NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jun-2017 | 07-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 47.55 | 48.18 | 0.63 | 1.3% | 50.23 |  
                        | High | 48.54 | 48.36 | -0.18 | -0.4% | 50.53 |  
                        | Low | 47.12 | 45.89 | -1.23 | -2.6% | 46.98 |  
                        | Close | 48.34 | 45.98 | -2.36 | -4.9% | 47.87 |  
                        | Range | 1.42 | 2.47 | 1.05 | 73.9% | 3.55 |  
                        | ATR | 1.47 | 1.54 | 0.07 | 4.9% | 0.00 |  
                        | Volume | 217,180 | 423,501 | 206,321 | 95.0% | 568,051 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.15 | 52.54 | 47.34 |  |  
                | R3 | 51.68 | 50.07 | 46.66 |  |  
                | R2 | 49.21 | 49.21 | 46.43 |  |  
                | R1 | 47.60 | 47.60 | 46.21 | 47.17 |  
                | PP | 46.74 | 46.74 | 46.74 | 46.53 |  
                | S1 | 45.13 | 45.13 | 45.75 | 44.70 |  
                | S2 | 44.27 | 44.27 | 45.53 |  |  
                | S3 | 41.80 | 42.66 | 45.30 |  |  
                | S4 | 39.33 | 40.19 | 44.62 |  |  | 
        
            | 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 | 49.40 | 45.89 | 3.51 | 7.6% | 1.63 | 3.5% | 3% | False | True | 221,569 |  
                | 10 | 52.22 | 45.89 | 6.33 | 13.8% | 1.75 | 3.8% | 1% | False | True | 185,693 |  
                | 20 | 52.22 | 45.89 | 6.33 | 13.8% | 1.50 | 3.3% | 1% | False | True | 134,753 |  
                | 40 | 54.63 | 44.45 | 10.18 | 22.1% | 1.38 | 3.0% | 15% | False | False | 95,472 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.1% | 1.24 | 2.7% | 15% | False | False | 74,599 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.86 |  
            | 2.618 | 54.83 |  
            | 1.618 | 52.36 |  
            | 1.000 | 50.83 |  
            | 0.618 | 49.89 |  
            | HIGH | 48.36 |  
            | 0.618 | 47.42 |  
            | 0.500 | 47.13 |  
            | 0.382 | 46.83 |  
            | LOW | 45.89 |  
            | 0.618 | 44.36 |  
            | 1.000 | 43.42 |  
            | 1.618 | 41.89 |  
            | 2.618 | 39.42 |  
            | 4.250 | 35.39 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.13 | 47.26 |  
                                | PP | 46.74 | 46.83 |  
                                | S1 | 46.36 | 46.41 |  |