NYMEX Light Sweet Crude Oil Future March 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Feb-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 10-Feb-2017 | 13-Feb-2017 | Change | Change % | Previous Week |  
                        | Open | 53.15 | 53.80 | 0.65 | 1.2% | 53.81 |  
                        | High | 54.13 | 53.95 | -0.18 | -0.3% | 54.13 |  
                        | Low | 52.90 | 52.77 | -0.13 | -0.2% | 51.22 |  
                        | Close | 53.86 | 52.93 | -0.93 | -1.7% | 53.86 |  
                        | Range | 1.23 | 1.18 | -0.05 | -4.1% | 2.91 |  
                        | ATR | 1.27 | 1.27 | -0.01 | -0.5% | 0.00 |  
                        | Volume | 596,449 | 586,034 | -10,415 | -1.7% | 3,023,166 |  | 
    
| 
        
            | Daily Pivots for day following 13-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 56.76 | 56.02 | 53.58 |  |  
                | R3 | 55.58 | 54.84 | 53.25 |  |  
                | R2 | 54.40 | 54.40 | 53.15 |  |  
                | R1 | 53.66 | 53.66 | 53.04 | 53.44 |  
                | PP | 53.22 | 53.22 | 53.22 | 53.11 |  
                | S1 | 52.48 | 52.48 | 52.82 | 52.26 |  
                | S2 | 52.04 | 52.04 | 52.71 |  |  
                | S3 | 50.86 | 51.30 | 52.61 |  |  
                | S4 | 49.68 | 50.12 | 52.28 |  |  | 
        
            | 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 | 5.5% | 1.26 | 2.4% | 59% | False | False | 636,823 |  
                | 10 | 54.34 | 51.22 | 3.12 | 5.9% | 1.19 | 2.3% | 55% | False | False | 570,624 |  
                | 20 | 54.34 | 51.22 | 3.12 | 5.9% | 1.23 | 2.3% | 55% | False | False | 548,033 |  
                | 40 | 56.18 | 51.22 | 4.96 | 9.4% | 1.27 | 2.4% | 34% | False | False | 357,047 |  
                | 60 | 56.24 | 46.62 | 9.62 | 18.2% | 1.44 | 2.7% | 66% | False | False | 280,086 |  
                | 80 | 56.24 | 44.49 | 11.75 | 22.2% | 1.43 | 2.7% | 72% | False | False | 225,020 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.97 |  
            | 2.618 | 57.04 |  
            | 1.618 | 55.86 |  
            | 1.000 | 55.13 |  
            | 0.618 | 54.68 |  
            | HIGH | 53.95 |  
            | 0.618 | 53.50 |  
            | 0.500 | 53.36 |  
            | 0.382 | 53.22 |  
            | LOW | 52.77 |  
            | 0.618 | 52.04 |  
            | 1.000 | 51.59 |  
            | 1.618 | 50.86 |  
            | 2.618 | 49.68 |  
            | 4.250 | 47.76 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Feb-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 53.36 | 53.25 |  
                                | PP | 53.22 | 53.14 |  
                                | S1 | 53.07 | 53.04 |  |