NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 07-Jul-2017 | 10-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 45.35 | 44.35 | -1.00 | -2.2% | 46.28 |  
                        | High | 45.42 | 44.84 | -0.58 | -1.3% | 47.32 |  
                        | Low | 43.78 | 43.65 | -0.13 | -0.3% | 43.78 |  
                        | Close | 44.23 | 44.40 | 0.17 | 0.4% | 44.23 |  
                        | Range | 1.64 | 1.19 | -0.45 | -27.4% | 3.54 |  
                        | ATR | 1.40 | 1.38 | -0.01 | -1.1% | 0.00 |  
                        | Volume | 975,914 | 848,570 | -127,344 | -13.0% | 3,636,792 |  | 
    
| 
        
            | Daily Pivots for day following 10-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 47.87 | 47.32 | 45.05 |  |  
                | R3 | 46.68 | 46.13 | 44.73 |  |  
                | R2 | 45.49 | 45.49 | 44.62 |  |  
                | R1 | 44.94 | 44.94 | 44.51 | 45.22 |  
                | PP | 44.30 | 44.30 | 44.30 | 44.43 |  
                | S1 | 43.75 | 43.75 | 44.29 | 44.03 |  
                | S2 | 43.11 | 43.11 | 44.18 |  |  
                | S3 | 41.92 | 42.56 | 44.07 |  |  
                | S4 | 40.73 | 41.37 | 43.75 |  |  | 
        
            | 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 | 43.65 | 3.67 | 8.3% | 1.63 | 3.7% | 20% | False | True | 897,072 |  
                | 10 | 47.32 | 42.63 | 4.69 | 10.6% | 1.38 | 3.1% | 38% | False | False | 810,556 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.9% | 1.29 | 2.9% | 45% | False | False | 688,654 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.9% | 1.38 | 3.1% | 23% | False | False | 421,401 |  
                | 60 | 54.35 | 42.05 | 12.30 | 27.7% | 1.35 | 3.0% | 19% | False | False | 300,771 |  
                | 80 | 54.63 | 42.05 | 12.58 | 28.3% | 1.25 | 2.8% | 19% | False | False | 233,677 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 49.90 |  
            | 2.618 | 47.96 |  
            | 1.618 | 46.77 |  
            | 1.000 | 46.03 |  
            | 0.618 | 45.58 |  
            | HIGH | 44.84 |  
            | 0.618 | 44.39 |  
            | 0.500 | 44.25 |  
            | 0.382 | 44.10 |  
            | LOW | 43.65 |  
            | 0.618 | 42.91 |  
            | 1.000 | 42.46 |  
            | 1.618 | 41.72 |  
            | 2.618 | 40.53 |  
            | 4.250 | 38.59 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 10-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 44.35 | 45.09 |  
                                | PP | 44.30 | 44.86 |  
                                | S1 | 44.25 | 44.63 |  |