NYMEX Light Sweet Crude Oil Future May 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jan-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jan-2017 | 20-Jan-2017 | Change | Change % | Previous Week |  
                        | Open | 53.63 | 53.65 | 0.02 | 0.0% | 54.87 |  
                        | High | 54.09 | 54.94 | 0.85 | 1.6% | 55.85 |  
                        | Low | 53.27 | 53.49 | 0.22 | 0.4% | 53.22 |  
                        | Close | 53.50 | 54.62 | 1.12 | 2.1% | 54.62 |  
                        | Range | 0.82 | 1.45 | 0.63 | 76.8% | 2.63 |  
                        | ATR | 1.41 | 1.41 | 0.00 | 0.2% | 0.00 |  
                        | Volume | 40,066 | 73,019 | 32,953 | 82.2% | 218,014 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jan-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.70 | 58.11 | 55.42 |  |  
                | R3 | 57.25 | 56.66 | 55.02 |  |  
                | R2 | 55.80 | 55.80 | 54.89 |  |  
                | R1 | 55.21 | 55.21 | 54.75 | 55.51 |  
                | PP | 54.35 | 54.35 | 54.35 | 54.50 |  
                | S1 | 53.76 | 53.76 | 54.49 | 54.06 |  
                | S2 | 52.90 | 52.90 | 54.35 |  |  
                | S3 | 51.45 | 52.31 | 54.22 |  |  
                | S4 | 50.00 | 50.86 | 53.82 |  |  | 
        
            | Weekly Pivots for week ending 20-Jan-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 62.45 | 61.17 | 56.07 |  |  
                | R3 | 59.82 | 58.54 | 55.34 |  |  
                | R2 | 57.19 | 57.19 | 55.10 |  |  
                | R1 | 55.91 | 55.91 | 54.86 | 55.24 |  
                | PP | 54.56 | 54.56 | 54.56 | 54.23 |  
                | S1 | 53.28 | 53.28 | 54.38 | 52.61 |  
                | S2 | 51.93 | 51.93 | 54.14 |  |  
                | S3 | 49.30 | 50.65 | 53.90 |  |  
                | S4 | 46.67 | 48.02 | 53.17 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 61.10 |  
            | 2.618 | 58.74 |  
            | 1.618 | 57.29 |  
            | 1.000 | 56.39 |  
            | 0.618 | 55.84 |  
            | HIGH | 54.94 |  
            | 0.618 | 54.39 |  
            | 0.500 | 54.22 |  
            | 0.382 | 54.04 |  
            | LOW | 53.49 |  
            | 0.618 | 52.59 |  
            | 1.000 | 52.04 |  
            | 1.618 | 51.14 |  
            | 2.618 | 49.69 |  
            | 4.250 | 47.33 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jan-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 54.49 | 54.46 |  
                                | PP | 54.35 | 54.30 |  
                                | S1 | 54.22 | 54.14 |  |