NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 21-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 20-Jun-2017 | 21-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 44.33 | 43.38 | -0.95 | -2.1% | 46.01 |  
                        | High | 44.69 | 44.20 | -0.49 | -1.1% | 46.94 |  
                        | Low | 42.94 | 42.05 | -0.89 | -2.1% | 44.45 |  
                        | Close | 43.51 | 42.53 | -0.98 | -2.3% | 44.97 |  
                        | Range | 1.75 | 2.15 | 0.40 | 22.9% | 2.49 |  
                        | ATR | 1.34 | 1.39 | 0.06 | 4.4% | 0.00 |  
                        | Volume | 894,104 | 1,071,747 | 177,643 | 19.9% | 1,720,970 |  | 
    
| 
        
            | Daily Pivots for day following 21-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.38 | 48.10 | 43.71 |  |  
                | R3 | 47.23 | 45.95 | 43.12 |  |  
                | R2 | 45.08 | 45.08 | 42.92 |  |  
                | R1 | 43.80 | 43.80 | 42.73 | 43.37 |  
                | PP | 42.93 | 42.93 | 42.93 | 42.71 |  
                | S1 | 41.65 | 41.65 | 42.33 | 41.22 |  
                | S2 | 40.78 | 40.78 | 42.14 |  |  
                | S3 | 38.63 | 39.50 | 41.94 |  |  
                | S4 | 36.48 | 37.35 | 41.35 |  |  | 
        
            | 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 | 45.28 | 42.05 | 3.23 | 7.6% | 1.24 | 2.9% | 15% | False | True | 664,011 |  
                | 10 | 46.94 | 42.05 | 4.89 | 11.5% | 1.20 | 2.8% | 10% | False | True | 484,530 |  
                | 20 | 52.22 | 42.05 | 10.17 | 23.9% | 1.48 | 3.5% | 5% | False | True | 335,111 |  
                | 40 | 52.22 | 42.05 | 10.17 | 23.9% | 1.42 | 3.3% | 5% | False | True | 204,836 |  
                | 60 | 54.63 | 42.05 | 12.58 | 29.6% | 1.29 | 3.0% | 4% | False | True | 149,990 |  
                | 80 | 55.56 | 42.05 | 13.51 | 31.8% | 1.24 | 2.9% | 4% | False | True | 120,090 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 53.34 |  
            | 2.618 | 49.83 |  
            | 1.618 | 47.68 |  
            | 1.000 | 46.35 |  
            | 0.618 | 45.53 |  
            | HIGH | 44.20 |  
            | 0.618 | 43.38 |  
            | 0.500 | 43.13 |  
            | 0.382 | 42.87 |  
            | LOW | 42.05 |  
            | 0.618 | 40.72 |  
            | 1.000 | 39.90 |  
            | 1.618 | 38.57 |  
            | 2.618 | 36.42 |  
            | 4.250 | 32.91 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 21-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 43.13 | 43.67 |  
                                | PP | 42.93 | 43.29 |  
                                | S1 | 42.73 | 42.91 |  |