NYMEX Light Sweet Crude Oil Future December 2017

Trading Metrics calculated at close of trading on 11-Sep-2017

Day Change Summary
	Previous	Current
	08-Sep-2017	11-Sep-2017	Change	Change %	Previous Week
Open	49.86	48.65	-1.21	-2.4%	48.50
High	50.05	49.20	-0.85	-1.7%	50.18
Low	48.32	48.09	-0.23	-0.5%	48.16
Close	48.56	49.07	0.51	1.1%	48.56
Range	1.73	1.11	-0.62	-35.8%	2.02
ATR	1.18	1.18	-0.01	-0.4%	0.00
Volume	203,284	128,322	-74,962	-36.9%	742,856

Daily Pivots for day following 11-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	52.12	51.70	49.68
R3	51.01	50.59	49.38
R2	49.90	49.90	49.27
R1	49.48	49.48	49.17	49.69
PP	48.79	48.79	48.79	48.89
S1	48.37	48.37	48.97	48.58
S2	47.68	47.68	48.87
S3	46.57	47.26	48.76
S4	45.46	46.15	48.46

Weekly Pivots for week ending 08-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	55.03	53.81	49.67
R3	53.01	51.79	49.12
R2	50.99	50.99	48.93
R1	49.77	49.77	48.75	50.38
PP	48.97	48.97	48.97	49.27
S1	47.75	47.75	48.37	48.36
S2	46.95	46.95	48.19
S3	44.93	45.73	48.00
S4	42.91	43.71	47.45

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.18	48.09	2.09	4.3%	1.19	2.4%	47%	False	True	174,235
10	50.18	46.59	3.59	7.3%	1.21	2.5%	69%	False	False	214,933
20	50.18	46.59	3.59	7.3%	1.18	2.4%	69%	False	False	159,860
40	50.72	46.10	4.62	9.4%	1.17	2.4%	64%	False	False	132,563

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	53.92
2.618	52.11
1.618	51.00
1.000	50.31
0.618	49.89
HIGH	49.20
0.618	48.78
0.500	48.65
0.382	48.51
LOW	48.09
0.618	47.40
1.000	46.98
1.618	46.29
2.618	45.18
4.250	43.37

Fisher Pivots for day following 11-Sep-2017
Pivot	1 day	3 day
R1	48.93	49.13
PP	48.79	49.11
S1	48.65	49.09

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

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