NYMEX Light Sweet Crude Oil Future April 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 14-Mar-2018 | 15-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 60.87 | 60.95 | 0.08 | 0.1% | 61.55 |  
                        | High | 61.33 | 61.54 | 0.21 | 0.3% | 63.28 |  
                        | Low | 60.11 | 60.82 | 0.71 | 1.2% | 59.95 |  
                        | Close | 60.96 | 61.19 | 0.23 | 0.4% | 62.04 |  
                        | Range | 1.22 | 0.72 | -0.50 | -41.0% | 3.33 |  
                        | ATR | 1.59 | 1.52 | -0.06 | -3.9% | 0.00 |  
                        | Volume | 665,017 | 430,201 | -234,816 | -35.3% | 3,493,570 |  | 
    
| 
        
            | Daily Pivots for day following 15-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 63.34 | 62.99 | 61.59 |  |  
                | R3 | 62.62 | 62.27 | 61.39 |  |  
                | R2 | 61.90 | 61.90 | 61.32 |  |  
                | R1 | 61.55 | 61.55 | 61.26 | 61.73 |  
                | PP | 61.18 | 61.18 | 61.18 | 61.27 |  
                | S1 | 60.83 | 60.83 | 61.12 | 61.01 |  
                | S2 | 60.46 | 60.46 | 61.06 |  |  
                | S3 | 59.74 | 60.11 | 60.99 |  |  
                | S4 | 59.02 | 59.39 | 60.79 |  |  | 
        
            | 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 | 62.33 | 60.11 | 2.22 | 3.6% | 1.47 | 2.4% | 49% | False | False | 608,133 |  
                | 10 | 63.28 | 59.95 | 3.33 | 5.4% | 1.51 | 2.5% | 37% | False | False | 648,803 |  
                | 20 | 64.24 | 59.59 | 4.65 | 7.6% | 1.51 | 2.5% | 34% | False | False | 625,877 |  
                | 40 | 66.39 | 57.90 | 8.49 | 13.9% | 1.56 | 2.5% | 39% | False | False | 432,790 |  
                | 60 | 66.39 | 56.83 | 9.56 | 15.6% | 1.33 | 2.2% | 46% | False | False | 312,712 |  
                | 80 | 66.39 | 55.64 | 10.75 | 17.6% | 1.27 | 2.1% | 52% | False | False | 247,933 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 64.60 |  
            | 2.618 | 63.42 |  
            | 1.618 | 62.70 |  
            | 1.000 | 62.26 |  
            | 0.618 | 61.98 |  
            | HIGH | 61.54 |  
            | 0.618 | 61.26 |  
            | 0.500 | 61.18 |  
            | 0.382 | 61.10 |  
            | LOW | 60.82 |  
            | 0.618 | 60.38 |  
            | 1.000 | 60.10 |  
            | 1.618 | 59.66 |  
            | 2.618 | 58.94 |  
            | 4.250 | 57.76 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 15-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 61.19 | 61.14 |  
                                | PP | 61.18 | 61.09 |  
                                | S1 | 61.18 | 61.04 |  |