NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Feb-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Feb-2017 | 10-Feb-2017 | Change | Change % | Previous Week |  
                        | Open | 52.37 | 53.15 | 0.78 | 1.5% | 53.81 |  
                        | High | 53.21 | 54.13 | 0.92 | 1.7% | 54.13 |  
                        | Low | 52.37 | 52.90 | 0.53 | 1.0% | 51.22 |  
                        | Close | 53.00 | 53.86 | 0.86 | 1.6% | 53.86 |  
                        | Range | 0.84 | 1.23 | 0.39 | 46.4% | 2.91 |  
                        | ATR | 1.28 | 1.27 | 0.00 | -0.3% | 0.00 |  
                        | Volume | 610,196 | 596,449 | -13,747 | -2.3% | 3,023,166 |  | 
    
| 
        
            | Daily Pivots for day following 10-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 57.32 | 56.82 | 54.54 |  |  
                | R3 | 56.09 | 55.59 | 54.20 |  |  
                | R2 | 54.86 | 54.86 | 54.09 |  |  
                | R1 | 54.36 | 54.36 | 53.97 | 54.61 |  
                | PP | 53.63 | 53.63 | 53.63 | 53.76 |  
                | S1 | 53.13 | 53.13 | 53.75 | 53.38 |  
                | S2 | 52.40 | 52.40 | 53.63 |  |  
                | S3 | 51.17 | 51.90 | 53.52 |  |  
                | S4 | 49.94 | 50.67 | 53.18 |  |  | 
        
            | Weekly Pivots for week ending 10-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.80 | 60.74 | 55.46 |  |  
                | R3 | 58.89 | 57.83 | 54.66 |  |  
                | R2 | 55.98 | 55.98 | 54.39 |  |  
                | R1 | 54.92 | 54.92 | 54.13 | 55.45 |  
                | PP | 53.07 | 53.07 | 53.07 | 53.34 |  
                | S1 | 52.01 | 52.01 | 53.59 | 52.54 |  
                | S2 | 50.16 | 50.16 | 53.33 |  |  
                | S3 | 47.25 | 49.10 | 53.06 |  |  
                | S4 | 44.34 | 46.19 | 52.26 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 54.13 | 51.22 | 2.91 | 5.4% | 1.27 | 2.4% | 91% | True | False | 604,633 |  
                | 10 | 54.34 | 51.22 | 3.12 | 5.8% | 1.18 | 2.2% | 85% | False | False | 560,652 |  
                | 20 | 54.34 | 51.22 | 3.12 | 5.8% | 1.21 | 2.3% | 85% | False | False | 531,391 |  
                | 40 | 56.18 | 51.22 | 4.96 | 9.2% | 1.29 | 2.4% | 53% | False | False | 346,014 |  
                | 60 | 56.24 | 45.54 | 10.70 | 19.9% | 1.46 | 2.7% | 78% | False | False | 271,477 |  
                | 80 | 56.24 | 44.49 | 11.75 | 21.8% | 1.43 | 2.6% | 80% | False | False | 218,089 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 59.36 |  
            | 2.618 | 57.35 |  
            | 1.618 | 56.12 |  
            | 1.000 | 55.36 |  
            | 0.618 | 54.89 |  
            | HIGH | 54.13 |  
            | 0.618 | 53.66 |  
            | 0.500 | 53.52 |  
            | 0.382 | 53.37 |  
            | LOW | 52.90 |  
            | 0.618 | 52.14 |  
            | 1.000 | 51.67 |  
            | 1.618 | 50.91 |  
            | 2.618 | 49.68 |  
            | 4.250 | 47.67 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Feb-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 53.75 | 53.47 |  
                                | PP | 53.63 | 53.07 |  
                                | S1 | 53.52 | 52.68 |  |