NYMEX Light Sweet Crude Oil Future January 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Nov-2017 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 01-Nov-2017 | 02-Nov-2017 | Change | Change % | Previous Week |  
                        | Open | 54.86 | 54.52 | -0.34 | -0.6% | 52.29 |  
                        | High | 55.42 | 55.04 | -0.38 | -0.7% | 54.36 |  
                        | Low | 54.11 | 54.19 | 0.08 | 0.1% | 51.73 |  
                        | Close | 54.51 | 54.77 | 0.26 | 0.5% | 54.09 |  
                        | Range | 1.31 | 0.85 | -0.46 | -35.1% | 2.63 |  
                        | ATR | 1.03 | 1.02 | -0.01 | -1.2% | 0.00 |  
                        | Volume | 154,432 | 129,575 | -24,857 | -16.1% | 851,494 |  | 
    
| 
        
            | Daily Pivots for day following 02-Nov-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 57.22 | 56.84 | 55.24 |  |  
                | R3 | 56.37 | 55.99 | 55.00 |  |  
                | R2 | 55.52 | 55.52 | 54.93 |  |  
                | R1 | 55.14 | 55.14 | 54.85 | 55.33 |  
                | PP | 54.67 | 54.67 | 54.67 | 54.76 |  
                | S1 | 54.29 | 54.29 | 54.69 | 54.48 |  
                | S2 | 53.82 | 53.82 | 54.61 |  |  
                | S3 | 52.97 | 53.44 | 54.54 |  |  
                | S4 | 52.12 | 52.59 | 54.30 |  |  | 
        
            | Weekly Pivots for week ending 27-Oct-2017 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 61.28 | 60.32 | 55.54 |  |  
                | R3 | 58.65 | 57.69 | 54.81 |  |  
                | R2 | 56.02 | 56.02 | 54.57 |  |  
                | R1 | 55.06 | 55.06 | 54.33 | 55.54 |  
                | PP | 53.39 | 53.39 | 53.39 | 53.64 |  
                | S1 | 52.43 | 52.43 | 53.85 | 52.91 |  
                | S2 | 50.76 | 50.76 | 53.61 |  |  
                | S3 | 48.13 | 49.80 | 53.37 |  |  
                | S4 | 45.50 | 47.17 | 52.64 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 55.42 | 52.46 | 2.96 | 5.4% | 1.13 | 2.1% | 78% | False | False | 148,439 |  
                | 10 | 55.42 | 51.09 | 4.33 | 7.9% | 1.01 | 1.8% | 85% | False | False | 150,990 |  
                | 20 | 55.42 | 49.73 | 5.69 | 10.4% | 1.02 | 1.9% | 89% | False | False | 119,553 |  
                | 40 | 55.42 | 48.50 | 6.92 | 12.6% | 1.00 | 1.8% | 91% | False | False | 92,509 |  
                | 60 | 55.42 | 46.95 | 8.47 | 15.5% | 1.05 | 1.9% | 92% | False | False | 84,247 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 58.65 |  
            | 2.618 | 57.27 |  
            | 1.618 | 56.42 |  
            | 1.000 | 55.89 |  
            | 0.618 | 55.57 |  
            | HIGH | 55.04 |  
            | 0.618 | 54.72 |  
            | 0.500 | 54.62 |  
            | 0.382 | 54.51 |  
            | LOW | 54.19 |  
            | 0.618 | 53.66 |  
            | 1.000 | 53.34 |  
            | 1.618 | 52.81 |  
            | 2.618 | 51.96 |  
            | 4.250 | 50.58 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 02-Nov-2017 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 54.72 | 54.77 |  
                                | PP | 54.67 | 54.77 |  
                                | S1 | 54.62 | 54.77 |  |