NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Jun-2017 | 02-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 48.84 | 48.26 | -0.58 | -1.2% | 50.23 |  
                        | High | 49.40 | 48.42 | -0.98 | -2.0% | 50.53 |  
                        | Low | 48.15 | 46.98 | -1.17 | -2.4% | 46.98 |  
                        | Close | 48.60 | 47.87 | -0.73 | -1.5% | 47.87 |  
                        | Range | 1.25 | 1.44 | 0.19 | 15.2% | 3.55 |  
                        | ATR | 1.45 | 1.46 | 0.01 | 0.8% | 0.00 |  
                        | Volume | 149,702 | 154,530 | 4,828 | 3.2% | 568,051 |  | 
    
| 
        
            | Daily Pivots for day following 02-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.08 | 51.41 | 48.66 |  |  
                | R3 | 50.64 | 49.97 | 48.27 |  |  
                | R2 | 49.20 | 49.20 | 48.13 |  |  
                | R1 | 48.53 | 48.53 | 48.00 | 48.15 |  
                | PP | 47.76 | 47.76 | 47.76 | 47.56 |  
                | S1 | 47.09 | 47.09 | 47.74 | 46.71 |  
                | S2 | 46.32 | 46.32 | 47.61 |  |  
                | S3 | 44.88 | 45.65 | 47.47 |  |  
                | S4 | 43.44 | 44.21 | 47.08 |  |  | 
        
            | Weekly Pivots for week ending 02-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.11 | 57.04 | 49.82 |  |  
                | R3 | 55.56 | 53.49 | 48.85 |  |  
                | R2 | 52.01 | 52.01 | 48.52 |  |  
                | R1 | 49.94 | 49.94 | 48.20 | 49.20 |  
                | PP | 48.46 | 48.46 | 48.46 | 48.09 |  
                | S1 | 46.39 | 46.39 | 47.54 | 45.65 |  
                | S2 | 44.91 | 44.91 | 47.22 |  |  
                | S3 | 41.36 | 42.84 | 46.89 |  |  
                | S4 | 37.81 | 39.29 | 45.92 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.53 | 46.98 | 3.55 | 7.4% | 1.53 | 3.2% | 25% | False | True | 139,309 |  
                | 10 | 52.22 | 46.98 | 5.24 | 10.9% | 1.53 | 3.2% | 17% | False | True | 135,872 |  
                | 20 | 52.22 | 44.45 | 7.77 | 16.2% | 1.50 | 3.1% | 44% | False | False | 106,879 |  
                | 40 | 54.63 | 44.45 | 10.18 | 21.3% | 1.32 | 2.8% | 34% | False | False | 78,166 |  
                | 60 | 54.63 | 44.45 | 10.18 | 21.3% | 1.23 | 2.6% | 34% | False | False | 62,952 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 54.54 |  
            | 2.618 | 52.19 |  
            | 1.618 | 50.75 |  
            | 1.000 | 49.86 |  
            | 0.618 | 49.31 |  
            | HIGH | 48.42 |  
            | 0.618 | 47.87 |  
            | 0.500 | 47.70 |  
            | 0.382 | 47.53 |  
            | LOW | 46.98 |  
            | 0.618 | 46.09 |  
            | 1.000 | 45.54 |  
            | 1.618 | 44.65 |  
            | 2.618 | 43.21 |  
            | 4.250 | 40.86 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.81 | 48.47 |  
                                | PP | 47.76 | 48.27 |  
                                | S1 | 47.70 | 48.07 |  |