NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 05-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 02-Jun-2017 | 05-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 48.26 | 47.94 | -0.32 | -0.7% | 50.23 |  
                        | High | 48.42 | 48.62 | 0.20 | 0.4% | 50.53 |  
                        | Low | 46.98 | 47.06 | 0.08 | 0.2% | 46.98 |  
                        | Close | 47.87 | 47.58 | -0.29 | -0.6% | 47.87 |  
                        | Range | 1.44 | 1.56 | 0.12 | 8.3% | 3.55 |  
                        | ATR | 1.46 | 1.47 | 0.01 | 0.5% | 0.00 |  
                        | Volume | 154,530 | 162,934 | 8,404 | 5.4% | 568,051 |  | 
    
| 
        
            | Daily Pivots for day following 05-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.43 | 51.57 | 48.44 |  |  
                | R3 | 50.87 | 50.01 | 48.01 |  |  
                | R2 | 49.31 | 49.31 | 47.87 |  |  
                | R1 | 48.45 | 48.45 | 47.72 | 48.10 |  
                | PP | 47.75 | 47.75 | 47.75 | 47.58 |  
                | S1 | 46.89 | 46.89 | 47.44 | 46.54 |  
                | S2 | 46.19 | 46.19 | 47.29 |  |  
                | S3 | 44.63 | 45.33 | 47.15 |  |  
                | S4 | 43.07 | 43.77 | 46.72 |  |  | 
        
            | 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 | 7.5% | 1.50 | 3.1% | 17% | False | False | 146,197 |  
                | 10 | 52.22 | 46.98 | 5.24 | 11.0% | 1.55 | 3.3% | 11% | False | False | 142,647 |  
                | 20 | 52.22 | 46.27 | 5.95 | 12.5% | 1.43 | 3.0% | 22% | False | False | 110,747 |  
                | 40 | 54.63 | 44.45 | 10.18 | 21.4% | 1.34 | 2.8% | 31% | False | False | 81,704 |  
                | 60 | 54.63 | 44.45 | 10.18 | 21.4% | 1.22 | 2.6% | 31% | False | False | 64,872 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.25 |  
            | 2.618 | 52.70 |  
            | 1.618 | 51.14 |  
            | 1.000 | 50.18 |  
            | 0.618 | 49.58 |  
            | HIGH | 48.62 |  
            | 0.618 | 48.02 |  
            | 0.500 | 47.84 |  
            | 0.382 | 47.66 |  
            | LOW | 47.06 |  
            | 0.618 | 46.10 |  
            | 1.000 | 45.50 |  
            | 1.618 | 44.54 |  
            | 2.618 | 42.98 |  
            | 4.250 | 40.43 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 05-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.84 | 48.19 |  
                                | PP | 47.75 | 47.99 |  
                                | S1 | 47.67 | 47.78 |  |