NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Feb-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Feb-2016 | 
                    04-Feb-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        35.52 | 
                        37.71 | 
                        2.19 | 
                        6.2% | 
                        36.45 | 
                     
                    
                        | High | 
                        38.02 | 
                        38.61 | 
                        0.59 | 
                        1.6% | 
                        39.29 | 
                     
                    
                        | Low | 
                        35.40 | 
                        36.94 | 
                        1.54 | 
                        4.4% | 
                        34.05 | 
                     
                    
                        | Close | 
                        37.71 | 
                        37.39 | 
                        -0.32 | 
                        -0.8% | 
                        38.99 | 
                     
                    
                        | Range | 
                        2.62 | 
                        1.67 | 
                        -0.95 | 
                        -36.3% | 
                        5.24 | 
                     
                    
                        | ATR | 
                        1.98 | 
                        1.96 | 
                        -0.02 | 
                        -1.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        39,265 | 
                        37,306 | 
                        -1,959 | 
                        -5.0% | 
                        135,831 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Feb-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                42.66 | 
                41.69 | 
                38.31 | 
                 | 
             
            
                | R3 | 
                40.99 | 
                40.02 | 
                37.85 | 
                 | 
             
            
                | R2 | 
                39.32 | 
                39.32 | 
                37.70 | 
                 | 
             
            
                | R1 | 
                38.35 | 
                38.35 | 
                37.54 | 
                38.00 | 
             
            
                | PP | 
                37.65 | 
                37.65 | 
                37.65 | 
                37.47 | 
             
            
                | S1 | 
                36.68 | 
                36.68 | 
                37.24 | 
                36.33 | 
             
            
                | S2 | 
                35.98 | 
                35.98 | 
                37.08 | 
                 | 
             
            
                | S3 | 
                34.31 | 
                35.01 | 
                36.93 | 
                 | 
             
            
                | S4 | 
                32.64 | 
                33.34 | 
                36.47 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                10.7% | 
                1.95 | 
                5.2% | 
                50% | 
                False | 
                False | 
                34,646 | 
                 
                
                | 10 | 
                39.39 | 
                33.56 | 
                5.83 | 
                15.6% | 
                2.32 | 
                6.2% | 
                66% | 
                False | 
                False | 
                30,116 | 
                 
                
                | 20 | 
                39.39 | 
                31.61 | 
                7.78 | 
                20.8% | 
                2.06 | 
                5.5% | 
                74% | 
                False | 
                False | 
                24,462 | 
                 
                
                | 40 | 
                43.93 | 
                31.61 | 
                12.32 | 
                32.9% | 
                1.63 | 
                4.4% | 
                47% | 
                False | 
                False | 
                16,959 | 
                 
                
                | 60 | 
                49.74 | 
                31.61 | 
                18.13 | 
                48.5% | 
                1.51 | 
                4.0% | 
                32% | 
                False | 
                False | 
                13,375 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.71 | 
         
        
            | 
2.618             | 
            42.98 | 
         
        
            | 
1.618             | 
            41.31 | 
         
        
            | 
1.000             | 
            40.28 | 
         
        
            | 
0.618             | 
            39.64 | 
         
        
            | 
HIGH             | 
            38.61 | 
         
        
            | 
0.618             | 
            37.97 | 
         
        
            | 
0.500             | 
            37.78 | 
         
        
            | 
0.382             | 
            37.58 | 
         
        
            | 
LOW             | 
            36.94 | 
         
        
            | 
0.618             | 
            35.91 | 
         
        
            | 
1.000             | 
            35.27 | 
         
        
            | 
1.618             | 
            34.24 | 
         
        
            | 
2.618             | 
            32.57 | 
         
        
            | 
4.250             | 
            29.84 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Feb-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                37.78 | 
                                37.26 | 
                             
                            
                                | PP | 
                                37.65 | 
                                37.13 | 
                             
                            
                                | S1 | 
                                37.52 | 
                                37.01 | 
                             
             
         |