NYMEX Light Sweet Crude Oil Future November 2017

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

Day Change Summary
	Previous	Current
	28-Sep-2017	29-Sep-2017	Change	Change %	Previous Week
Open	52.05	51.58	-0.47	-0.9%	50.68
High	52.86	51.77	-1.09	-2.1%	52.86
Low	51.22	51.25	0.03	0.1%	50.39
Close	51.56	51.67	0.11	0.2%	51.67
Range	1.64	0.52	-1.12	-68.3%	2.47
ATR	1.14	1.10	-0.04	-3.9%	0.00
Volume	801,816	551,982	-249,834	-31.2%	3,401,592

Daily Pivots for day following 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.12	52.92	51.96
R3	52.60	52.40	51.81
R2	52.08	52.08	51.77
R1	51.88	51.88	51.72	51.98
PP	51.56	51.56	51.56	51.62
S1	51.36	51.36	51.62	51.46
S2	51.04	51.04	51.57
S3	50.52	50.84	51.53
S4	50.00	50.32	51.38

Weekly Pivots for week ending 29-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	59.05	57.83	53.03
R3	56.58	55.36	52.35
R2	54.11	54.11	52.12
R1	52.89	52.89	51.90	53.50
PP	51.64	51.64	51.64	51.95
S1	50.42	50.42	51.44	51.03
S2	49.17	49.17	51.22
S3	46.70	47.95	50.99
S4	44.23	45.48	50.31

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.86	50.39	2.47	4.8%	1.15	2.2%	52%	False	False	680,318
10	52.86	49.68	3.18	6.2%	1.02	2.0%	63%	False	False	650,966
20	52.86	47.39	5.47	10.6%	1.06	2.0%	78%	False	False	482,541
40	52.86	46.14	6.72	13.0%	1.13	2.2%	82%	False	False	319,340
60	52.86	44.26	8.60	16.6%	1.18	2.3%	86%	False	False	230,541
80	52.86	42.80	10.06	19.5%	1.18	2.3%	88%	False	False	180,280

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	0.30
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	53.98
2.618	53.13
1.618	52.61
1.000	52.29
0.618	52.09
HIGH	51.77
0.618	51.57
0.500	51.51
0.382	51.45
LOW	51.25
0.618	50.93
1.000	50.73
1.618	50.41
2.618	49.89
4.250	49.04

Fisher Pivots for day following 29-Sep-2017
Pivot	1 day	3 day
R1	51.62	52.04
PP	51.56	51.92
S1	51.51	51.79

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

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