NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jun-2017 | 14-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 46.22 | 46.13 | -0.09 | -0.2% | 47.94 |  
                        | High | 46.77 | 46.68 | -0.09 | -0.2% | 48.62 |  
                        | Low | 45.79 | 44.74 | -1.05 | -2.3% | 45.48 |  
                        | Close | 46.67 | 44.93 | -1.74 | -3.7% | 46.07 |  
                        | Range | 0.98 | 1.94 | 0.96 | 98.0% | 3.14 |  
                        | ATR | 1.39 | 1.43 | 0.04 | 2.8% | 0.00 |  
                        | Volume | 336,773 | 460,269 | 123,496 | 36.7% | 1,341,127 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 51.27 | 50.04 | 46.00 |  |  
                | R3 | 49.33 | 48.10 | 45.46 |  |  
                | R2 | 47.39 | 47.39 | 45.29 |  |  
                | R1 | 46.16 | 46.16 | 45.11 | 45.81 |  
                | PP | 45.45 | 45.45 | 45.45 | 45.27 |  
                | S1 | 44.22 | 44.22 | 44.75 | 43.87 |  
                | S2 | 43.51 | 43.51 | 44.57 |  |  
                | S3 | 41.57 | 42.28 | 44.40 |  |  
                | S4 | 39.63 | 40.34 | 43.86 |  |  | 
        
            | 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 | 46.94 | 44.74 | 2.20 | 4.9% | 1.16 | 2.6% | 9% | False | True | 305,048 |  
                | 10 | 49.40 | 44.74 | 4.66 | 10.4% | 1.40 | 3.1% | 4% | False | True | 263,309 |  
                | 20 | 52.22 | 44.74 | 7.48 | 16.6% | 1.48 | 3.3% | 3% | False | True | 191,796 |  
                | 40 | 53.62 | 44.45 | 9.17 | 20.4% | 1.44 | 3.2% | 5% | False | False | 128,752 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.7% | 1.26 | 2.8% | 5% | False | False | 97,107 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 54.93 |  
            | 2.618 | 51.76 |  
            | 1.618 | 49.82 |  
            | 1.000 | 48.62 |  
            | 0.618 | 47.88 |  
            | HIGH | 46.68 |  
            | 0.618 | 45.94 |  
            | 0.500 | 45.71 |  
            | 0.382 | 45.48 |  
            | LOW | 44.74 |  
            | 0.618 | 43.54 |  
            | 1.000 | 42.80 |  
            | 1.618 | 41.60 |  
            | 2.618 | 39.66 |  
            | 4.250 | 36.50 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.71 | 45.84 |  
                                | PP | 45.45 | 45.54 |  
                                | S1 | 45.19 | 45.23 |  |