NYMEX Light Sweet Crude Oil Future October 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Aug-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 31-Jul-2017 | 01-Aug-2017 | Change | Change % | Previous Week |  
                        | Open | 49.97 | 50.30 | 0.33 | 0.7% | 45.78 |  
                        | High | 50.49 | 50.51 | 0.02 | 0.0% | 49.90 |  
                        | Low | 49.30 | 48.49 | -0.81 | -1.6% | 45.58 |  
                        | Close | 50.26 | 49.29 | -0.97 | -1.9% | 49.81 |  
                        | Range | 1.19 | 2.02 | 0.83 | 69.7% | 4.32 |  
                        | ATR | 1.27 | 1.32 | 0.05 | 4.2% | 0.00 |  
                        | Volume | 170,169 | 210,221 | 40,052 | 23.5% | 810,566 |  | 
    
| 
        
            | Daily Pivots for day following 01-Aug-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.49 | 54.41 | 50.40 |  |  
                | R3 | 53.47 | 52.39 | 49.85 |  |  
                | R2 | 51.45 | 51.45 | 49.66 |  |  
                | R1 | 50.37 | 50.37 | 49.48 | 49.90 |  
                | PP | 49.43 | 49.43 | 49.43 | 49.20 |  
                | S1 | 48.35 | 48.35 | 49.10 | 47.88 |  
                | S2 | 47.41 | 47.41 | 48.92 |  |  
                | S3 | 45.39 | 46.33 | 48.73 |  |  
                | S4 | 43.37 | 44.31 | 48.18 |  |  | 
        
            | Weekly Pivots for week ending 28-Jul-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.39 | 59.92 | 52.19 |  |  
                | R3 | 57.07 | 55.60 | 51.00 |  |  
                | R2 | 52.75 | 52.75 | 50.60 |  |  
                | R1 | 51.28 | 51.28 | 50.21 | 52.02 |  
                | PP | 48.43 | 48.43 | 48.43 | 48.80 |  
                | S1 | 46.96 | 46.96 | 49.41 | 47.70 |  
                | S2 | 44.11 | 44.11 | 49.02 |  |  
                | S3 | 39.79 | 42.64 | 48.62 |  |  
                | S4 | 35.47 | 38.32 | 47.43 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.51 | 47.98 | 2.53 | 5.1% | 1.22 | 2.5% | 52% | True | False | 175,061 |  
                | 10 | 50.51 | 45.58 | 4.93 | 10.0% | 1.32 | 2.7% | 75% | True | False | 142,021 |  
                | 20 | 50.51 | 44.01 | 6.50 | 13.2% | 1.38 | 2.8% | 81% | True | False | 107,798 |  
                | 40 | 50.51 | 42.51 | 8.00 | 16.2% | 1.28 | 2.6% | 85% | True | False | 77,032 |  
                | 60 | 52.50 | 42.51 | 9.99 | 20.3% | 1.30 | 2.6% | 68% | False | False | 62,318 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 59.10 |  
            | 2.618 | 55.80 |  
            | 1.618 | 53.78 |  
            | 1.000 | 52.53 |  
            | 0.618 | 51.76 |  
            | HIGH | 50.51 |  
            | 0.618 | 49.74 |  
            | 0.500 | 49.50 |  
            | 0.382 | 49.26 |  
            | LOW | 48.49 |  
            | 0.618 | 47.24 |  
            | 1.000 | 46.47 |  
            | 1.618 | 45.22 |  
            | 2.618 | 43.20 |  
            | 4.250 | 39.91 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Aug-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 49.50 | 49.50 |  
                                | PP | 49.43 | 49.43 |  
                                | S1 | 49.36 | 49.36 |  |