NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 21-Jun-2017 | 22-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 43.38 | 42.55 | -0.83 | -1.9% | 46.01 |  
                        | High | 44.20 | 43.32 | -0.88 | -2.0% | 46.94 |  
                        | Low | 42.05 | 42.26 | 0.21 | 0.5% | 44.45 |  
                        | Close | 42.53 | 42.74 | 0.21 | 0.5% | 44.97 |  
                        | Range | 2.15 | 1.06 | -1.09 | -50.7% | 2.49 |  
                        | ATR | 1.39 | 1.37 | -0.02 | -1.7% | 0.00 |  
                        | Volume | 1,071,747 | 668,830 | -402,917 | -37.6% | 1,720,970 |  | 
    
| 
        
            | Daily Pivots for day following 22-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 45.95 | 45.41 | 43.32 |  |  
                | R3 | 44.89 | 44.35 | 43.03 |  |  
                | R2 | 43.83 | 43.83 | 42.93 |  |  
                | R1 | 43.29 | 43.29 | 42.84 | 43.56 |  
                | PP | 42.77 | 42.77 | 42.77 | 42.91 |  
                | S1 | 42.23 | 42.23 | 42.64 | 42.50 |  
                | S2 | 41.71 | 41.71 | 42.55 |  |  
                | S3 | 40.65 | 41.17 | 42.45 |  |  
                | S4 | 39.59 | 40.11 | 42.16 |  |  | 
        
            | 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% | 1.34 | 3.1% | 21% | False | False | 729,873 |  
                | 10 | 46.94 | 42.05 | 4.89 | 11.4% | 1.22 | 2.8% | 14% | False | False | 519,667 |  
                | 20 | 52.22 | 42.05 | 10.17 | 23.8% | 1.49 | 3.5% | 7% | False | False | 358,751 |  
                | 40 | 52.22 | 42.05 | 10.17 | 23.8% | 1.41 | 3.3% | 7% | False | False | 220,277 |  
                | 60 | 54.63 | 42.05 | 12.58 | 29.4% | 1.29 | 3.0% | 5% | False | False | 160,664 |  
                | 80 | 55.56 | 42.05 | 13.51 | 31.6% | 1.24 | 2.9% | 5% | False | False | 128,069 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 47.83 |  
            | 2.618 | 46.10 |  
            | 1.618 | 45.04 |  
            | 1.000 | 44.38 |  
            | 0.618 | 43.98 |  
            | HIGH | 43.32 |  
            | 0.618 | 42.92 |  
            | 0.500 | 42.79 |  
            | 0.382 | 42.66 |  
            | LOW | 42.26 |  
            | 0.618 | 41.60 |  
            | 1.000 | 41.20 |  
            | 1.618 | 40.54 |  
            | 2.618 | 39.48 |  
            | 4.250 | 37.76 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 22-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 42.79 | 43.37 |  
                                | PP | 42.77 | 43.16 |  
                                | S1 | 42.76 | 42.95 |  |