NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 05-Jun-2017 | 06-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 47.94 | 47.55 | -0.39 | -0.8% | 50.23 |  
                        | High | 48.62 | 48.54 | -0.08 | -0.2% | 50.53 |  
                        | Low | 47.06 | 47.12 | 0.06 | 0.1% | 46.98 |  
                        | Close | 47.58 | 48.34 | 0.76 | 1.6% | 47.87 |  
                        | Range | 1.56 | 1.42 | -0.14 | -9.0% | 3.55 |  
                        | ATR | 1.47 | 1.47 | 0.00 | -0.3% | 0.00 |  
                        | Volume | 162,934 | 217,180 | 54,246 | 33.3% | 568,051 |  | 
    
| 
        
            | Daily Pivots for day following 06-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.26 | 51.72 | 49.12 |  |  
                | R3 | 50.84 | 50.30 | 48.73 |  |  
                | R2 | 49.42 | 49.42 | 48.60 |  |  
                | R1 | 48.88 | 48.88 | 48.47 | 49.15 |  
                | PP | 48.00 | 48.00 | 48.00 | 48.14 |  
                | S1 | 47.46 | 47.46 | 48.21 | 47.73 |  
                | S2 | 46.58 | 46.58 | 48.08 |  |  
                | S3 | 45.16 | 46.04 | 47.95 |  |  
                | S4 | 43.74 | 44.62 | 47.56 |  |  | 
        
            | 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 | 49.95 | 46.98 | 2.97 | 6.1% | 1.53 | 3.2% | 46% | False | False | 167,360 |  
                | 10 | 52.22 | 46.98 | 5.24 | 10.8% | 1.62 | 3.3% | 26% | False | False | 154,700 |  
                | 20 | 52.22 | 46.27 | 5.95 | 12.3% | 1.44 | 3.0% | 35% | False | False | 117,054 |  
                | 40 | 54.63 | 44.45 | 10.18 | 21.1% | 1.34 | 2.8% | 38% | False | False | 85,943 |  
                | 60 | 54.63 | 44.45 | 10.18 | 21.1% | 1.21 | 2.5% | 38% | False | False | 67,968 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 54.58 |  
            | 2.618 | 52.26 |  
            | 1.618 | 50.84 |  
            | 1.000 | 49.96 |  
            | 0.618 | 49.42 |  
            | HIGH | 48.54 |  
            | 0.618 | 48.00 |  
            | 0.500 | 47.83 |  
            | 0.382 | 47.66 |  
            | LOW | 47.12 |  
            | 0.618 | 46.24 |  
            | 1.000 | 45.70 |  
            | 1.618 | 44.82 |  
            | 2.618 | 43.40 |  
            | 4.250 | 41.09 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 06-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 48.17 | 48.16 |  
                                | PP | 48.00 | 47.98 |  
                                | S1 | 47.83 | 47.80 |  |