NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-May-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-May-2017 | 30-May-2017 | Change | Change % | Previous Week |  
                        | Open | 49.00 | 50.23 | 1.23 | 2.5% | 51.78 |  
                        | High | 50.18 | 50.53 | 0.35 | 0.7% | 52.22 |  
                        | Low | 48.44 | 49.27 | 0.83 | 1.7% | 48.44 |  
                        | Close | 50.05 | 49.91 | -0.14 | -0.3% | 50.05 |  
                        | Range | 1.74 | 1.26 | -0.48 | -27.6% | 3.78 |  
                        | ATR | 1.44 | 1.43 | -0.01 | -0.9% | 0.00 |  
                        | Volume | 128,497 | 111,364 | -17,133 | -13.3% | 695,487 |  | 
    
| 
        
            | Daily Pivots for day following 30-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 53.68 | 53.06 | 50.60 |  |  
                | R3 | 52.42 | 51.80 | 50.26 |  |  
                | R2 | 51.16 | 51.16 | 50.14 |  |  
                | R1 | 50.54 | 50.54 | 50.03 | 50.22 |  
                | PP | 49.90 | 49.90 | 49.90 | 49.75 |  
                | S1 | 49.28 | 49.28 | 49.79 | 48.96 |  
                | S2 | 48.64 | 48.64 | 49.68 |  |  
                | S3 | 47.38 | 48.02 | 49.56 |  |  
                | S4 | 46.12 | 46.76 | 49.22 |  |  | 
        
            | 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% | 1.71 | 3.4% | 39% | False | False | 142,040 |  
                | 10 | 52.22 | 48.44 | 3.78 | 7.6% | 1.48 | 3.0% | 39% | False | False | 113,623 |  
                | 20 | 52.22 | 44.45 | 7.77 | 15.6% | 1.53 | 3.1% | 70% | False | False | 91,979 |  
                | 40 | 54.63 | 44.45 | 10.18 | 20.4% | 1.28 | 2.6% | 54% | False | False | 69,408 |  
                | 60 | 55.15 | 44.45 | 10.70 | 21.4% | 1.22 | 2.4% | 51% | False | False | 56,717 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.89 |  
            | 2.618 | 53.83 |  
            | 1.618 | 52.57 |  
            | 1.000 | 51.79 |  
            | 0.618 | 51.31 |  
            | HIGH | 50.53 |  
            | 0.618 | 50.05 |  
            | 0.500 | 49.90 |  
            | 0.382 | 49.75 |  
            | LOW | 49.27 |  
            | 0.618 | 48.49 |  
            | 1.000 | 48.01 |  
            | 1.618 | 47.23 |  
            | 2.618 | 45.97 |  
            | 4.250 | 43.92 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-May-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 49.91 | 50.33 |  
                                | PP | 49.90 | 50.19 |  
                                | S1 | 49.90 | 50.05 |  |