	49.03	49.03	45.21
R1	46.80	46.80	44.89	46.14
PP	45.47	45.47	45.47	45.14
S1	43.24	43.24	44.23	42.58
S2	41.91	41.91	43.91
S3	38.35	39.68	43.58
S4	34.79	36.12	42.60

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.71	44.01	3.70	8.3%	1.62	3.6%	21%	False	True	52,464
10	47.71	43.13	4.58	10.2%	1.36	3.0%	36%	False	False	48,778
20	47.71	42.51	5.20	11.6%	1.26	2.8%	44%	False	False	47,713
40	52.50	42.51	9.99	22.3%	1.32	3.0%	23%	False	False	42,518

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	50.31
2.618	48.35
1.618	47.15
1.000	46.41
0.618	45.95
HIGH	45.21
0.618	44.75
0.500	44.61
0.382	44.47
LOW	44.01
0.618	43.27
1.000	42.81
1.618	42.07
2.618	40.87
4.250	38.91

Fisher Pivots for day following 10-Jul-2017
Pivot	1 day	3 day
R1	44.73	45.47
PP	44.67	45.24
S1	44.61	45.02

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

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