NYMEX Light Sweet Crude Oil Future April 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Feb-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Feb-2017 | 08-Feb-2017 | Change | Change % | Previous Week |  
                        | Open | 53.71 | 52.35 | -1.36 | -2.5% | 53.68 |  
                        | High | 53.85 | 53.24 | -0.61 | -1.1% | 54.96 |  
                        | Low | 52.26 | 51.86 | -0.40 | -0.8% | 52.90 |  
                        | Close | 52.78 | 52.91 | 0.13 | 0.2% | 54.47 |  
                        | Range | 1.59 | 1.38 | -0.21 | -13.2% | 2.06 |  
                        | ATR | 1.27 | 1.28 | 0.01 | 0.6% | 0.00 |  
                        | Volume | 240,859 | 340,960 | 100,101 | 41.6% | 766,124 |  | 
    
| 
        
            | Daily Pivots for day following 08-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 56.81 | 56.24 | 53.67 |  |  
                | R3 | 55.43 | 54.86 | 53.29 |  |  
                | R2 | 54.05 | 54.05 | 53.16 |  |  
                | R1 | 53.48 | 53.48 | 53.04 | 53.77 |  
                | PP | 52.67 | 52.67 | 52.67 | 52.81 |  
                | S1 | 52.10 | 52.10 | 52.78 | 52.39 |  
                | S2 | 51.29 | 51.29 | 52.66 |  |  
                | S3 | 49.91 | 50.72 | 52.53 |  |  
                | S4 | 48.53 | 49.34 | 52.15 |  |  | 
        
            | Weekly Pivots for week ending 03-Feb-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 60.29 | 59.44 | 55.60 |  |  
                | R3 | 58.23 | 57.38 | 55.04 |  |  
                | R2 | 56.17 | 56.17 | 54.85 |  |  
                | R1 | 55.32 | 55.32 | 54.66 | 55.75 |  
                | PP | 54.11 | 54.11 | 54.11 | 54.32 |  
                | S1 | 53.26 | 53.26 | 54.28 | 53.69 |  
                | S2 | 52.05 | 52.05 | 54.09 |  |  
                | S3 | 49.99 | 51.20 | 53.90 |  |  
                | S4 | 47.93 | 49.14 | 53.34 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 54.96 | 51.86 | 3.10 | 5.9% | 1.20 | 2.3% | 34% | False | True | 184,618 |  
                | 10 | 54.96 | 51.86 | 3.10 | 5.9% | 1.23 | 2.3% | 34% | False | True | 170,249 |  
                | 20 | 55.16 | 51.86 | 3.30 | 6.2% | 1.25 | 2.4% | 32% | False | True | 141,484 |  
                | 40 | 56.92 | 51.86 | 5.06 | 9.6% | 1.29 | 2.4% | 21% | False | True | 98,987 |  
                | 60 | 56.92 | 45.18 | 11.74 | 22.2% | 1.43 | 2.7% | 66% | False | False | 84,039 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 59.11 |  
            | 2.618 | 56.85 |  
            | 1.618 | 55.47 |  
            | 1.000 | 54.62 |  
            | 0.618 | 54.09 |  
            | HIGH | 53.24 |  
            | 0.618 | 52.71 |  
            | 0.500 | 52.55 |  
            | 0.382 | 52.39 |  
            | LOW | 51.86 |  
            | 0.618 | 51.01 |  
            | 1.000 | 50.48 |  
            | 1.618 | 49.63 |  
            | 2.618 | 48.25 |  
            | 4.250 | 46.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Feb-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.79 | 53.32 |  
                                | PP | 52.67 | 53.18 |  
                                | S1 | 52.55 | 53.05 |  |