NYMEX Light Sweet Crude Oil Future September 2018

Trading Metrics calculated at close of trading on 04-Jun-2018

Day Change Summary
	Previous	Current
	01-Jun-2018	04-Jun-2018	Change	Change %	Previous Week
Open	66.60	65.35	-1.25	-1.9%	67.06
High	66.79	65.72	-1.07	-1.6%	68.07
Low	65.25	64.35	-0.90	-1.4%	65.25
Close	65.53	64.48	-1.05	-1.6%	65.53
Range	1.54	1.37	-0.17	-11.0%	2.82
ATR	1.54	1.53	-0.01	-0.8%	0.00
Volume	174,268	116,106	-58,162	-33.4%	517,495

Daily Pivots for day following 04-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	68.96	68.09	65.23
R3	67.59	66.72	64.86
R2	66.22	66.22	64.73
R1	65.35	65.35	64.61	65.10
PP	64.85	64.85	64.85	64.73
S1	63.98	63.98	64.35	63.73
S2	63.48	63.48	64.23
S3	62.11	62.61	64.10
S4	60.74	61.24	63.73

Weekly Pivots for week ending 01-Jun-2018
	Classic	Woodie	Camarilla	DeMark
R4	74.74	72.96	67.08
R3	71.92	70.14	66.31
R2	69.10	69.10	66.05
R1	67.32	67.32	65.79	66.80
PP	66.28	66.28	66.28	66.03
S1	64.50	64.50	65.27	63.98
S2	63.46	63.46	65.01
S3	60.64	61.68	64.75
S4	57.82	58.86	63.98

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	68.07	64.35	3.72	5.8%	1.68	2.6%	3%	False	True	126,720
10	72.21	64.35	7.86	12.2%	1.64	2.5%	2%	False	True	107,504
20	72.21	64.35	7.86	12.2%	1.45	2.3%	2%	False	True	92,037
40	72.21	61.26	10.95	17.0%	1.43	2.2%	29%	False	False	76,728

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.21
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	71.54
2.618	69.31
1.618	67.94
1.000	67.09
0.618	66.57
HIGH	65.72
0.618	65.20
0.500	65.04
0.382	64.87
LOW	64.35
0.618	63.50
1.000	62.98
1.618	62.13
2.618	60.76
4.250	58.53

Fisher Pivots for day following 04-Jun-2018
Pivot	1 day	3 day
R1	65.04	66.03
PP	64.85	65.51
S1	64.67	65.00

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

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