NYMEX Light Sweet Crude Oil Future November 2017
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Sep-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 13-Sep-2017 | 14-Sep-2017 | Change | Change % | Previous Week |  
                        | Open | 48.85 | 49.76 | 0.91 | 1.9% | 48.00 |  
                        | High | 49.84 | 50.88 | 1.04 | 2.1% | 49.84 |  
                        | Low | 48.61 | 49.57 | 0.96 | 2.0% | 47.72 |  
                        | Close | 49.75 | 50.35 | 0.60 | 1.2% | 48.06 |  
                        | Range | 1.23 | 1.31 | 0.08 | 6.5% | 2.12 |  
                        | ATR | 1.18 | 1.19 | 0.01 | 0.8% | 0.00 |  
                        | Volume | 346,440 | 463,265 | 116,825 | 33.7% | 1,100,325 |  | 
    
| 
        
            | Daily Pivots for day following 14-Sep-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.20 | 53.58 | 51.07 |  |  
                | R3 | 52.89 | 52.27 | 50.71 |  |  
                | R2 | 51.58 | 51.58 | 50.59 |  |  
                | R1 | 50.96 | 50.96 | 50.47 | 51.27 |  
                | PP | 50.27 | 50.27 | 50.27 | 50.42 |  
                | S1 | 49.65 | 49.65 | 50.23 | 49.96 |  
                | S2 | 48.96 | 48.96 | 50.11 |  |  
                | S3 | 47.65 | 48.34 | 49.99 |  |  
                | S4 | 46.34 | 47.03 | 49.63 |  |  | 
        
            | Weekly Pivots for week ending 08-Sep-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 54.90 | 53.60 | 49.23 |  |  
                | R3 | 52.78 | 51.48 | 48.64 |  |  
                | R2 | 50.66 | 50.66 | 48.45 |  |  
                | R1 | 49.36 | 49.36 | 48.25 | 50.01 |  
                | PP | 48.54 | 48.54 | 48.54 | 48.87 |  
                | S1 | 47.24 | 47.24 | 47.87 | 47.89 |  
                | S2 | 46.42 | 46.42 | 47.67 |  |  
                | S3 | 44.30 | 45.12 | 47.48 |  |  
                | S4 | 42.18 | 43.00 | 46.89 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.88 | 47.59 | 3.29 | 6.5% | 1.25 | 2.5% | 84% | True | False | 333,695 |  
                | 10 | 50.88 | 46.14 | 4.74 | 9.4% | 1.21 | 2.4% | 89% | True | False | 306,151 |  
                | 20 | 50.88 | 46.14 | 4.74 | 9.4% | 1.19 | 2.4% | 89% | True | False | 254,529 |  
                | 40 | 50.88 | 45.83 | 5.05 | 10.0% | 1.21 | 2.4% | 90% | True | False | 164,687 |  
                | 60 | 50.88 | 42.80 | 8.08 | 16.0% | 1.23 | 2.4% | 93% | True | False | 120,294 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 56.45 |  
            | 2.618 | 54.31 |  
            | 1.618 | 53.00 |  
            | 1.000 | 52.19 |  
            | 0.618 | 51.69 |  
            | HIGH | 50.88 |  
            | 0.618 | 50.38 |  
            | 0.500 | 50.23 |  
            | 0.382 | 50.07 |  
            | LOW | 49.57 |  
            | 0.618 | 48.76 |  
            | 1.000 | 48.26 |  
            | 1.618 | 47.45 |  
            | 2.618 | 46.14 |  
            | 4.250 | 44.00 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 14-Sep-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 50.31 | 50.09 |  
                                | PP | 50.27 | 49.84 |  
                                | S1 | 50.23 | 49.58 |  |