NYMEX Light Sweet Crude Oil Future April 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 09-Mar-2018 | 12-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 60.27 | 62.10 | 1.83 | 3.0% | 61.55 |  
                        | High | 62.18 | 62.33 | 0.15 | 0.2% | 63.28 |  
                        | Low | 60.14 | 60.67 | 0.53 | 0.9% | 59.95 |  
                        | Close | 62.04 | 61.36 | -0.68 | -1.1% | 62.04 |  
                        | Range | 2.04 | 1.66 | -0.38 | -18.6% | 3.33 |  
                        | ATR | 1.60 | 1.61 | 0.00 | 0.2% | 0.00 |  
                        | Volume | 659,722 | 537,990 | -121,732 | -18.5% | 3,493,570 |  | 
    
| 
        
            | Daily Pivots for day following 12-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 66.43 | 65.56 | 62.27 |  |  
                | R3 | 64.77 | 63.90 | 61.82 |  |  
                | R2 | 63.11 | 63.11 | 61.66 |  |  
                | R1 | 62.24 | 62.24 | 61.51 | 61.85 |  
                | PP | 61.45 | 61.45 | 61.45 | 61.26 |  
                | S1 | 60.58 | 60.58 | 61.21 | 60.19 |  
                | S2 | 59.79 | 59.79 | 61.06 |  |  
                | S3 | 58.13 | 58.92 | 60.90 |  |  
                | S4 | 56.47 | 57.26 | 60.45 |  |  | 
        
            | Weekly Pivots for week ending 09-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 71.75 | 70.22 | 63.87 |  |  
                | R3 | 68.42 | 66.89 | 62.96 |  |  
                | R2 | 65.09 | 65.09 | 62.65 |  |  
                | R1 | 63.56 | 63.56 | 62.35 | 64.33 |  
                | PP | 61.76 | 61.76 | 61.76 | 62.14 |  
                | S1 | 60.23 | 60.23 | 61.73 | 61.00 |  
                | S2 | 58.43 | 58.43 | 61.43 |  |  
                | S3 | 55.10 | 56.90 | 61.12 |  |  
                | S4 | 51.77 | 53.57 | 60.21 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 63.28 | 59.95 | 3.33 | 5.4% | 1.65 | 2.7% | 42% | False | False | 686,458 |  
                | 10 | 64.08 | 59.95 | 4.13 | 6.7% | 1.66 | 2.7% | 34% | False | False | 678,865 |  
                | 20 | 64.24 | 58.09 | 6.15 | 10.0% | 1.62 | 2.6% | 53% | False | False | 587,270 |  
                | 40 | 66.39 | 57.90 | 8.49 | 13.8% | 1.56 | 2.5% | 41% | False | False | 394,425 |  
                | 60 | 66.39 | 56.01 | 10.38 | 16.9% | 1.32 | 2.2% | 52% | False | False | 284,803 |  
                | 80 | 66.39 | 55.37 | 11.02 | 18.0% | 1.26 | 2.1% | 54% | False | False | 226,170 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 69.39 |  
            | 2.618 | 66.68 |  
            | 1.618 | 65.02 |  
            | 1.000 | 63.99 |  
            | 0.618 | 63.36 |  
            | HIGH | 62.33 |  
            | 0.618 | 61.70 |  
            | 0.500 | 61.50 |  
            | 0.382 | 61.30 |  
            | LOW | 60.67 |  
            | 0.618 | 59.64 |  
            | 1.000 | 59.01 |  
            | 1.618 | 57.98 |  
            | 2.618 | 56.32 |  
            | 4.250 | 53.62 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 12-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.50 | 61.29 |  
                                | PP | 61.45 | 61.21 |  
                                | S1 | 61.41 | 61.14 |  |