NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-May-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-May-2017 | 24-May-2017 | Change | Change % | Previous Week |  
                        | Open | 51.29 | 51.71 | 0.42 | 0.8% | 48.37 |  
                        | High | 52.04 | 52.10 | 0.06 | 0.1% | 51.13 |  
                        | Low | 50.85 | 51.26 | 0.41 | 0.8% | 48.35 |  
                        | Close | 51.72 | 51.59 | -0.13 | -0.3% | 50.92 |  
                        | Range | 1.19 | 0.84 | -0.35 | -29.4% | 2.78 |  
                        | ATR | 1.29 | 1.26 | -0.03 | -2.5% | 0.00 |  
                        | Volume | 113,568 | 196,032 | 82,464 | 72.6% | 414,980 |  | 
    
| 
        
            | Daily Pivots for day following 24-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.17 | 53.72 | 52.05 |  |  
                | R3 | 53.33 | 52.88 | 51.82 |  |  
                | R2 | 52.49 | 52.49 | 51.74 |  |  
                | R1 | 52.04 | 52.04 | 51.67 | 51.85 |  
                | PP | 51.65 | 51.65 | 51.65 | 51.55 |  
                | S1 | 51.20 | 51.20 | 51.51 | 51.01 |  
                | S2 | 50.81 | 50.81 | 51.44 |  |  
                | S3 | 49.97 | 50.36 | 51.36 |  |  
                | S4 | 49.13 | 49.52 | 51.13 |  |  | 
        
            | 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 | 52.10 | 48.66 | 3.44 | 6.7% | 1.14 | 2.2% | 85% | True | False | 113,759 |  
                | 10 | 52.10 | 47.99 | 4.11 | 8.0% | 1.17 | 2.3% | 88% | True | False | 95,265 |  
                | 20 | 52.10 | 44.45 | 7.65 | 14.8% | 1.34 | 2.6% | 93% | True | False | 81,803 |  
                | 40 | 54.63 | 44.45 | 10.18 | 19.7% | 1.20 | 2.3% | 70% | False | False | 61,621 |  
                | 60 | 55.56 | 44.45 | 11.11 | 21.5% | 1.16 | 2.2% | 64% | False | False | 51,175 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.67 |  
            | 2.618 | 54.30 |  
            | 1.618 | 53.46 |  
            | 1.000 | 52.94 |  
            | 0.618 | 52.62 |  
            | HIGH | 52.10 |  
            | 0.618 | 51.78 |  
            | 0.500 | 51.68 |  
            | 0.382 | 51.58 |  
            | LOW | 51.26 |  
            | 0.618 | 50.74 |  
            | 1.000 | 50.42 |  
            | 1.618 | 49.90 |  
            | 2.618 | 49.06 |  
            | 4.250 | 47.69 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-May-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 51.68 | 51.55 |  
                                | PP | 51.65 | 51.51 |  
                                | S1 | 51.62 | 51.48 |  |