NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 22-Jun-2017 | 23-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 42.55 | 42.80 | 0.25 | 0.6% | 44.89 |  
                        | High | 43.32 | 43.20 | -0.12 | -0.3% | 45.28 |  
                        | Low | 42.26 | 42.53 | 0.27 | 0.6% | 42.05 |  
                        | Close | 42.74 | 43.01 | 0.27 | 0.6% | 43.01 |  
                        | Range | 1.06 | 0.67 | -0.39 | -36.8% | 3.23 |  
                        | ATR | 1.37 | 1.32 | -0.05 | -3.6% | 0.00 |  
                        | Volume | 668,830 | 690,906 | 22,076 | 3.3% | 3,946,554 |  | 
    
| 
        
            | Daily Pivots for day following 23-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 44.92 | 44.64 | 43.38 |  |  
                | R3 | 44.25 | 43.97 | 43.19 |  |  
                | R2 | 43.58 | 43.58 | 43.13 |  |  
                | R1 | 43.30 | 43.30 | 43.07 | 43.44 |  
                | PP | 42.91 | 42.91 | 42.91 | 42.99 |  
                | S1 | 42.63 | 42.63 | 42.95 | 42.77 |  
                | S2 | 42.24 | 42.24 | 42.89 |  |  
                | S3 | 41.57 | 41.96 | 42.83 |  |  
                | S4 | 40.90 | 41.29 | 42.64 |  |  | 
        
            | Weekly Pivots for week ending 23-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 53.14 | 51.30 | 44.79 |  |  
                | R3 | 49.91 | 48.07 | 43.90 |  |  
                | R2 | 46.68 | 46.68 | 43.60 |  |  
                | R1 | 44.84 | 44.84 | 43.31 | 44.15 |  
                | PP | 43.45 | 43.45 | 43.45 | 43.10 |  
                | S1 | 41.61 | 41.61 | 42.71 | 40.92 |  
                | S2 | 40.22 | 40.22 | 42.42 |  |  
                | S3 | 36.99 | 38.38 | 42.12 |  |  
                | S4 | 33.76 | 35.15 | 41.23 |  |  | 
    
    | 
            
                | 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 | 7.5% | 1.33 | 3.1% | 30% | False | False | 789,310 |  
                | 10 | 46.94 | 42.05 | 4.89 | 11.4% | 1.19 | 2.8% | 20% | False | False | 566,752 |  
                | 20 | 50.53 | 42.05 | 8.48 | 19.7% | 1.34 | 3.1% | 11% | False | False | 385,259 |  
                | 40 | 52.22 | 42.05 | 10.17 | 23.6% | 1.40 | 3.3% | 9% | False | False | 235,040 |  
                | 60 | 54.63 | 42.05 | 12.58 | 29.2% | 1.29 | 3.0% | 8% | False | False | 171,781 |  
                | 80 | 55.15 | 42.05 | 13.10 | 30.5% | 1.24 | 2.9% | 7% | False | False | 136,367 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 46.05 |  
            | 2.618 | 44.95 |  
            | 1.618 | 44.28 |  
            | 1.000 | 43.87 |  
            | 0.618 | 43.61 |  
            | HIGH | 43.20 |  
            | 0.618 | 42.94 |  
            | 0.500 | 42.87 |  
            | 0.382 | 42.79 |  
            | LOW | 42.53 |  
            | 0.618 | 42.12 |  
            | 1.000 | 41.86 |  
            | 1.618 | 41.45 |  
            | 2.618 | 40.78 |  
            | 4.250 | 39.68 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 23-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 42.96 | 43.13 |  
                                | PP | 42.91 | 43.09 |  
                                | S1 | 42.87 | 43.05 |  |