NYMEX Light Sweet Crude Oil Future August 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 20-Jul-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 19-Jul-2017 | 20-Jul-2017 | Change | Change % | Previous Week |  
                        | Open | 46.25 | 47.09 | 0.84 | 1.8% | 44.35 |  
                        | High | 47.26 | 47.55 | 0.29 | 0.6% | 46.74 |  
                        | Low | 46.14 | 46.66 | 0.52 | 1.1% | 43.65 |  
                        | Close | 47.12 | 46.79 | -0.33 | -0.7% | 46.54 |  
                        | Range | 1.12 | 0.89 | -0.23 | -20.5% | 3.09 |  
                        | ATR | 1.32 | 1.29 | -0.03 | -2.3% | 0.00 |  
                        | Volume | 140,677 | 17,229 | -123,448 | -87.8% | 4,314,632 |  | 
    
| 
        
            | Daily Pivots for day following 20-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 49.67 | 49.12 | 47.28 |  |  
                | R3 | 48.78 | 48.23 | 47.03 |  |  
                | R2 | 47.89 | 47.89 | 46.95 |  |  
                | R1 | 47.34 | 47.34 | 46.87 | 47.17 |  
                | PP | 47.00 | 47.00 | 47.00 | 46.92 |  
                | S1 | 46.45 | 46.45 | 46.71 | 46.28 |  
                | S2 | 46.11 | 46.11 | 46.63 |  |  
                | S3 | 45.22 | 45.56 | 46.55 |  |  
                | S4 | 44.33 | 44.67 | 46.30 |  |  | 
        
            | 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 | 47.55 | 45.80 | 1.75 | 3.7% | 1.01 | 2.2% | 57% | True | False | 333,970 |  
                | 10 | 47.55 | 43.65 | 3.90 | 8.3% | 1.25 | 2.7% | 81% | True | False | 621,750 |  
                | 20 | 47.55 | 42.26 | 5.29 | 11.3% | 1.26 | 2.7% | 86% | True | False | 692,915 |  
                | 40 | 52.22 | 42.05 | 10.17 | 21.7% | 1.37 | 2.9% | 47% | False | False | 514,013 |  
                | 60 | 52.22 | 42.05 | 10.17 | 21.7% | 1.37 | 2.9% | 47% | False | False | 367,529 |  
                | 80 | 54.63 | 42.05 | 12.58 | 26.9% | 1.28 | 2.7% | 38% | False | False | 285,721 |  
                | 100 | 55.56 | 42.05 | 13.51 | 28.9% | 1.24 | 2.7% | 35% | False | False | 234,655 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 51.33 |  
            | 2.618 | 49.88 |  
            | 1.618 | 48.99 |  
            | 1.000 | 48.44 |  
            | 0.618 | 48.10 |  
            | HIGH | 47.55 |  
            | 0.618 | 47.21 |  
            | 0.500 | 47.11 |  
            | 0.382 | 47.00 |  
            | LOW | 46.66 |  
            | 0.618 | 46.11 |  
            | 1.000 | 45.77 |  
            | 1.618 | 45.22 |  
            | 2.618 | 44.33 |  
            | 4.250 | 42.88 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 20-Jul-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.11 | 46.75 |  
                                | PP | 47.00 | 46.72 |  
                                | S1 | 46.90 | 46.68 |  |