NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 29-Aug-2017

Day Change Summary
	Previous	Current
	28-Aug-2017	29-Aug-2017	Change	Change %	Previous Week
Open	47.89	46.86	-1.03	-2.2%	48.89
High	48.20	46.96	-1.24	-2.6%	48.91
Low	46.15	45.76	-0.39	-0.8%	47.06
Close	46.57	46.44	-0.13	-0.3%	47.87
Range	2.05	1.20	-0.85	-41.5%	1.85
ATR	1.26	1.26	0.00	-0.4%	0.00
Volume	921,285	895,643	-25,642	-2.8%	3,928,980

Daily Pivots for day following 29-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.99	49.41	47.10
R3	48.79	48.21	46.77
R2	47.59	47.59	46.66
R1	47.01	47.01	46.55	46.70
PP	46.39	46.39	46.39	46.23
S1	45.81	45.81	46.33	45.50
S2	45.19	45.19	46.22
S3	43.99	44.61	46.11
S4	42.79	43.41	45.78

Weekly Pivots for week ending 25-Aug-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.50	52.53	48.89
R3	51.65	50.68	48.38
R2	49.80	49.80	48.21
R1	48.83	48.83	48.04	48.39
PP	47.95	47.95	47.95	47.73
S1	46.98	46.98	47.70	46.54
S2	46.10	46.10	47.53
S3	44.25	45.13	47.36
S4	42.40	43.28	46.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.50	45.76	2.74	5.9%	1.22	2.6%	25%	False	True	799,299
10	48.91	45.76	3.15	6.8%	1.26	2.7%	22%	False	True	732,044
20	50.35	45.76	4.59	9.9%	1.22	2.6%	15%	False	True	472,800
40	50.51	44.01	6.50	14.0%	1.30	2.8%	37%	False	False	290,299
60	50.51	42.51	8.00	17.2%	1.26	2.7%	49%	False	False	208,955
80	52.50	42.51	9.99	21.5%	1.28	2.8%	39%	False	False	164,938

Crabel Price Patterns
NR	True
NR4	False
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	0.18
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	52.06
2.618	50.10
1.618	48.90
1.000	48.16
0.618	47.70
HIGH	46.96
0.618	46.50
0.500	46.36
0.382	46.22
LOW	45.76
0.618	45.02
1.000	44.56
1.618	43.82
2.618	42.62
4.250	40.66

Fisher Pivots for day following 29-Aug-2017
Pivot	1 day	3 day
R1	46.41	46.98
PP	46.39	46.80
S1	46.36	46.62

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

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