NYMEX Light Sweet Crude Oil Future November 2017

Trading Metrics calculated at close of trading on 03-Oct-2017

Day Change Summary
	Previous	Current
	02-Oct-2017	03-Oct-2017	Change	Change %	Previous Week
Open	51.64	50.59	-1.05	-2.0%	50.68
High	51.71	50.73	-0.98	-1.9%	52.86
Low	50.07	50.14	0.07	0.1%	50.39
Close	50.58	50.42	-0.16	-0.3%	51.67
Range	1.64	0.59	-1.05	-64.0%	2.47
ATR	1.13	1.10	-0.04	-3.4%	0.00
Volume	600,933	462,735	-138,198	-23.0%	3,401,592

Daily Pivots for day following 03-Oct-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.20	51.90	50.74
R3	51.61	51.31	50.58
R2	51.02	51.02	50.53
R1	50.72	50.72	50.47	50.58
PP	50.43	50.43	50.43	50.36
S1	50.13	50.13	50.37	49.99
S2	49.84	49.84	50.31
S3	49.25	49.54	50.26
S4	48.66	48.95	50.10

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	50.07	2.79	5.5%	1.02	2.0%	13%	False	False	610,900
10	52.86	50.07	2.79	5.5%	1.02	2.0%	13%	False	False	627,403
20	52.86	47.59	5.27	10.5%	1.05	2.1%	54%	False	False	507,968
40	52.86	46.14	6.72	13.3%	1.13	2.2%	64%	False	False	342,448
60	52.86	44.48	8.38	16.6%	1.17	2.3%	71%	False	False	247,176
80	52.86	42.80	10.06	20.0%	1.18	2.3%	76%	False	False	192,759

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	0.23
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.24
2.618	52.27
1.618	51.68
1.000	51.32
0.618	51.09
HIGH	50.73
0.618	50.50
0.500	50.44
0.382	50.37
LOW	50.14
0.618	49.78
1.000	49.55
1.618	49.19
2.618	48.60
4.250	47.63

Fisher Pivots for day following 03-Oct-2017
Pivot	1 day	3 day
R1	50.44	50.92
PP	50.43	50.75
S1	50.43	50.59

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

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