NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jun-2017 | 13-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 46.01 | 46.22 | 0.21 | 0.5% | 47.94 |  
                        | High | 46.94 | 46.77 | -0.17 | -0.4% | 48.62 |  
                        | Low | 45.90 | 45.79 | -0.11 | -0.2% | 45.48 |  
                        | Close | 46.32 | 46.67 | 0.35 | 0.8% | 46.07 |  
                        | Range | 1.04 | 0.98 | -0.06 | -5.8% | 3.14 |  
                        | ATR | 1.43 | 1.39 | -0.03 | -2.2% | 0.00 |  
                        | Volume | 190,689 | 336,773 | 146,084 | 76.6% | 1,341,127 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.35 | 48.99 | 47.21 |  |  
                | R3 | 48.37 | 48.01 | 46.94 |  |  
                | R2 | 47.39 | 47.39 | 46.85 |  |  
                | R1 | 47.03 | 47.03 | 46.76 | 47.21 |  
                | PP | 46.41 | 46.41 | 46.41 | 46.50 |  
                | S1 | 46.05 | 46.05 | 46.58 | 46.23 |  
                | S2 | 45.43 | 45.43 | 46.49 |  |  
                | S3 | 44.45 | 45.07 | 46.40 |  |  
                | S4 | 43.47 | 44.09 | 46.13 |  |  | 
        
            | 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 | 48.36 | 45.48 | 2.88 | 6.2% | 1.27 | 2.7% | 41% | False | False | 297,695 |  
                | 10 | 49.95 | 45.48 | 4.47 | 9.6% | 1.40 | 3.0% | 27% | False | False | 232,527 |  
                | 20 | 52.22 | 45.48 | 6.74 | 14.4% | 1.44 | 3.1% | 18% | False | False | 173,075 |  
                | 40 | 53.92 | 44.45 | 9.47 | 20.3% | 1.41 | 3.0% | 23% | False | False | 118,213 |  
                | 60 | 54.63 | 44.45 | 10.18 | 21.8% | 1.25 | 2.7% | 22% | False | False | 89,977 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 50.94 |  
            | 2.618 | 49.34 |  
            | 1.618 | 48.36 |  
            | 1.000 | 47.75 |  
            | 0.618 | 47.38 |  
            | HIGH | 46.77 |  
            | 0.618 | 46.40 |  
            | 0.500 | 46.28 |  
            | 0.382 | 46.16 |  
            | LOW | 45.79 |  
            | 0.618 | 45.18 |  
            | 1.000 | 44.81 |  
            | 1.618 | 44.20 |  
            | 2.618 | 43.22 |  
            | 4.250 | 41.63 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.54 | 46.52 |  
                                | PP | 46.41 | 46.37 |  
                                | S1 | 46.28 | 46.22 |  |