NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jun-2017 | 08-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 48.18 | 46.13 | -2.05 | -4.3% | 50.23 |  
                        | High | 48.36 | 46.42 | -1.94 | -4.0% | 50.53 |  
                        | Low | 45.89 | 45.48 | -0.41 | -0.9% | 46.98 |  
                        | Close | 45.98 | 45.89 | -0.09 | -0.2% | 47.87 |  
                        | Range | 2.47 | 0.94 | -1.53 | -61.9% | 3.55 |  
                        | ATR | 1.54 | 1.50 | -0.04 | -2.8% | 0.00 |  
                        | Volume | 423,501 | 317,457 | -106,044 | -25.0% | 568,051 |  | 
    
| 
        
            | Daily Pivots for day following 08-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 48.75 | 48.26 | 46.41 |  |  
                | R3 | 47.81 | 47.32 | 46.15 |  |  
                | R2 | 46.87 | 46.87 | 46.06 |  |  
                | R1 | 46.38 | 46.38 | 45.98 | 46.16 |  
                | PP | 45.93 | 45.93 | 45.93 | 45.82 |  
                | S1 | 45.44 | 45.44 | 45.80 | 45.22 |  
                | S2 | 44.99 | 44.99 | 45.72 |  |  
                | S3 | 44.05 | 44.50 | 45.63 |  |  
                | S4 | 43.11 | 43.56 | 45.37 |  |  | 
        
            | 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 | 48.62 | 45.48 | 3.14 | 6.8% | 1.57 | 3.4% | 13% | False | True | 255,120 |  
                | 10 | 52.22 | 45.48 | 6.74 | 14.7% | 1.76 | 3.8% | 6% | False | True | 197,836 |  
                | 20 | 52.22 | 45.48 | 6.74 | 14.7% | 1.46 | 3.2% | 6% | False | True | 146,550 |  
                | 40 | 54.63 | 44.45 | 10.18 | 22.2% | 1.38 | 3.0% | 14% | False | False | 102,500 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.2% | 1.23 | 2.7% | 14% | False | False | 79,085 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 50.42 |  
            | 2.618 | 48.88 |  
            | 1.618 | 47.94 |  
            | 1.000 | 47.36 |  
            | 0.618 | 47.00 |  
            | HIGH | 46.42 |  
            | 0.618 | 46.06 |  
            | 0.500 | 45.95 |  
            | 0.382 | 45.84 |  
            | LOW | 45.48 |  
            | 0.618 | 44.90 |  
            | 1.000 | 44.54 |  
            | 1.618 | 43.96 |  
            | 2.618 | 43.02 |  
            | 4.250 | 41.49 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 08-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.95 | 47.01 |  
                                | PP | 45.93 | 46.64 |  
                                | S1 | 45.91 | 46.26 |  |