NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 07-Sep-2017

Day Change Summary
	Previous	Current
	06-Sep-2017	07-Sep-2017	Change	Change %	Previous Week
Open	48.59	49.14	0.55	1.1%	47.89
High	49.42	49.33	-0.09	-0.2%	48.20
Low	48.52	48.63	0.11	0.2%	45.58
Close	49.16	49.09	-0.07	-0.1%	47.29
Range	0.90	0.70	-0.20	-22.2%	2.62
ATR	1.26	1.22	-0.04	-3.2%	0.00
Volume	788,963	702,514	-86,449	-11.0%	4,511,262

Daily Pivots for day following 07-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.12	50.80	49.48
R3	50.42	50.10	49.28
R2	49.72	49.72	49.22
R1	49.40	49.40	49.15	49.21
PP	49.02	49.02	49.02	48.92
S1	48.70	48.70	49.03	48.51
S2	48.32	48.32	48.96
S3	47.62	48.00	48.90
S4	46.92	47.30	48.71

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	49.42	45.58	3.84	7.8%	1.22	2.5%	91%	False	False	806,595
10	49.42	45.58	3.84	7.8%	1.21	2.5%	91%	False	False	822,342
20	50.35	45.58	4.77	9.7%	1.25	2.6%	74%	False	False	662,961
40	50.51	45.31	5.20	10.6%	1.22	2.5%	73%	False	False	403,247
60	50.51	42.51	8.00	16.3%	1.25	2.6%	82%	False	False	286,646
80	52.50	42.51	9.99	20.4%	1.28	2.6%	66%	False	False	224,206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.22
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	52.31
2.618	51.16
1.618	50.46
1.000	50.03
0.618	49.76
HIGH	49.33
0.618	49.06
0.500	48.98
0.382	48.90
LOW	48.63
0.618	48.20
1.000	47.93
1.618	47.50
2.618	46.80
4.250	45.66

Fisher Pivots for day following 07-Sep-2017
Pivot	1 day	3 day
R1	49.05	48.82
PP	49.02	48.55
S1	48.98	48.29

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

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