NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 11-Jul-2017 | 12-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 44.58 | 45.74 | 1.16 | 2.6% | 46.28 |  
                        | High | 45.81 | 46.48 | 0.67 | 1.5% | 47.32 |  
                        | Low | 43.83 | 45.11 | 1.28 | 2.9% | 43.78 |  
                        | Close | 45.04 | 45.49 | 0.45 | 1.0% | 44.23 |  
                        | Range | 1.98 | 1.37 | -0.61 | -30.8% | 3.54 |  
                        | ATR | 1.42 | 1.43 | 0.00 | 0.1% | 0.00 |  
                        | Volume | 1,010,691 | 963,505 | -47,186 | -4.7% | 3,636,792 |  | 
    
| 
        
            | Daily Pivots for day following 12-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.80 | 49.02 | 46.24 |  |  
                | R3 | 48.43 | 47.65 | 45.87 |  |  
                | R2 | 47.06 | 47.06 | 45.74 |  |  
                | R1 | 46.28 | 46.28 | 45.62 | 45.99 |  
                | PP | 45.69 | 45.69 | 45.69 | 45.55 |  
                | S1 | 44.91 | 44.91 | 45.36 | 44.62 |  
                | S2 | 44.32 | 44.32 | 45.24 |  |  
                | S3 | 42.95 | 43.54 | 45.11 |  |  
                | S4 | 41.58 | 42.17 | 44.74 |  |  | 
        
            | 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 | 46.53 | 43.65 | 2.88 | 6.3% | 1.51 | 3.3% | 64% | False | False | 953,671 |  
                | 10 | 47.32 | 43.65 | 3.67 | 8.1% | 1.50 | 3.3% | 50% | False | False | 865,928 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.6% | 1.35 | 3.0% | 65% | False | False | 760,990 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.4% | 1.40 | 3.1% | 34% | False | False | 467,033 |  
                | 60 | 53.92 | 42.05 | 11.87 | 26.1% | 1.39 | 3.1% | 29% | False | False | 332,472 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.7% | 1.27 | 2.8% | 27% | False | False | 257,730 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 52.30 |  
            | 2.618 | 50.07 |  
            | 1.618 | 48.70 |  
            | 1.000 | 47.85 |  
            | 0.618 | 47.33 |  
            | HIGH | 46.48 |  
            | 0.618 | 45.96 |  
            | 0.500 | 45.80 |  
            | 0.382 | 45.63 |  
            | LOW | 45.11 |  
            | 0.618 | 44.26 |  
            | 1.000 | 43.74 |  
            | 1.618 | 42.89 |  
            | 2.618 | 41.52 |  
            | 4.250 | 39.29 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.80 | 45.35 |  
                                | PP | 45.69 | 45.21 |  
                                | S1 | 45.59 | 45.07 |  |