NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 20-Jul-2017

Day Change Summary
	Previous	Current
	19-Jul-2017	20-Jul-2017	Change	Change %	Previous Week
Open	46.62	47.44	0.82	1.8%	44.73
High	47.62	47.91	0.29	0.6%	47.07
Low	46.49	47.00	0.51	1.1%	44.01
Close	47.50	47.10	-0.40	-0.8%	46.92
Range	1.13	0.91	-0.22	-19.5%	3.06
ATR	1.29	1.27	-0.03	-2.1%	0.00
Volume	83,094	77,884	-5,210	-6.3%	412,384

Daily Pivots for day following 20-Jul-2017
	Classic	Woodie	Camarilla	DeMark
R4	50.07	49.49	47.60
R3	49.16	48.58	47.35
R2	48.25	48.25	47.27
R1	47.67	47.67	47.18	47.51
PP	47.34	47.34	47.34	47.25
S1	46.76	46.76	47.02	46.60
S2	46.43	46.43	46.93
S3	45.52	45.85	46.85
S4	44.61	44.94	46.60

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	47.91	46.13	1.78	3.8%	1.01	2.1%	54%	True	False	82,347
10	47.91	44.01	3.90	8.3%	1.24	2.6%	79%	True	False	78,404
20	47.91	42.71	5.20	11.0%	1.25	2.6%	84%	True	False	62,455
40	52.50	42.51	9.99	21.2%	1.33	2.8%	46%	False	False	53,211
60	52.50	42.51	9.99	21.2%	1.31	2.8%	46%	False	False	44,375

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	0.34
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	51.78
2.618	50.29
1.618	49.38
1.000	48.82
0.618	48.47
HIGH	47.91
0.618	47.56
0.500	47.46
0.382	47.35
LOW	47.00
0.618	46.44
1.000	46.09
1.618	45.53
2.618	44.62
4.250	43.13

Fisher Pivots for day following 20-Jul-2017
Pivot	1 day	3 day
R1	47.46	47.09
PP	47.34	47.07
S1	47.22	47.06

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

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