NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 28-Jun-2017 | 29-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 43.70 | 44.89 | 1.19 | 2.7% | 44.89 |  
                        | High | 44.90 | 45.45 | 0.55 | 1.2% | 45.28 |  
                        | Low | 43.67 | 44.65 | 0.98 | 2.2% | 42.05 |  
                        | Close | 44.74 | 44.93 | 0.19 | 0.4% | 43.01 |  
                        | Range | 1.23 | 0.80 | -0.43 | -35.0% | 3.23 |  
                        | ATR | 1.28 | 1.25 | -0.03 | -2.7% | 0.00 |  
                        | Volume | 753,375 | 768,946 | 15,571 | 2.1% | 3,946,554 |  | 
    
| 
        
            | Daily Pivots for day following 29-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.41 | 46.97 | 45.37 |  |  
                | R3 | 46.61 | 46.17 | 45.15 |  |  
                | R2 | 45.81 | 45.81 | 45.08 |  |  
                | R1 | 45.37 | 45.37 | 45.00 | 45.59 |  
                | PP | 45.01 | 45.01 | 45.01 | 45.12 |  
                | S1 | 44.57 | 44.57 | 44.86 | 44.79 |  
                | S2 | 44.21 | 44.21 | 44.78 |  |  
                | S3 | 43.41 | 43.77 | 44.71 |  |  
                | S4 | 42.61 | 42.97 | 44.49 |  |  | 
        
            | 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 | 45.45 | 42.53 | 2.92 | 6.5% | 0.97 | 2.2% | 82% | True | False | 726,739 |  
                | 10 | 45.45 | 42.05 | 3.40 | 7.6% | 1.15 | 2.6% | 85% | True | False | 728,306 |  
                | 20 | 48.62 | 42.05 | 6.57 | 14.6% | 1.24 | 2.8% | 44% | False | False | 505,298 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.6% | 1.39 | 3.1% | 28% | False | False | 303,690 |  
                | 60 | 54.63 | 42.05 | 12.58 | 28.0% | 1.29 | 2.9% | 23% | False | False | 218,588 |  
                | 80 | 54.63 | 42.05 | 12.58 | 28.0% | 1.25 | 2.8% | 23% | False | False | 172,040 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 48.85 |  
            | 2.618 | 47.54 |  
            | 1.618 | 46.74 |  
            | 1.000 | 46.25 |  
            | 0.618 | 45.94 |  
            | HIGH | 45.45 |  
            | 0.618 | 45.14 |  
            | 0.500 | 45.05 |  
            | 0.382 | 44.96 |  
            | LOW | 44.65 |  
            | 0.618 | 44.16 |  
            | 1.000 | 43.85 |  
            | 1.618 | 43.36 |  
            | 2.618 | 42.56 |  
            | 4.250 | 41.25 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 29-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.05 | 44.75 |  
                                | PP | 45.01 | 44.57 |  
                                | S1 | 44.97 | 44.39 |  |