NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 15-Jun-2017 | 16-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 44.90 | 44.46 | -0.44 | -1.0% | 46.01 |  
                        | High | 45.03 | 45.18 | 0.15 | 0.3% | 46.94 |  
                        | Low | 44.45 | 44.46 | 0.01 | 0.0% | 44.45 |  
                        | Close | 44.68 | 44.97 | 0.29 | 0.6% | 44.97 |  
                        | Range | 0.58 | 0.72 | 0.14 | 24.1% | 2.49 |  
                        | ATR | 1.37 | 1.32 | -0.05 | -3.4% | 0.00 |  
                        | Volume | 339,519 | 393,720 | 54,201 | 16.0% | 1,720,970 |  | 
    
| 
        
            | Daily Pivots for day following 16-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.03 | 46.72 | 45.37 |  |  
                | R3 | 46.31 | 46.00 | 45.17 |  |  
                | R2 | 45.59 | 45.59 | 45.10 |  |  
                | R1 | 45.28 | 45.28 | 45.04 | 45.44 |  
                | PP | 44.87 | 44.87 | 44.87 | 44.95 |  
                | S1 | 44.56 | 44.56 | 44.90 | 44.72 |  
                | S2 | 44.15 | 44.15 | 44.84 |  |  
                | S3 | 43.43 | 43.84 | 44.77 |  |  
                | S4 | 42.71 | 43.12 | 44.57 |  |  | 
        
            | Weekly Pivots for week ending 16-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.92 | 51.44 | 46.34 |  |  
                | R3 | 50.43 | 48.95 | 45.65 |  |  
                | R2 | 47.94 | 47.94 | 45.43 |  |  
                | R1 | 46.46 | 46.46 | 45.20 | 45.96 |  
                | PP | 45.45 | 45.45 | 45.45 | 45.20 |  
                | S1 | 43.97 | 43.97 | 44.74 | 43.47 |  
                | S2 | 42.96 | 42.96 | 44.51 |  |  
                | S3 | 40.47 | 41.48 | 44.29 |  |  
                | S4 | 37.98 | 38.99 | 43.60 |  |  | 
    
    | 
            
                | 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 | 5.5% | 1.05 | 2.3% | 21% | False | False | 344,194 |  
                | 10 | 48.62 | 44.45 | 4.17 | 9.3% | 1.26 | 2.8% | 12% | False | False | 306,209 |  
                | 20 | 52.22 | 44.45 | 7.77 | 17.3% | 1.40 | 3.1% | 7% | False | False | 221,041 |  
                | 40 | 52.22 | 44.45 | 7.77 | 17.3% | 1.39 | 3.1% | 7% | False | False | 144,125 |  
                | 60 | 54.63 | 44.45 | 10.18 | 22.6% | 1.25 | 2.8% | 5% | False | False | 107,979 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 48.24 |  
            | 2.618 | 47.06 |  
            | 1.618 | 46.34 |  
            | 1.000 | 45.90 |  
            | 0.618 | 45.62 |  
            | HIGH | 45.18 |  
            | 0.618 | 44.90 |  
            | 0.500 | 44.82 |  
            | 0.382 | 44.74 |  
            | LOW | 44.46 |  
            | 0.618 | 44.02 |  
            | 1.000 | 43.74 |  
            | 1.618 | 43.30 |  
            | 2.618 | 42.58 |  
            | 4.250 | 41.40 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 16-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 44.92 | 45.57 |  
                                | PP | 44.87 | 45.37 |  
                                | S1 | 44.82 | 45.17 |  |