NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 12-Jul-2017 | 13-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 45.74 | 45.44 | -0.30 | -0.7% | 46.28 |  
                        | High | 46.48 | 46.28 | -0.20 | -0.4% | 47.32 |  
                        | Low | 45.11 | 44.99 | -0.12 | -0.3% | 43.78 |  
                        | Close | 45.49 | 46.08 | 0.59 | 1.3% | 44.23 |  
                        | Range | 1.37 | 1.29 | -0.08 | -5.8% | 3.54 |  
                        | ATR | 1.43 | 1.42 | -0.01 | -0.7% | 0.00 |  
                        | Volume | 963,505 | 748,971 | -214,534 | -22.3% | 3,636,792 |  | 
    
| 
        
            | Daily Pivots for day following 13-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.65 | 49.16 | 46.79 |  |  
                | R3 | 48.36 | 47.87 | 46.43 |  |  
                | R2 | 47.07 | 47.07 | 46.32 |  |  
                | R1 | 46.58 | 46.58 | 46.20 | 46.83 |  
                | PP | 45.78 | 45.78 | 45.78 | 45.91 |  
                | S1 | 45.29 | 45.29 | 45.96 | 45.54 |  
                | S2 | 44.49 | 44.49 | 45.84 |  |  
                | S3 | 43.20 | 44.00 | 45.73 |  |  
                | S4 | 41.91 | 42.71 | 45.37 |  |  | 
        
            | 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 | 46.48 | 43.65 | 2.83 | 6.1% | 1.49 | 3.2% | 86% | False | False | 909,530 |  
                | 10 | 47.32 | 43.65 | 3.67 | 8.0% | 1.51 | 3.3% | 66% | False | False | 865,488 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.4% | 1.32 | 2.9% | 76% | False | False | 775,426 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.1% | 1.40 | 3.0% | 40% | False | False | 483,611 |  
                | 60 | 53.62 | 42.05 | 11.57 | 25.1% | 1.40 | 3.0% | 35% | False | False | 344,310 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.3% | 1.28 | 2.8% | 32% | False | False | 266,687 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.76 |  
            | 2.618 | 49.66 |  
            | 1.618 | 48.37 |  
            | 1.000 | 47.57 |  
            | 0.618 | 47.08 |  
            | HIGH | 46.28 |  
            | 0.618 | 45.79 |  
            | 0.500 | 45.64 |  
            | 0.382 | 45.48 |  
            | LOW | 44.99 |  
            | 0.618 | 44.19 |  
            | 1.000 | 43.70 |  
            | 1.618 | 42.90 |  
            | 2.618 | 41.61 |  
            | 4.250 | 39.51 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 13-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 45.93 | 45.77 |  
                                | PP | 45.78 | 45.46 |  
                                | S1 | 45.64 | 45.16 |  |