NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Nov-2015 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 23-Nov-2015 | 24-Nov-2015 | Change | Change % | Previous Week |  
                        | Open | 45.80 | 46.96 | 1.16 | 2.5% | 46.34 |  
                        | High | 47.40 | 48.15 | 0.75 | 1.6% | 47.22 |  
                        | Low | 45.37 | 46.95 | 1.58 | 3.5% | 45.32 |  
                        | Close | 46.79 | 48.13 | 1.34 | 2.9% | 46.56 |  
                        | Range | 2.03 | 1.20 | -0.83 | -40.9% | 1.90 |  
                        | ATR | 1.27 | 1.28 | 0.01 | 0.5% | 0.00 |  
                        | Volume | 6,400 | 9,053 | 2,653 | 41.5% | 33,905 |  | 
    
| 
        
            | Daily Pivots for day following 24-Nov-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 51.34 | 50.94 | 48.79 |  |  
                | R3 | 50.14 | 49.74 | 48.46 |  |  
                | R2 | 48.94 | 48.94 | 48.35 |  |  
                | R1 | 48.54 | 48.54 | 48.24 | 48.74 |  
                | PP | 47.74 | 47.74 | 47.74 | 47.85 |  
                | S1 | 47.34 | 47.34 | 48.02 | 47.54 |  
                | S2 | 46.54 | 46.54 | 47.91 |  |  
                | S3 | 45.34 | 46.14 | 47.80 |  |  
                | S4 | 44.14 | 44.94 | 47.47 |  |  | 
        
            | Weekly Pivots for week ending 20-Nov-2015 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.07 | 51.21 | 47.61 |  |  
                | R3 | 50.17 | 49.31 | 47.08 |  |  
                | R2 | 48.27 | 48.27 | 46.91 |  |  
                | R1 | 47.41 | 47.41 | 46.73 | 47.84 |  
                | PP | 46.37 | 46.37 | 46.37 | 46.58 |  
                | S1 | 45.51 | 45.51 | 46.39 | 45.94 |  
                | S2 | 44.47 | 44.47 | 46.21 |  |  
                | S3 | 42.57 | 43.61 | 46.04 |  |  
                | S4 | 40.67 | 41.71 | 45.52 |  |  | 
    
    |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 53.25 |  
            | 2.618 | 51.29 |  
            | 1.618 | 50.09 |  
            | 1.000 | 49.35 |  
            | 0.618 | 48.89 |  
            | HIGH | 48.15 |  
            | 0.618 | 47.69 |  
            | 0.500 | 47.55 |  
            | 0.382 | 47.41 |  
            | LOW | 46.95 |  
            | 0.618 | 46.21 |  
            | 1.000 | 45.75 |  
            | 1.618 | 45.01 |  
            | 2.618 | 43.81 |  
            | 4.250 | 41.85 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 24-Nov-2015 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 47.94 | 47.67 |  
                                | PP | 47.74 | 47.22 |  
                                | S1 | 47.55 | 46.76 |  |