NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-May-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-May-2017 | 31-May-2017 | Change | Change % | Previous Week |  
                        | Open | 50.23 | 49.88 | -0.35 | -0.7% | 51.78 |  
                        | High | 50.53 | 49.95 | -0.58 | -1.1% | 52.22 |  
                        | Low | 49.27 | 47.98 | -1.29 | -2.6% | 48.44 |  
                        | Close | 49.91 | 48.56 | -1.35 | -2.7% | 50.05 |  
                        | Range | 1.26 | 1.97 | 0.71 | 56.3% | 3.78 |  
                        | ATR | 1.43 | 1.47 | 0.04 | 2.7% | 0.00 |  
                        | Volume | 111,364 | 152,455 | 41,091 | 36.9% | 695,487 |  | 
    
| 
        
            | Daily Pivots for day following 31-May-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.74 | 53.62 | 49.64 |  |  
                | R3 | 52.77 | 51.65 | 49.10 |  |  
                | R2 | 50.80 | 50.80 | 48.92 |  |  
                | R1 | 49.68 | 49.68 | 48.74 | 49.26 |  
                | PP | 48.83 | 48.83 | 48.83 | 48.62 |  
                | S1 | 47.71 | 47.71 | 48.38 | 47.29 |  
                | S2 | 46.86 | 46.86 | 48.20 |  |  
                | S3 | 44.89 | 45.74 | 48.02 |  |  
                | S4 | 42.92 | 43.77 | 47.48 |  |  | 
        
            | 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 | 47.98 | 4.24 | 8.7% | 1.87 | 3.8% | 14% | False | True | 149,818 |  
                | 10 | 52.22 | 47.98 | 4.24 | 8.7% | 1.56 | 3.2% | 14% | False | True | 120,283 |  
                | 20 | 52.22 | 44.45 | 7.77 | 16.0% | 1.53 | 3.1% | 53% | False | False | 97,233 |  
                | 40 | 54.63 | 44.45 | 10.18 | 21.0% | 1.31 | 2.7% | 40% | False | False | 72,374 |  
                | 60 | 55.15 | 44.45 | 10.70 | 22.0% | 1.24 | 2.6% | 38% | False | False | 58,901 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.32 |  
            | 2.618 | 55.11 |  
            | 1.618 | 53.14 |  
            | 1.000 | 51.92 |  
            | 0.618 | 51.17 |  
            | HIGH | 49.95 |  
            | 0.618 | 49.20 |  
            | 0.500 | 48.97 |  
            | 0.382 | 48.73 |  
            | LOW | 47.98 |  
            | 0.618 | 46.76 |  
            | 1.000 | 46.01 |  
            | 1.618 | 44.79 |  
            | 2.618 | 42.82 |  
            | 4.250 | 39.61 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 31-May-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 48.97 | 49.26 |  
                                | PP | 48.83 | 49.02 |  
                                | S1 | 48.70 | 48.79 |  |