NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Jul-2017 | 17-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 46.08 | 46.68 | 0.60 | 1.3% | 44.35 |  
                        | High | 46.74 | 46.88 | 0.14 | 0.3% | 46.74 |  
                        | Low | 45.80 | 45.89 | 0.09 | 0.2% | 43.65 |  
                        | Close | 46.54 | 46.02 | -0.52 | -1.1% | 46.54 |  
                        | Range | 0.94 | 0.99 | 0.05 | 5.3% | 3.09 |  
                        | ATR | 1.38 | 1.35 | -0.03 | -2.0% | 0.00 |  
                        | Volume | 742,895 | 560,633 | -182,262 | -24.5% | 4,314,632 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.23 | 48.62 | 46.56 |  |  
                | R3 | 48.24 | 47.63 | 46.29 |  |  
                | R2 | 47.25 | 47.25 | 46.20 |  |  
                | R1 | 46.64 | 46.64 | 46.11 | 46.45 |  
                | PP | 46.26 | 46.26 | 46.26 | 46.17 |  
                | S1 | 45.65 | 45.65 | 45.93 | 45.46 |  
                | S2 | 45.27 | 45.27 | 45.84 |  |  
                | S3 | 44.28 | 44.66 | 45.75 |  |  
                | S4 | 43.29 | 43.67 | 45.48 |  |  | 
        
            | 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 | 46.88 | 43.83 | 3.05 | 6.6% | 1.31 | 2.9% | 72% | True | False | 805,339 |  
                | 10 | 47.32 | 43.65 | 3.67 | 8.0% | 1.47 | 3.2% | 65% | False | False | 851,205 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.5% | 1.35 | 2.9% | 75% | False | False | 803,940 |  
                | 40 | 52.22 | 42.05 | 10.17 | 22.1% | 1.37 | 3.0% | 39% | False | False | 512,490 |  
                | 60 | 52.22 | 42.05 | 10.17 | 22.1% | 1.38 | 3.0% | 39% | False | False | 364,063 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.3% | 1.27 | 2.8% | 32% | False | False | 281,969 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.09 |  
            | 2.618 | 49.47 |  
            | 1.618 | 48.48 |  
            | 1.000 | 47.87 |  
            | 0.618 | 47.49 |  
            | HIGH | 46.88 |  
            | 0.618 | 46.50 |  
            | 0.500 | 46.39 |  
            | 0.382 | 46.27 |  
            | LOW | 45.89 |  
            | 0.618 | 45.28 |  
            | 1.000 | 44.90 |  
            | 1.618 | 44.29 |  
            | 2.618 | 43.30 |  
            | 4.250 | 41.68 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.39 | 45.99 |  
                                | PP | 46.26 | 45.96 |  
                                | S1 | 46.14 | 45.94 |  |