NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-Jul-2017 | 18-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 46.68 | 45.99 | -0.69 | -1.5% | 44.35 |  
                        | High | 46.88 | 46.92 | 0.04 | 0.1% | 46.74 |  
                        | Low | 45.89 | 45.81 | -0.08 | -0.2% | 43.65 |  
                        | Close | 46.02 | 46.40 | 0.38 | 0.8% | 46.54 |  
                        | Range | 0.99 | 1.11 | 0.12 | 12.1% | 3.09 |  
                        | ATR | 1.35 | 1.34 | -0.02 | -1.3% | 0.00 |  
                        | Volume | 560,633 | 208,420 | -352,213 | -62.8% | 4,314,632 |  | 
    
| 
        
            | Daily Pivots for day following 18-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.71 | 49.16 | 47.01 |  |  
                | R3 | 48.60 | 48.05 | 46.71 |  |  
                | R2 | 47.49 | 47.49 | 46.60 |  |  
                | R1 | 46.94 | 46.94 | 46.50 | 47.22 |  
                | PP | 46.38 | 46.38 | 46.38 | 46.51 |  
                | S1 | 45.83 | 45.83 | 46.30 | 46.11 |  
                | S2 | 45.27 | 45.27 | 46.20 |  |  
                | S3 | 44.16 | 44.72 | 46.09 |  |  
                | S4 | 43.05 | 43.61 | 45.79 |  |  | 
        
            | 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 | 46.92 | 44.99 | 1.93 | 4.2% | 1.14 | 2.5% | 73% | True | False | 644,884 |  
                | 10 | 47.32 | 43.65 | 3.67 | 7.9% | 1.47 | 3.2% | 75% | False | False | 820,285 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.4% | 1.36 | 2.9% | 83% | False | False | 783,313 |  
                | 40 | 52.22 | 42.05 | 10.17 | 21.9% | 1.37 | 2.9% | 43% | False | False | 515,321 |  
                | 60 | 52.22 | 42.05 | 10.17 | 21.9% | 1.37 | 2.9% | 43% | False | False | 366,554 |  
                | 80 | 54.63 | 42.05 | 12.58 | 27.1% | 1.28 | 2.8% | 35% | False | False | 284,231 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.64 |  
            | 2.618 | 49.83 |  
            | 1.618 | 48.72 |  
            | 1.000 | 48.03 |  
            | 0.618 | 47.61 |  
            | HIGH | 46.92 |  
            | 0.618 | 46.50 |  
            | 0.500 | 46.37 |  
            | 0.382 | 46.23 |  
            | LOW | 45.81 |  
            | 0.618 | 45.12 |  
            | 1.000 | 44.70 |  
            | 1.618 | 44.01 |  
            | 2.618 | 42.90 |  
            | 4.250 | 41.09 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.39 | 46.39 |  
                                | PP | 46.38 | 46.37 |  
                                | S1 | 46.37 | 46.36 |  |