NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Jun-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 29-Jun-2017 | 30-Jun-2017 | Change | Change % | Previous Week |  
                        | Open | 44.89 | 44.89 | 0.00 | 0.0% | 43.16 |  
                        | High | 45.45 | 46.35 | 0.90 | 2.0% | 46.35 |  
                        | Low | 44.65 | 44.88 | 0.23 | 0.5% | 42.63 |  
                        | Close | 44.93 | 46.04 | 1.11 | 2.5% | 46.04 |  
                        | Range | 0.80 | 1.47 | 0.67 | 83.8% | 3.72 |  
                        | ATR | 1.25 | 1.26 | 0.02 | 1.3% | 0.00 |  
                        | Volume | 768,946 | 677,408 | -91,538 | -11.9% | 3,620,198 |  | 
    
| 
        
            | Daily Pivots for day following 30-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 50.17 | 49.57 | 46.85 |  |  
                | R3 | 48.70 | 48.10 | 46.44 |  |  
                | R2 | 47.23 | 47.23 | 46.31 |  |  
                | R1 | 46.63 | 46.63 | 46.17 | 46.93 |  
                | PP | 45.76 | 45.76 | 45.76 | 45.91 |  
                | S1 | 45.16 | 45.16 | 45.91 | 45.46 |  
                | S2 | 44.29 | 44.29 | 45.77 |  |  
                | S3 | 42.82 | 43.69 | 45.64 |  |  
                | S4 | 41.35 | 42.22 | 45.23 |  |  | 
        
            | Weekly Pivots for week ending 30-Jun-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 56.17 | 54.82 | 48.09 |  |  
                | R3 | 52.45 | 51.10 | 47.06 |  |  
                | R2 | 48.73 | 48.73 | 46.72 |  |  
                | R1 | 47.38 | 47.38 | 46.38 | 48.06 |  
                | PP | 45.01 | 45.01 | 45.01 | 45.34 |  
                | S1 | 43.66 | 43.66 | 45.70 | 44.34 |  
                | S2 | 41.29 | 41.29 | 45.36 |  |  
                | S3 | 37.57 | 39.94 | 45.02 |  |  
                | S4 | 33.85 | 36.22 | 43.99 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 46.35 | 42.63 | 3.72 | 8.1% | 1.13 | 2.5% | 92% | True | False | 724,039 |  
                | 10 | 46.35 | 42.05 | 4.30 | 9.3% | 1.23 | 2.7% | 93% | True | False | 756,675 |  
                | 20 | 48.62 | 42.05 | 6.57 | 14.3% | 1.24 | 2.7% | 61% | False | False | 531,442 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.1% | 1.37 | 3.0% | 39% | False | False | 319,160 |  
                | 60 | 54.63 | 42.05 | 12.58 | 27.3% | 1.30 | 2.8% | 32% | False | False | 229,258 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.3% | 1.23 | 2.7% | 32% | False | False | 180,074 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 52.60 |  
            | 2.618 | 50.20 |  
            | 1.618 | 48.73 |  
            | 1.000 | 47.82 |  
            | 0.618 | 47.26 |  
            | HIGH | 46.35 |  
            | 0.618 | 45.79 |  
            | 0.500 | 45.62 |  
            | 0.382 | 45.44 |  
            | LOW | 44.88 |  
            | 0.618 | 43.97 |  
            | 1.000 | 43.41 |  
            | 1.618 | 42.50 |  
            | 2.618 | 41.03 |  
            | 4.250 | 38.63 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 30-Jun-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.90 | 45.70 |  
                                | PP | 45.76 | 45.35 |  
                                | S1 | 45.62 | 45.01 |  |