NYMEX Light Sweet Crude Oil Future June 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 27-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 26-Mar-2018 | 27-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 65.81 | 65.41 | -0.40 | -0.6% | 62.14 |  
                        | High | 66.37 | 66.27 | -0.10 | -0.2% | 65.82 |  
                        | Low | 64.94 | 64.49 | -0.45 | -0.7% | 61.30 |  
                        | Close | 65.41 | 65.18 | -0.23 | -0.4% | 65.71 |  
                        | Range | 1.43 | 1.78 | 0.35 | 24.5% | 4.52 |  
                        | ATR | 1.49 | 1.51 | 0.02 | 1.4% | 0.00 |  
                        | Volume | 116,651 | 156,307 | 39,656 | 34.0% | 811,182 |  | 
    
| 
        
            | Daily Pivots for day following 27-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 70.65 | 69.70 | 66.16 |  |  
                | R3 | 68.87 | 67.92 | 65.67 |  |  
                | R2 | 67.09 | 67.09 | 65.51 |  |  
                | R1 | 66.14 | 66.14 | 65.34 | 65.73 |  
                | PP | 65.31 | 65.31 | 65.31 | 65.11 |  
                | S1 | 64.36 | 64.36 | 65.02 | 63.95 |  
                | S2 | 63.53 | 63.53 | 64.85 |  |  
                | S3 | 61.75 | 62.58 | 64.69 |  |  
                | S4 | 59.97 | 60.80 | 64.20 |  |  | 
        
            | Weekly Pivots for week ending 23-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 77.84 | 76.29 | 68.20 |  |  
                | R3 | 73.32 | 71.77 | 66.95 |  |  
                | R2 | 68.80 | 68.80 | 66.54 |  |  
                | R1 | 67.25 | 67.25 | 66.12 | 68.03 |  
                | PP | 64.28 | 64.28 | 64.28 | 64.66 |  
                | S1 | 62.73 | 62.73 | 65.30 | 63.51 |  
                | S2 | 59.76 | 59.76 | 64.88 |  |  
                | S3 | 55.24 | 58.21 | 64.47 |  |  
                | S4 | 50.72 | 53.69 | 63.22 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 66.37 | 63.35 | 3.02 | 4.6% | 1.71 | 2.6% | 61% | False | False | 168,691 |  
                | 10 | 66.37 | 60.07 | 6.30 | 9.7% | 1.46 | 2.2% | 81% | False | False | 136,367 |  
                | 20 | 66.37 | 59.67 | 6.70 | 10.3% | 1.52 | 2.3% | 82% | False | False | 132,861 |  
                | 40 | 66.37 | 57.29 | 9.08 | 13.9% | 1.55 | 2.4% | 87% | False | False | 126,607 |  
                | 60 | 66.37 | 57.29 | 9.08 | 13.9% | 1.35 | 2.1% | 87% | False | False | 114,859 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 73.84 |  
            | 2.618 | 70.93 |  
            | 1.618 | 69.15 |  
            | 1.000 | 68.05 |  
            | 0.618 | 67.37 |  
            | HIGH | 66.27 |  
            | 0.618 | 65.59 |  
            | 0.500 | 65.38 |  
            | 0.382 | 65.17 |  
            | LOW | 64.49 |  
            | 0.618 | 63.39 |  
            | 1.000 | 62.71 |  
            | 1.618 | 61.61 |  
            | 2.618 | 59.83 |  
            | 4.250 | 56.93 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 27-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 65.38 | 65.18 |  
                                | PP | 65.31 | 65.18 |  
                                | S1 | 65.25 | 65.18 |  |