NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Jul-2017 | 14-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 45.44 | 46.08 | 0.64 | 1.4% | 44.35 |  
                        | High | 46.28 | 46.74 | 0.46 | 1.0% | 46.74 |  
                        | Low | 44.99 | 45.80 | 0.81 | 1.8% | 43.65 |  
                        | Close | 46.08 | 46.54 | 0.46 | 1.0% | 46.54 |  
                        | Range | 1.29 | 0.94 | -0.35 | -27.1% | 3.09 |  
                        | ATR | 1.42 | 1.38 | -0.03 | -2.4% | 0.00 |  
                        | Volume | 748,971 | 742,895 | -6,076 | -0.8% | 4,314,632 |  | 
    
| 
        
            | Daily Pivots for day following 14-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.18 | 48.80 | 47.06 |  |  
                | R3 | 48.24 | 47.86 | 46.80 |  |  
                | R2 | 47.30 | 47.30 | 46.71 |  |  
                | R1 | 46.92 | 46.92 | 46.63 | 47.11 |  
                | PP | 46.36 | 46.36 | 46.36 | 46.46 |  
                | S1 | 45.98 | 45.98 | 46.45 | 46.17 |  
                | S2 | 45.42 | 45.42 | 46.37 |  |  
                | S3 | 44.48 | 45.04 | 46.28 |  |  
                | S4 | 43.54 | 44.10 | 46.02 |  |  | 
        
            | Weekly Pivots for week ending 14-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.91 | 53.82 | 48.24 |  |  
                | R3 | 51.82 | 50.73 | 47.39 |  |  
                | R2 | 48.73 | 48.73 | 47.11 |  |  
                | R1 | 47.64 | 47.64 | 46.82 | 48.19 |  
                | PP | 45.64 | 45.64 | 45.64 | 45.92 |  
                | S1 | 44.55 | 44.55 | 46.26 | 45.10 |  
                | S2 | 42.55 | 42.55 | 45.97 |  |  
                | S3 | 39.46 | 41.46 | 45.69 |  |  
                | S4 | 36.37 | 38.37 | 44.84 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 46.74 | 43.65 | 3.09 | 6.6% | 1.35 | 2.9% | 94% | True | False | 862,926 |  
                | 10 | 47.32 | 43.65 | 3.67 | 7.9% | 1.52 | 3.3% | 79% | False | False | 862,883 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.3% | 1.34 | 2.9% | 85% | False | False | 795,594 |  
                | 40 | 52.22 | 42.05 | 10.17 | 21.9% | 1.39 | 3.0% | 44% | False | False | 500,158 |  
                | 60 | 52.22 | 42.05 | 10.17 | 21.9% | 1.37 | 3.0% | 44% | False | False | 355,458 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.0% | 1.28 | 2.7% | 36% | False | False | 275,534 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 50.74 |  
            | 2.618 | 49.20 |  
            | 1.618 | 48.26 |  
            | 1.000 | 47.68 |  
            | 0.618 | 47.32 |  
            | HIGH | 46.74 |  
            | 0.618 | 46.38 |  
            | 0.500 | 46.27 |  
            | 0.382 | 46.16 |  
            | LOW | 45.80 |  
            | 0.618 | 45.22 |  
            | 1.000 | 44.86 |  
            | 1.618 | 44.28 |  
            | 2.618 | 43.34 |  
            | 4.250 | 41.81 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.45 | 46.32 |  
                                | PP | 46.36 | 46.09 |  
                                | S1 | 46.27 | 45.87 |  |