NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 18-Jul-2017 | 19-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 45.99 | 46.25 | 0.26 | 0.6% | 44.35 |  
                        | High | 46.92 | 47.26 | 0.34 | 0.7% | 46.74 |  
                        | Low | 45.81 | 46.14 | 0.33 | 0.7% | 43.65 |  
                        | Close | 46.40 | 47.12 | 0.72 | 1.6% | 46.54 |  
                        | Range | 1.11 | 1.12 | 0.01 | 0.9% | 3.09 |  
                        | ATR | 1.34 | 1.32 | -0.02 | -1.2% | 0.00 |  
                        | Volume | 208,420 | 140,677 | -67,743 | -32.5% | 4,314,632 |  | 
    
| 
        
            | Daily Pivots for day following 19-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 50.20 | 49.78 | 47.74 |  |  
                | R3 | 49.08 | 48.66 | 47.43 |  |  
                | R2 | 47.96 | 47.96 | 47.33 |  |  
                | R1 | 47.54 | 47.54 | 47.22 | 47.75 |  
                | PP | 46.84 | 46.84 | 46.84 | 46.95 |  
                | S1 | 46.42 | 46.42 | 47.02 | 46.63 |  
                | S2 | 45.72 | 45.72 | 46.91 |  |  
                | S3 | 44.60 | 45.30 | 46.81 |  |  
                | S4 | 43.48 | 44.18 | 46.50 |  |  | 
        
            | 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 | 47.26 | 44.99 | 2.27 | 4.8% | 1.09 | 2.3% | 94% | True | False | 480,319 |  
                | 10 | 47.26 | 43.65 | 3.61 | 7.7% | 1.30 | 2.8% | 96% | True | False | 716,995 |  
                | 20 | 47.32 | 42.05 | 5.27 | 11.2% | 1.32 | 2.8% | 96% | False | False | 745,641 |  
                | 40 | 52.22 | 42.05 | 10.17 | 21.6% | 1.38 | 2.9% | 50% | False | False | 516,422 |  
                | 60 | 52.22 | 42.05 | 10.17 | 21.6% | 1.37 | 2.9% | 50% | False | False | 368,187 |  
                | 80 | 54.63 | 42.05 | 12.58 | 26.7% | 1.28 | 2.7% | 40% | False | False | 285,724 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 52.02 |  
            | 2.618 | 50.19 |  
            | 1.618 | 49.07 |  
            | 1.000 | 48.38 |  
            | 0.618 | 47.95 |  
            | HIGH | 47.26 |  
            | 0.618 | 46.83 |  
            | 0.500 | 46.70 |  
            | 0.382 | 46.57 |  
            | LOW | 46.14 |  
            | 0.618 | 45.45 |  
            | 1.000 | 45.02 |  
            | 1.618 | 44.33 |  
            | 2.618 | 43.21 |  
            | 4.250 | 41.38 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 19-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 46.98 | 46.93 |  
                                | PP | 46.84 | 46.73 |  
                                | S1 | 46.70 | 46.54 |  |