NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 01-Sep-2017

Day Change Summary
	Previous	Current
	31-Aug-2017	01-Sep-2017	Change	Change %	Previous Week
Open	45.95	47.08	1.13	2.5%	47.89
High	47.47	47.35	-0.12	-0.3%	48.20
Low	45.58	46.56	0.98	2.2%	45.58
Close	47.23	47.29	0.06	0.1%	47.29
Range	1.89	0.79	-1.10	-58.2%	2.62
ATR	1.28	1.24	-0.03	-2.7%	0.00
Volume	882,983	915,708	32,725	3.7%	4,511,262

Daily Pivots for day following 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	49.44	49.15	47.72
R3	48.65	48.36	47.51
R2	47.86	47.86	47.43
R1	47.57	47.57	47.36	47.72
PP	47.07	47.07	47.07	47.14
S1	46.78	46.78	47.22	46.93
S2	46.28	46.28	47.15
S3	45.49	45.99	47.07
S4	44.70	45.20	46.86

Weekly Pivots for week ending 01-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	54.88	53.71	48.73
R3	52.26	51.09	48.01
R2	49.64	49.64	47.77
R1	48.47	48.47	47.53	47.75
PP	47.02	47.02	47.02	46.66
S1	45.85	45.85	47.05	45.13
S2	44.40	44.40	46.81
S3	41.78	43.23	46.57
S4	39.16	40.61	45.85

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	48.20	45.58	2.62	5.5%	1.36	2.9%	65%	False	False	902,252
10	48.91	45.58	3.33	7.0%	1.22	2.6%	51%	False	False	844,024
20	50.35	45.58	4.77	10.1%	1.23	2.6%	36%	False	False	585,603
40	50.51	44.01	6.50	13.7%	1.24	2.6%	50%	False	False	353,497
60	50.51	42.51	8.00	16.9%	1.24	2.6%	60%	False	False	250,994
80	52.50	42.51	9.99	21.1%	1.28	2.7%	48%	False	False	197,561

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.21
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	50.71
2.618	49.42
1.618	48.63
1.000	48.14
0.618	47.84
HIGH	47.35
0.618	47.05
0.500	46.96
0.382	46.86
LOW	46.56
0.618	46.07
1.000	45.77
1.618	45.28
2.618	44.49
4.250	43.20

Fisher Pivots for day following 01-Sep-2017
Pivot	1 day	3 day
R1	47.18	47.04
PP	47.07	46.78
S1	46.96	46.53

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

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