NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 06-Jul-2017 | 07-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 45.65 | 45.35 | -0.30 | -0.7% | 46.28 |  
                        | High | 46.53 | 45.42 | -1.11 | -2.4% | 47.32 |  
                        | Low | 45.18 | 43.78 | -1.40 | -3.1% | 43.78 |  
                        | Close | 45.52 | 44.23 | -1.29 | -2.8% | 44.23 |  
                        | Range | 1.35 | 1.64 | 0.29 | 21.5% | 3.54 |  
                        | ATR | 1.37 | 1.40 | 0.03 | 1.9% | 0.00 |  
                        | Volume | 969,676 | 975,914 | 6,238 | 0.6% | 3,636,792 |  | 
    
| 
        
            | Daily Pivots for day following 07-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.40 | 48.45 | 45.13 |  |  
                | R3 | 47.76 | 46.81 | 44.68 |  |  
                | R2 | 46.12 | 46.12 | 44.53 |  |  
                | R1 | 45.17 | 45.17 | 44.38 | 44.83 |  
                | PP | 44.48 | 44.48 | 44.48 | 44.30 |  
                | S1 | 43.53 | 43.53 | 44.08 | 43.19 |  
                | S2 | 42.84 | 42.84 | 43.93 |  |  
                | S3 | 41.20 | 41.89 | 43.78 |  |  
                | S4 | 39.56 | 40.25 | 43.33 |  |  | 
        
            | Weekly Pivots for week ending 07-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.73 | 53.52 | 46.18 |  |  
                | R3 | 52.19 | 49.98 | 45.20 |  |  
                | R2 | 48.65 | 48.65 | 44.88 |  |  
                | R1 | 46.44 | 46.44 | 44.55 | 45.78 |  
                | PP | 45.11 | 45.11 | 45.11 | 44.78 |  
                | S1 | 42.90 | 42.90 | 43.91 | 42.24 |  
                | S2 | 41.57 | 41.57 | 43.58 |  |  
                | S3 | 38.03 | 39.36 | 43.26 |  |  
                | S4 | 34.49 | 35.82 | 42.28 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 47.32 | 43.78 | 3.54 | 8.0% | 1.69 | 3.8% | 13% | False | True | 862,840 |  
                | 10 | 47.32 | 42.53 | 4.79 | 10.8% | 1.33 | 3.0% | 35% | False | False | 794,789 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.9% | 1.27 | 2.9% | 41% | False | False | 657,228 |  
                | 40 | 52.22 | 42.05 | 10.17 | 23.0% | 1.37 | 3.1% | 21% | False | False | 401,889 |  
                | 60 | 54.63 | 42.05 | 12.58 | 28.4% | 1.35 | 3.0% | 17% | False | False | 287,409 |  
                | 80 | 54.63 | 42.05 | 12.58 | 28.4% | 1.24 | 2.8% | 17% | False | False | 223,621 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 52.39 |  
            | 2.618 | 49.71 |  
            | 1.618 | 48.07 |  
            | 1.000 | 47.06 |  
            | 0.618 | 46.43 |  
            | HIGH | 45.42 |  
            | 0.618 | 44.79 |  
            | 0.500 | 44.60 |  
            | 0.382 | 44.41 |  
            | LOW | 43.78 |  
            | 0.618 | 42.77 |  
            | 1.000 | 42.14 |  
            | 1.618 | 41.13 |  
            | 2.618 | 39.49 |  
            | 4.250 | 36.81 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 07-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 44.60 | 45.55 |  
                                | PP | 44.48 | 45.11 |  
                                | S1 | 44.35 | 44.67 |  |