NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 14-Jul-2017

Day Change Summary
	Previous	Current
	13-Jul-2017	14-Jul-2017	Change	Change %	Previous Week
Open	45.74	46.41	0.67	1.5%	44.73
High	46.56	47.07	0.51	1.1%	47.07
Low	45.31	46.13	0.82	1.8%	44.01
Close	46.40	46.92	0.52	1.1%	46.92
Range	1.25	0.94	-0.31	-24.8%	3.06
ATR	1.38	1.35	-0.03	-2.3%	0.00
Volume	74,321	93,796	19,475	26.2%	412,384

Daily Pivots for day following 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.53	49.16	47.44
R3	48.59	48.22	47.18
R2	47.65	47.65	47.09
R1	47.28	47.28	47.01	47.47
PP	46.71	46.71	46.71	46.80
S1	46.34	46.34	46.83	46.53
S2	45.77	45.77	46.75
S3	44.83	45.40	46.66
S4	43.89	44.46	46.40

Weekly Pivots for week ending 14-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.18	54.11	48.60
R3	52.12	51.05	47.76
R2	49.06	49.06	47.48
R1	47.99	47.99	47.20	48.53
PP	46.00	46.00	46.00	46.27
S1	44.93	44.93	46.64	45.47
S2	42.94	42.94	46.36
S3	39.88	41.87	46.08
S4	36.82	38.81	45.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	47.07	44.01	3.06	6.5%	1.33	2.8%	95%	True	False	82,476
10	47.71	44.01	3.70	7.9%	1.50	3.2%	79%	False	False	65,618
20	47.71	42.51	5.20	11.1%	1.31	2.8%	85%	False	False	56,792
40	52.50	42.51	9.99	21.3%	1.34	2.9%	44%	False	False	48,281

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.37
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	51.07
2.618	49.53
1.618	48.59
1.000	48.01
0.618	47.65
HIGH	47.07
0.618	46.71
0.500	46.60
0.382	46.49
LOW	46.13
0.618	45.55
1.000	45.19
1.618	44.61
2.618	43.67
4.250	42.14

Fisher Pivots for day following 14-Jul-2017
Pivot	1 day	3 day
R1	46.81	46.68
PP	46.71	46.43
S1	46.60	46.19

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

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