NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 11-Jul-2017

Day Change Summary
	Previous	Current
	10-Jul-2017	11-Jul-2017	Change	Change %	Previous Week
Open	44.73	44.91	0.18	0.4%	46.71
High	45.21	46.14	0.93	2.1%	47.71
Low	44.01	44.23	0.22	0.5%	44.15
Close	44.79	45.40	0.61	1.4%	44.56
Range	1.20	1.91	0.71	59.2%	3.56
ATR	1.35	1.39	0.04	2.9%	0.00
Volume	65,464	69,373	3,909	6.0%	196,859

Daily Pivots for day following 11-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.99	50.10	46.45
R3	49.08	48.19	45.93
R2	47.17	47.17	45.75
R1	46.28	46.28	45.58	46.73
PP	45.26	45.26	45.26	45.48
S1	44.37	44.37	45.22	44.82
S2	43.35	43.35	45.05
S3	41.44	42.46	44.87
S4	39.53	40.55	44.35

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	8.1%	1.77	3.9%	38%	False	False	60,251
10	47.71	43.80	3.91	8.6%	1.46	3.2%	41%	False	False	52,362
20	47.71	42.51	5.20	11.5%	1.30	2.9%	56%	False	False	49,779
40	52.50	42.51	9.99	22.0%	1.35	3.0%	29%	False	False	43,373

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.28
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	54.26
2.618	51.14
1.618	49.23
1.000	48.05
0.618	47.32
HIGH	46.14
0.618	45.41
0.500	45.19
0.382	44.96
LOW	44.23
0.618	43.05
1.000	42.32
1.618	41.14
2.618	39.23
4.250	36.11

Fisher Pivots for day following 11-Jul-2017
Pivot	1 day	3 day
R1	45.33	45.29
PP	45.26	45.18
S1	45.19	45.08

Download as Excel Spreadsheet

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

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