NYMEX Light Sweet Crude Oil Future January 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Oct-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Oct-2017 | 24-Oct-2017 | Change | Change % | Previous Week |  
                        | Open | 52.29 | 52.08 | -0.21 | -0.4% | 51.92 |  
                        | High | 52.48 | 52.82 | 0.34 | 0.6% | 52.85 |  
                        | Low | 51.86 | 51.73 | -0.13 | -0.3% | 51.09 |  
                        | Close | 52.08 | 52.67 | 0.59 | 1.1% | 52.04 |  
                        | Range | 0.62 | 1.09 | 0.47 | 75.8% | 1.76 |  
                        | ATR | 1.00 | 1.01 | 0.01 | 0.6% | 0.00 |  
                        | Volume | 129,818 | 172,521 | 42,703 | 32.9% | 450,851 |  | 
    
| 
        
            | Daily Pivots for day following 24-Oct-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.68 | 55.26 | 53.27 |  |  
                | R3 | 54.59 | 54.17 | 52.97 |  |  
                | R2 | 53.50 | 53.50 | 52.87 |  |  
                | R1 | 53.08 | 53.08 | 52.77 | 53.29 |  
                | PP | 52.41 | 52.41 | 52.41 | 52.51 |  
                | S1 | 51.99 | 51.99 | 52.57 | 52.20 |  
                | S2 | 51.32 | 51.32 | 52.47 |  |  
                | S3 | 50.23 | 50.90 | 52.37 |  |  
                | S4 | 49.14 | 49.81 | 52.07 |  |  | 
        
            | Weekly Pivots for week ending 20-Oct-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 57.27 | 56.42 | 53.01 |  |  
                | R3 | 55.51 | 54.66 | 52.52 |  |  
                | R2 | 53.75 | 53.75 | 52.36 |  |  
                | R1 | 52.90 | 52.90 | 52.20 | 53.33 |  
                | PP | 51.99 | 51.99 | 51.99 | 52.21 |  
                | S1 | 51.14 | 51.14 | 51.88 | 51.57 |  
                | S2 | 50.23 | 50.23 | 51.72 |  |  
                | S3 | 48.47 | 49.38 | 51.56 |  |  
                | S4 | 46.71 | 47.62 | 51.07 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 52.82 | 51.09 | 1.73 | 3.3% | 0.92 | 1.7% | 91% | True | False | 116,715 |  
                | 10 | 52.85 | 50.71 | 2.14 | 4.1% | 0.93 | 1.8% | 92% | False | False | 100,323 |  
                | 20 | 53.27 | 49.73 | 3.54 | 6.7% | 1.00 | 1.9% | 83% | False | False | 85,188 |  
                | 40 | 53.27 | 46.95 | 6.32 | 12.0% | 1.01 | 1.9% | 91% | False | False | 83,514 |  
                | 60 | 53.27 | 46.95 | 6.32 | 12.0% | 1.05 | 2.0% | 91% | False | False | 70,369 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 57.45 |  
            | 2.618 | 55.67 |  
            | 1.618 | 54.58 |  
            | 1.000 | 53.91 |  
            | 0.618 | 53.49 |  
            | HIGH | 52.82 |  
            | 0.618 | 52.40 |  
            | 0.500 | 52.28 |  
            | 0.382 | 52.15 |  
            | LOW | 51.73 |  
            | 0.618 | 51.06 |  
            | 1.000 | 50.64 |  
            | 1.618 | 49.97 |  
            | 2.618 | 48.88 |  
            | 4.250 | 47.10 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Oct-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 52.54 | 52.43 |  
                                | PP | 52.41 | 52.19 |  
                                | S1 | 52.28 | 51.96 |  |