NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jun-2017 | 15-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 46.13 | 44.90 | -1.23 | -2.7% | 47.94 |  
                        | High | 46.68 | 45.03 | -1.65 | -3.5% | 48.62 |  
                        | Low | 44.74 | 44.45 | -0.29 | -0.6% | 45.48 |  
                        | Close | 44.93 | 44.68 | -0.25 | -0.6% | 46.07 |  
                        | Range | 1.94 | 0.58 | -1.36 | -70.1% | 3.14 |  
                        | ATR | 1.43 | 1.37 | -0.06 | -4.3% | 0.00 |  
                        | Volume | 460,269 | 339,519 | -120,750 | -26.2% | 1,341,127 |  | 
    
| 
        
            | Daily Pivots for day following 15-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 46.46 | 46.15 | 45.00 |  |  
                | R3 | 45.88 | 45.57 | 44.84 |  |  
                | R2 | 45.30 | 45.30 | 44.79 |  |  
                | R1 | 44.99 | 44.99 | 44.73 | 44.86 |  
                | PP | 44.72 | 44.72 | 44.72 | 44.65 |  
                | S1 | 44.41 | 44.41 | 44.63 | 44.28 |  
                | S2 | 44.14 | 44.14 | 44.57 |  |  
                | S3 | 43.56 | 43.83 | 44.52 |  |  
                | S4 | 42.98 | 43.25 | 44.36 |  |  | 
        
            | 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 | 44.45 | 2.49 | 5.6% | 1.09 | 2.4% | 9% | False | True | 309,461 |  
                | 10 | 48.62 | 44.45 | 4.17 | 9.3% | 1.33 | 3.0% | 6% | False | True | 282,290 |  
                | 20 | 52.22 | 44.45 | 7.77 | 17.4% | 1.44 | 3.2% | 3% | False | True | 204,723 |  
                | 40 | 52.22 | 44.45 | 7.77 | 17.4% | 1.39 | 3.1% | 3% | False | True | 135,390 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.8% | 1.25 | 2.8% | 2% | False | True | 102,180 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 47.50 |  
            | 2.618 | 46.55 |  
            | 1.618 | 45.97 |  
            | 1.000 | 45.61 |  
            | 0.618 | 45.39 |  
            | HIGH | 45.03 |  
            | 0.618 | 44.81 |  
            | 0.500 | 44.74 |  
            | 0.382 | 44.67 |  
            | LOW | 44.45 |  
            | 0.618 | 44.09 |  
            | 1.000 | 43.87 |  
            | 1.618 | 43.51 |  
            | 2.618 | 42.93 |  
            | 4.250 | 41.99 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 44.74 | 45.61 |  
                                | PP | 44.72 | 45.30 |  
                                | S1 | 44.70 | 44.99 |  |