NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 03-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Feb-2016 | 
                    03-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        37.05 | 
                        35.52 | 
                        -1.53 | 
                        -4.1% | 
                        36.45 | 
                     
                    
                        | High | 
                        37.05 | 
                        38.02 | 
                        0.97 | 
                        2.6% | 
                        39.29 | 
                     
                    
                        | Low | 
                        35.41 | 
                        35.40 | 
                        -0.01 | 
                        0.0% | 
                        34.05 | 
                     
                    
                        | Close | 
                        35.78 | 
                        37.71 | 
                        1.93 | 
                        5.4% | 
                        38.99 | 
                     
                    
                        | Range | 
                        1.64 | 
                        2.62 | 
                        0.98 | 
                        59.8% | 
                        5.24 | 
                     
                    
                        | ATR | 
                        1.93 | 
                        1.98 | 
                        0.05 | 
                        2.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        30,046 | 
                        39,265 | 
                        9,219 | 
                        30.7% | 
                        135,831 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 03-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                44.90 | 
                43.93 | 
                39.15 | 
                 | 
             
            
                | R3 | 
                42.28 | 
                41.31 | 
                38.43 | 
                 | 
             
            
                | R2 | 
                39.66 | 
                39.66 | 
                38.19 | 
                 | 
             
            
                | R1 | 
                38.69 | 
                38.69 | 
                37.95 | 
                39.18 | 
             
            
                | PP | 
                37.04 | 
                37.04 | 
                37.04 | 
                37.29 | 
             
            
                | S1 | 
                36.07 | 
                36.07 | 
                37.47 | 
                36.56 | 
             
            
                | S2 | 
                34.42 | 
                34.42 | 
                37.23 | 
                 | 
             
            
                | S3 | 
                31.80 | 
                33.45 | 
                36.99 | 
                 | 
             
            
                | S4 | 
                29.18 | 
                30.83 | 
                36.27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jan-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                53.16 | 
                51.32 | 
                41.87 | 
                 | 
             
            
                | R3 | 
                47.92 | 
                46.08 | 
                40.43 | 
                 | 
             
            
                | R2 | 
                42.68 | 
                42.68 | 
                39.95 | 
                 | 
             
            
                | R1 | 
                40.84 | 
                40.84 | 
                39.47 | 
                41.76 | 
             
            
                | PP | 
                37.44 | 
                37.44 | 
                37.44 | 
                37.91 | 
             
            
                | S1 | 
                35.60 | 
                35.60 | 
                38.51 | 
                36.52 | 
             
            
                | S2 | 
                32.20 | 
                32.20 | 
                38.03 | 
                 | 
             
            
                | S3 | 
                26.96 | 
                30.36 | 
                37.55 | 
                 | 
             
            
                | S4 | 
                21.72 | 
                25.12 | 
                36.11 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                39.39 | 
                35.40 | 
                3.99 | 
                10.6% | 
                2.16 | 
                5.7% | 
                58% | 
                False | 
                True | 
                32,366 | 
                 
                
                | 10 | 
                39.39 | 
                32.05 | 
                7.34 | 
                19.5% | 
                2.37 | 
                6.3% | 
                77% | 
                False | 
                False | 
                28,482 | 
                 
                
                | 20 | 
                40.73 | 
                31.61 | 
                9.12 | 
                24.2% | 
                2.08 | 
                5.5% | 
                67% | 
                False | 
                False | 
                23,195 | 
                 
                
                | 40 | 
                45.11 | 
                31.61 | 
                13.50 | 
                35.8% | 
                1.64 | 
                4.3% | 
                45% | 
                False | 
                False | 
                16,474 | 
                 
                
                | 60 | 
                49.81 | 
                31.61 | 
                18.20 | 
                48.3% | 
                1.50 | 
                4.0% | 
                34% | 
                False | 
                False | 
                12,838 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            49.16 | 
         
        
            | 
2.618             | 
            44.88 | 
         
        
            | 
1.618             | 
            42.26 | 
         
        
            | 
1.000             | 
            40.64 | 
         
        
            | 
0.618             | 
            39.64 | 
         
        
            | 
HIGH             | 
            38.02 | 
         
        
            | 
0.618             | 
            37.02 | 
         
        
            | 
0.500             | 
            36.71 | 
         
        
            | 
0.382             | 
            36.40 | 
         
        
            | 
LOW             | 
            35.40 | 
         
        
            | 
0.618             | 
            33.78 | 
         
        
            | 
1.000             | 
            32.78 | 
         
        
            | 
1.618             | 
            31.16 | 
         
        
            | 
2.618             | 
            28.54 | 
         
        
            | 
4.250             | 
            24.27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 03-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.38 | 
                                37.61 | 
                             
                            
                                | PP | 
                                37.04 | 
                                37.50 | 
                             
                            
                                | S1 | 
                                36.71 | 
                                37.40 | 
                             
             
         |