NYMEX Light Sweet Crude Oil Future June 2018
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 28-Mar-2018 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 27-Mar-2018 | 28-Mar-2018 | Change | Change % | Previous Week |  
                        | Open | 65.41 | 64.65 | -0.76 | -1.2% | 62.14 |  
                        | High | 66.27 | 65.08 | -1.19 | -1.8% | 65.82 |  
                        | Low | 64.49 | 63.68 | -0.81 | -1.3% | 61.30 |  
                        | Close | 65.18 | 64.35 | -0.83 | -1.3% | 65.71 |  
                        | Range | 1.78 | 1.40 | -0.38 | -21.3% | 4.52 |  
                        | ATR | 1.51 | 1.51 | 0.00 | -0.1% | 0.00 |  
                        | Volume | 156,307 | 169,971 | 13,664 | 8.7% | 811,182 |  | 
    
| 
        
            | Daily Pivots for day following 28-Mar-2018 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 68.57 | 67.86 | 65.12 |  |  
                | R3 | 67.17 | 66.46 | 64.74 |  |  
                | R2 | 65.77 | 65.77 | 64.61 |  |  
                | R1 | 65.06 | 65.06 | 64.48 | 64.72 |  
                | PP | 64.37 | 64.37 | 64.37 | 64.20 |  
                | S1 | 63.66 | 63.66 | 64.22 | 63.32 |  
                | S2 | 62.97 | 62.97 | 64.09 |  |  
                | S3 | 61.57 | 62.26 | 63.97 |  |  
                | S4 | 60.17 | 60.86 | 63.58 |  |  | 
        
            | 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 | 63.68 | 2.69 | 4.2% | 1.59 | 2.5% | 25% | False | True | 164,131 |  
                | 10 | 66.37 | 60.74 | 5.63 | 8.7% | 1.49 | 2.3% | 64% | False | False | 143,769 |  
                | 20 | 66.37 | 59.67 | 6.70 | 10.4% | 1.49 | 2.3% | 70% | False | False | 134,341 |  
                | 40 | 66.37 | 57.29 | 9.08 | 14.1% | 1.55 | 2.4% | 78% | False | False | 128,307 |  
                | 60 | 66.37 | 57.29 | 9.08 | 14.1% | 1.37 | 2.1% | 78% | False | False | 116,929 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 71.03 |  
            | 2.618 | 68.75 |  
            | 1.618 | 67.35 |  
            | 1.000 | 66.48 |  
            | 0.618 | 65.95 |  
            | HIGH | 65.08 |  
            | 0.618 | 64.55 |  
            | 0.500 | 64.38 |  
            | 0.382 | 64.21 |  
            | LOW | 63.68 |  
            | 0.618 | 62.81 |  
            | 1.000 | 62.28 |  
            | 1.618 | 61.41 |  
            | 2.618 | 60.01 |  
            | 4.250 | 57.73 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 28-Mar-2018 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 64.38 | 65.03 |  
                                | PP | 64.37 | 64.80 |  
                                | S1 | 64.36 | 64.58 |  |