NYMEX Light Sweet Crude Oil Future July 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jun-2017 | 20-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 44.68 | 44.11 | -0.57 | -1.3% | 45.80 |  
                        | High | 45.06 | 44.40 | -0.66 | -1.5% | 46.71 |  
                        | Low | 44.05 | 42.75 | -1.30 | -3.0% | 44.22 |  
                        | Close | 44.20 | 43.23 | -0.97 | -2.2% | 44.74 |  
                        | Range | 1.01 | 1.65 | 0.64 | 63.4% | 2.49 |  
                        | ATR | 1.32 | 1.34 | 0.02 | 1.8% | 0.00 |  
                        | Volume | 123,943 | 23,517 | -100,426 | -81.0% | 3,067,255 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 48.41 | 47.47 | 44.14 |  |  
                | R3 | 46.76 | 45.82 | 43.68 |  |  
                | R2 | 45.11 | 45.11 | 43.53 |  |  
                | R1 | 44.17 | 44.17 | 43.38 | 43.82 |  
                | PP | 43.46 | 43.46 | 43.46 | 43.28 |  
                | S1 | 42.52 | 42.52 | 43.08 | 42.17 |  
                | S2 | 41.81 | 41.81 | 42.93 |  |  
                | S3 | 40.16 | 40.87 | 42.78 |  |  
                | S4 | 38.51 | 39.22 | 42.32 |  |  | 
        
            | Weekly Pivots for week ending 16-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.69 | 51.21 | 46.11 |  |  
                | R3 | 50.20 | 48.72 | 45.42 |  |  
                | R2 | 47.71 | 47.71 | 45.20 |  |  
                | R1 | 46.23 | 46.23 | 44.97 | 45.73 |  
                | PP | 45.22 | 45.22 | 45.22 | 44.97 |  
                | S1 | 43.74 | 43.74 | 44.51 | 43.24 |  
                | S2 | 42.73 | 42.73 | 44.28 |  |  
                | S3 | 40.24 | 41.25 | 44.06 |  |  
                | S4 | 37.75 | 38.76 | 43.37 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 46.49 | 42.75 | 3.74 | 8.7% | 1.18 | 2.7% | 13% | False | True | 352,926 |  
                | 10 | 48.23 | 42.75 | 5.48 | 12.7% | 1.24 | 2.9% | 9% | False | True | 606,067 |  
                | 20 | 52.00 | 42.75 | 9.25 | 21.4% | 1.44 | 3.3% | 5% | False | True | 692,374 |  
                | 40 | 52.00 | 42.75 | 9.25 | 21.4% | 1.40 | 3.2% | 5% | False | True | 489,423 |  
                | 60 | 54.45 | 42.75 | 11.70 | 27.1% | 1.29 | 3.0% | 4% | False | True | 352,418 |  
                | 80 | 55.43 | 42.75 | 12.68 | 29.3% | 1.24 | 2.9% | 4% | False | True | 276,254 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.41 |  
            | 2.618 | 48.72 |  
            | 1.618 | 47.07 |  
            | 1.000 | 46.05 |  
            | 0.618 | 45.42 |  
            | HIGH | 44.40 |  
            | 0.618 | 43.77 |  
            | 0.500 | 43.58 |  
            | 0.382 | 43.38 |  
            | LOW | 42.75 |  
            | 0.618 | 41.73 |  
            | 1.000 | 41.10 |  
            | 1.618 | 40.08 |  
            | 2.618 | 38.43 |  
            | 4.250 | 35.74 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 43.58 | 43.91 |  
                                | PP | 43.46 | 43.68 |  
                                | S1 | 43.35 | 43.46 |  |