NYMEX Light Sweet Crude Oil Future October 2017

Trading Metrics calculated at close of trading on 15-Sep-2017

Day Change Summary
	Previous	Current
	14-Sep-2017	15-Sep-2017	Change	Change %	Previous Week
Open	49.31	49.72	0.41	0.8%	47.58
High	50.50	50.13	-0.37	-0.7%	50.50
Low	49.15	49.41	0.26	0.5%	47.00
Close	49.89	49.89	0.00	0.0%	49.89
Range	1.35	0.72	-0.63	-46.7%	3.50
ATR	1.24	1.21	-0.04	-3.0%	0.00
Volume	709,035	433,597	-275,438	-38.8%	3,300,065

Daily Pivots for day following 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	51.97	51.65	50.29
R3	51.25	50.93	50.09
R2	50.53	50.53	50.02
R1	50.21	50.21	49.96	50.37
PP	49.81	49.81	49.81	49.89
S1	49.49	49.49	49.82	49.65
S2	49.09	49.09	49.76
S3	48.37	48.77	49.69
S4	47.65	48.05	49.49

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.63	58.26	51.82
R3	56.13	54.76	50.85
R2	52.63	52.63	50.53
R1	51.26	51.26	50.21	51.95
PP	49.13	49.13	49.13	49.47
S1	47.76	47.76	49.57	48.45
S2	45.63	45.63	49.25
S3	42.13	44.26	48.93
S4	38.63	40.76	47.97

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.50	47.00	3.50	7.0%	1.07	2.1%	83%	False	False	660,013
10	50.50	46.56	3.94	7.9%	1.15	2.3%	85%	False	False	729,381
20	50.50	45.58	4.92	9.9%	1.25	2.5%	88%	False	False	777,574
40	50.51	45.58	4.93	9.9%	1.24	2.5%	87%	False	False	494,692
60	50.51	42.71	7.80	15.6%	1.24	2.5%	92%	False	False	350,613
80	52.50	42.51	9.99	20.0%	1.29	2.6%	74%	False	False	273,952
100	52.50	42.51	9.99	20.0%	1.28	2.6%	74%	False	False	224,502

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.24
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	53.19
2.618	52.01
1.618	51.29
1.000	50.85
0.618	50.57
HIGH	50.13
0.618	49.85
0.500	49.77
0.382	49.69
LOW	49.41
0.618	48.97
1.000	48.69
1.618	48.25
2.618	47.53
4.250	46.35

Fisher Pivots for day following 15-Sep-2017
Pivot	1 day	3 day
R1	49.85	49.70
PP	49.81	49.50
S1	49.77	49.31

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

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