NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-May-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-May-2017 | 23-May-2017 | Change | Change % | Previous Week |  
                        | Open | 51.78 | 51.29 | -0.49 | -0.9% | 48.37 |  
                        | High | 51.78 | 52.04 | 0.26 | 0.5% | 51.13 |  
                        | Low | 51.03 | 50.85 | -0.18 | -0.4% | 48.35 |  
                        | Close | 51.40 | 51.72 | 0.32 | 0.6% | 50.92 |  
                        | Range | 0.75 | 1.19 | 0.44 | 58.7% | 2.78 |  
                        | ATR | 1.30 | 1.29 | -0.01 | -0.6% | 0.00 |  
                        | Volume | 96,648 | 113,568 | 16,920 | 17.5% | 414,980 |  | 
    
| 
        
            | Daily Pivots for day following 23-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.11 | 54.60 | 52.37 |  |  
                | R3 | 53.92 | 53.41 | 52.05 |  |  
                | R2 | 52.73 | 52.73 | 51.94 |  |  
                | R1 | 52.22 | 52.22 | 51.83 | 52.48 |  
                | PP | 51.54 | 51.54 | 51.54 | 51.66 |  
                | S1 | 51.03 | 51.03 | 51.61 | 51.29 |  
                | S2 | 50.35 | 50.35 | 51.50 |  |  
                | S3 | 49.16 | 49.84 | 51.39 |  |  
                | S4 | 47.97 | 48.65 | 51.07 |  |  | 
        
            | Weekly Pivots for week ending 19-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.47 | 57.48 | 52.45 |  |  
                | R3 | 55.69 | 54.70 | 51.68 |  |  
                | R2 | 52.91 | 52.91 | 51.43 |  |  
                | R1 | 51.92 | 51.92 | 51.17 | 52.42 |  
                | PP | 50.13 | 50.13 | 50.13 | 50.38 |  
                | S1 | 49.14 | 49.14 | 50.67 | 49.64 |  
                | S2 | 47.35 | 47.35 | 50.41 |  |  
                | S3 | 44.57 | 46.36 | 50.16 |  |  
                | S4 | 41.79 | 43.58 | 49.39 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 52.04 | 48.66 | 3.38 | 6.5% | 1.26 | 2.4% | 91% | True | False | 90,749 |  
                | 10 | 52.04 | 46.74 | 5.30 | 10.2% | 1.26 | 2.4% | 94% | True | False | 83,812 |  
                | 20 | 52.04 | 44.45 | 7.59 | 14.7% | 1.36 | 2.6% | 96% | True | False | 74,561 |  
                | 40 | 54.63 | 44.45 | 10.18 | 19.7% | 1.20 | 2.3% | 71% | False | False | 57,429 |  
                | 60 | 55.56 | 44.45 | 11.11 | 21.5% | 1.16 | 2.2% | 65% | False | False | 48,416 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 57.10 |  
            | 2.618 | 55.16 |  
            | 1.618 | 53.97 |  
            | 1.000 | 53.23 |  
            | 0.618 | 52.78 |  
            | HIGH | 52.04 |  
            | 0.618 | 51.59 |  
            | 0.500 | 51.45 |  
            | 0.382 | 51.30 |  
            | LOW | 50.85 |  
            | 0.618 | 50.11 |  
            | 1.000 | 49.66 |  
            | 1.618 | 48.92 |  
            | 2.618 | 47.73 |  
            | 4.250 | 45.79 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-May-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 51.63 | 51.45 |  
                                | PP | 51.54 | 51.17 |  
                                | S1 | 51.45 | 50.90 |  |