NYMEX Light Sweet Crude Oil Future October 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 11-Aug-2017 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Aug-2017 | 
                    11-Aug-2017 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        49.79 | 
                        48.69 | 
                        -1.10 | 
                        -2.2% | 
                        49.72 | 
                     
                    
                        | High | 
                        50.35 | 
                        49.13 | 
                        -1.22 | 
                        -2.4% | 
                        50.35 | 
                     
                    
                        | Low | 
                        48.51 | 
                        48.14 | 
                        -0.37 | 
                        -0.8% | 
                        48.14 | 
                     
                    
                        | Close | 
                        48.75 | 
                        48.97 | 
                        0.22 | 
                        0.5% | 
                        48.97 | 
                     
                    
                        | Range | 
                        1.84 | 
                        0.99 | 
                        -0.85 | 
                        -46.2% | 
                        2.21 | 
                     
                    
                        | ATR | 
                        1.26 | 
                        1.24 | 
                        -0.02 | 
                        -1.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        332,639 | 
                        205,465 | 
                        -127,174 | 
                        -38.2% | 
                        1,225,220 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 11-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.72 | 
                51.33 | 
                49.51 | 
                 | 
             
            
                | R3 | 
                50.73 | 
                50.34 | 
                49.24 | 
                 | 
             
            
                | R2 | 
                49.74 | 
                49.74 | 
                49.15 | 
                 | 
             
            
                | R1 | 
                49.35 | 
                49.35 | 
                49.06 | 
                49.55 | 
             
            
                | PP | 
                48.75 | 
                48.75 | 
                48.75 | 
                48.84 | 
             
            
                | S1 | 
                48.36 | 
                48.36 | 
                48.88 | 
                48.56 | 
             
            
                | S2 | 
                47.76 | 
                47.76 | 
                48.79 | 
                 | 
             
            
                | S3 | 
                46.77 | 
                47.37 | 
                48.70 | 
                 | 
             
            
                | S4 | 
                45.78 | 
                46.38 | 
                48.43 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 11-Aug-2017 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.78 | 
                54.59 | 
                50.19 | 
                 | 
             
            
                | R3 | 
                53.57 | 
                52.38 | 
                49.58 | 
                 | 
             
            
                | R2 | 
                51.36 | 
                51.36 | 
                49.38 | 
                 | 
             
            
                | R1 | 
                50.17 | 
                50.17 | 
                49.17 | 
                49.66 | 
             
            
                | PP | 
                49.15 | 
                49.15 | 
                49.15 | 
                48.90 | 
             
            
                | S1 | 
                47.96 | 
                47.96 | 
                48.77 | 
                47.45 | 
             
            
                | S2 | 
                46.94 | 
                46.94 | 
                48.56 | 
                 | 
             
            
                | S3 | 
                44.73 | 
                45.75 | 
                48.36 | 
                 | 
             
            
                | S4 | 
                42.52 | 
                43.54 | 
                47.75 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                50.35 | 
                48.14 | 
                2.21 | 
                4.5% | 
                1.14 | 
                2.3% | 
                38% | 
                False | 
                True | 
                245,044 | 
                 
                
                | 10 | 
                50.51 | 
                48.14 | 
                2.37 | 
                4.8% | 
                1.23 | 
                2.5% | 
                35% | 
                False | 
                True | 
                204,388 | 
                 
                
                | 20 | 
                50.51 | 
                45.58 | 
                4.93 | 
                10.1% | 
                1.21 | 
                2.5% | 
                69% | 
                False | 
                False | 
                162,033 | 
                 
                
                | 40 | 
                50.51 | 
                42.51 | 
                8.00 | 
                16.3% | 
                1.26 | 
                2.6% | 
                81% | 
                False | 
                False | 
                109,412 | 
                 
                
                | 60 | 
                52.50 | 
                42.51 | 
                9.99 | 
                20.4% | 
                1.30 | 
                2.6% | 
                65% | 
                False | 
                False | 
                86,198 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.34 | 
         
        
            | 
2.618             | 
            51.72 | 
         
        
            | 
1.618             | 
            50.73 | 
         
        
            | 
1.000             | 
            50.12 | 
         
        
            | 
0.618             | 
            49.74 | 
         
        
            | 
HIGH             | 
            49.13 | 
         
        
            | 
0.618             | 
            48.75 | 
         
        
            | 
0.500             | 
            48.64 | 
         
        
            | 
0.382             | 
            48.52 | 
         
        
            | 
LOW             | 
            48.14 | 
         
        
            | 
0.618             | 
            47.53 | 
         
        
            | 
1.000             | 
            47.15 | 
         
        
            | 
1.618             | 
            46.54 | 
         
        
            | 
2.618             | 
            45.55 | 
         
        
            | 
4.250             | 
            43.93 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 11-Aug-2017 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.86 | 
                                49.25 | 
                             
                            
                                | PP | 
                                48.75 | 
                                49.15 | 
                             
                            
                                | S1 | 
                                48.64 | 
                                49.06 | 
                             
             
         |