NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2017 | 19-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 44.46 | 44.89 | 0.43 | 1.0% | 46.01 |  
                        | High | 45.18 | 45.28 | 0.10 | 0.2% | 46.94 |  
                        | Low | 44.46 | 44.26 | -0.20 | -0.4% | 44.45 |  
                        | Close | 44.97 | 44.43 | -0.54 | -1.2% | 44.97 |  
                        | Range | 0.72 | 1.02 | 0.30 | 41.7% | 2.49 |  
                        | ATR | 1.32 | 1.30 | -0.02 | -1.6% | 0.00 |  
                        | Volume | 393,720 | 620,967 | 227,247 | 57.7% | 1,720,970 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.72 | 47.09 | 44.99 |  |  
                | R3 | 46.70 | 46.07 | 44.71 |  |  
                | R2 | 45.68 | 45.68 | 44.62 |  |  
                | R1 | 45.05 | 45.05 | 44.52 | 44.86 |  
                | PP | 44.66 | 44.66 | 44.66 | 44.56 |  
                | S1 | 44.03 | 44.03 | 44.34 | 43.84 |  
                | S2 | 43.64 | 43.64 | 44.24 |  |  
                | S3 | 42.62 | 43.01 | 44.15 |  |  
                | S4 | 41.60 | 41.99 | 43.87 |  |  | 
        
            | 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 | 46.77 | 44.26 | 2.51 | 5.6% | 1.05 | 2.4% | 7% | False | True | 430,249 |  
                | 10 | 48.54 | 44.26 | 4.28 | 9.6% | 1.20 | 2.7% | 4% | False | True | 352,013 |  
                | 20 | 52.22 | 44.26 | 7.96 | 17.9% | 1.38 | 3.1% | 2% | False | True | 247,330 |  
                | 40 | 52.22 | 44.26 | 7.96 | 17.9% | 1.37 | 3.1% | 2% | False | True | 158,175 |  
                | 60 | 54.63 | 44.26 | 10.37 | 23.3% | 1.25 | 2.8% | 2% | False | True | 117,870 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 49.62 |  
            | 2.618 | 47.95 |  
            | 1.618 | 46.93 |  
            | 1.000 | 46.30 |  
            | 0.618 | 45.91 |  
            | HIGH | 45.28 |  
            | 0.618 | 44.89 |  
            | 0.500 | 44.77 |  
            | 0.382 | 44.65 |  
            | LOW | 44.26 |  
            | 0.618 | 43.63 |  
            | 1.000 | 43.24 |  
            | 1.618 | 42.61 |  
            | 2.618 | 41.59 |  
            | 4.250 | 39.93 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 44.77 | 44.77 |  
                                | PP | 44.66 | 44.66 |  
                                | S1 | 44.54 | 44.54 |  |