NYMEX Light Sweet Crude Oil Future January 2018

Trading Metrics calculated at close of trading on 21-Sep-2017

Day Change Summary
	Previous	Current
	20-Sep-2017	21-Sep-2017	Change	Change %	Previous Week
Open	50.81	51.28	0.47	0.9%	49.00
High	51.61	51.37	-0.24	-0.5%	51.32
Low	50.70	50.72	0.02	0.0%	48.50
Close	51.29	51.21	-0.08	-0.2%	51.09
Range	0.91	0.65	-0.26	-28.6%	2.82
ATR	1.06	1.03	-0.03	-2.8%	0.00
Volume	74,475	62,419	-12,056	-16.2%	373,566

Daily Pivots for day following 21-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	53.05	52.78	51.57
R3	52.40	52.13	51.39
R2	51.75	51.75	51.33
R1	51.48	51.48	51.27	51.29
PP	51.10	51.10	51.10	51.01
S1	50.83	50.83	51.15	50.64
S2	50.45	50.45	51.09
S3	49.80	50.18	51.03
S4	49.15	49.53	50.85

Weekly Pivots for week ending 15-Sep-2017
	Classic	Woodie	Camarilla	DeMark
R4	58.76	57.75	52.64
R3	55.94	54.93	51.87
R2	53.12	53.12	51.61
R1	52.11	52.11	51.35	52.62
PP	50.30	50.30	50.30	50.56
S1	49.29	49.29	50.83	49.80
S2	47.48	47.48	50.57
S3	44.66	46.47	50.31
S4	41.84	43.65	49.54

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	51.61	50.31	1.30	2.5%	0.87	1.7%	69%	False	False	61,723
10	51.61	48.50	3.11	6.1%	1.00	1.9%	87%	False	False	68,601
20	51.61	46.95	4.66	9.1%	1.03	2.0%	91%	False	False	80,694

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.26
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	54.13
2.618	53.07
1.618	52.42
1.000	52.02
0.618	51.77
HIGH	51.37
0.618	51.12
0.500	51.05
0.382	50.97
LOW	50.72
0.618	50.32
1.000	50.07
1.618	49.67
2.618	49.02
4.250	47.96

Fisher Pivots for day following 21-Sep-2017
Pivot	1 day	3 day
R1	51.16	51.13
PP	51.10	51.05
S1	51.05	50.97

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

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