NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 26-May-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 25-May-2017 | 26-May-2017 | Change | Change % | Previous Week |  
                        | Open | 51.47 | 49.00 | -2.47 | -4.8% | 51.78 |  
                        | High | 52.22 | 50.18 | -2.04 | -3.9% | 52.22 |  
                        | Low | 48.70 | 48.44 | -0.26 | -0.5% | 48.44 |  
                        | Close | 49.14 | 50.05 | 0.91 | 1.9% | 50.05 |  
                        | Range | 3.52 | 1.74 | -1.78 | -50.6% | 3.78 |  
                        | ATR | 1.42 | 1.44 | 0.02 | 1.6% | 0.00 |  
                        | Volume | 160,742 | 128,497 | -32,245 | -20.1% | 695,487 |  | 
    
| 
        
            | Daily Pivots for day following 26-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.78 | 54.15 | 51.01 |  |  
                | R3 | 53.04 | 52.41 | 50.53 |  |  
                | R2 | 51.30 | 51.30 | 50.37 |  |  
                | R1 | 50.67 | 50.67 | 50.21 | 50.99 |  
                | PP | 49.56 | 49.56 | 49.56 | 49.71 |  
                | S1 | 48.93 | 48.93 | 49.89 | 49.25 |  
                | S2 | 47.82 | 47.82 | 49.73 |  |  
                | S3 | 46.08 | 47.19 | 49.57 |  |  
                | S4 | 44.34 | 45.45 | 49.09 |  |  | 
        
            | Weekly Pivots for week ending 26-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.58 | 59.59 | 52.13 |  |  
                | R3 | 57.80 | 55.81 | 51.09 |  |  
                | R2 | 54.02 | 54.02 | 50.74 |  |  
                | R1 | 52.03 | 52.03 | 50.40 | 51.14 |  
                | PP | 50.24 | 50.24 | 50.24 | 49.79 |  
                | S1 | 48.25 | 48.25 | 49.70 | 47.36 |  
                | S2 | 46.46 | 46.46 | 49.36 |  |  
                | S3 | 42.68 | 44.47 | 49.01 |  |  
                | S4 | 38.90 | 40.69 | 47.97 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 52.22 | 48.44 | 3.78 | 7.6% | 1.61 | 3.2% | 43% | False | True | 139,097 |  
                | 10 | 52.22 | 48.35 | 3.87 | 7.7% | 1.54 | 3.1% | 44% | False | False | 111,046 |  
                | 20 | 52.22 | 44.45 | 7.77 | 15.5% | 1.50 | 3.0% | 72% | False | False | 88,621 |  
                | 40 | 54.63 | 44.45 | 10.18 | 20.3% | 1.27 | 2.5% | 55% | False | False | 67,409 |  
                | 60 | 55.15 | 44.45 | 10.70 | 21.4% | 1.21 | 2.4% | 52% | False | False | 55,058 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 57.58 |  
            | 2.618 | 54.74 |  
            | 1.618 | 53.00 |  
            | 1.000 | 51.92 |  
            | 0.618 | 51.26 |  
            | HIGH | 50.18 |  
            | 0.618 | 49.52 |  
            | 0.500 | 49.31 |  
            | 0.382 | 49.10 |  
            | LOW | 48.44 |  
            | 0.618 | 47.36 |  
            | 1.000 | 46.70 |  
            | 1.618 | 45.62 |  
            | 2.618 | 43.88 |  
            | 4.250 | 41.05 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 26-May-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 49.80 | 50.33 |  
                                | PP | 49.56 | 50.24 |  
                                | S1 | 49.31 | 50.14 |  |