NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Jun-2017 | 12-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 45.97 | 46.01 | 0.04 | 0.1% | 47.94 |  
                        | High | 46.41 | 46.94 | 0.53 | 1.1% | 48.62 |  
                        | Low | 45.50 | 45.90 | 0.40 | 0.9% | 45.48 |  
                        | Close | 46.07 | 46.32 | 0.25 | 0.5% | 46.07 |  
                        | Range | 0.91 | 1.04 | 0.13 | 14.3% | 3.14 |  
                        | ATR | 1.45 | 1.43 | -0.03 | -2.0% | 0.00 |  
                        | Volume | 220,055 | 190,689 | -29,366 | -13.3% | 1,341,127 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.51 | 48.95 | 46.89 |  |  
                | R3 | 48.47 | 47.91 | 46.61 |  |  
                | R2 | 47.43 | 47.43 | 46.51 |  |  
                | R1 | 46.87 | 46.87 | 46.42 | 47.15 |  
                | PP | 46.39 | 46.39 | 46.39 | 46.53 |  
                | S1 | 45.83 | 45.83 | 46.22 | 46.11 |  
                | S2 | 45.35 | 45.35 | 46.13 |  |  
                | S3 | 44.31 | 44.79 | 46.03 |  |  
                | S4 | 43.27 | 43.75 | 45.75 |  |  | 
        
            | Weekly Pivots for week ending 09-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 56.14 | 54.25 | 47.80 |  |  
                | R3 | 53.00 | 51.11 | 46.93 |  |  
                | R2 | 49.86 | 49.86 | 46.65 |  |  
                | R1 | 47.97 | 47.97 | 46.36 | 47.35 |  
                | PP | 46.72 | 46.72 | 46.72 | 46.41 |  
                | S1 | 44.83 | 44.83 | 45.78 | 44.21 |  
                | S2 | 43.58 | 43.58 | 45.49 |  |  
                | S3 | 40.44 | 41.69 | 45.21 |  |  
                | S4 | 37.30 | 38.55 | 44.34 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 48.54 | 45.48 | 3.06 | 6.6% | 1.36 | 2.9% | 27% | False | False | 273,776 |  
                | 10 | 50.53 | 45.48 | 5.05 | 10.9% | 1.43 | 3.1% | 17% | False | False | 209,986 |  
                | 20 | 52.22 | 45.48 | 6.74 | 14.6% | 1.48 | 3.2% | 12% | False | False | 160,516 |  
                | 40 | 54.19 | 44.45 | 9.74 | 21.0% | 1.40 | 3.0% | 19% | False | False | 110,344 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.0% | 1.24 | 2.7% | 18% | False | False | 84,709 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.36 |  
            | 2.618 | 49.66 |  
            | 1.618 | 48.62 |  
            | 1.000 | 47.98 |  
            | 0.618 | 47.58 |  
            | HIGH | 46.94 |  
            | 0.618 | 46.54 |  
            | 0.500 | 46.42 |  
            | 0.382 | 46.30 |  
            | LOW | 45.90 |  
            | 0.618 | 45.26 |  
            | 1.000 | 44.86 |  
            | 1.618 | 44.22 |  
            | 2.618 | 43.18 |  
            | 4.250 | 41.48 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.42 | 46.28 |  
                                | PP | 46.39 | 46.25 |  
                                | S1 | 46.35 | 46.21 |  |