NYMEX Light Sweet Crude Oil Future July 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Mar-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Mar-2016 | 
                    18-Mar-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.50 | 
                        42.92 | 
                        1.42 | 
                        3.4% | 
                        41.39 | 
                     
                    
                        | High | 
                        43.01 | 
                        43.69 | 
                        0.68 | 
                        1.6% | 
                        43.69 | 
                     
                    
                        | Low | 
                        41.48 | 
                        42.47 | 
                        0.99 | 
                        2.4% | 
                        39.39 | 
                     
                    
                        | Close | 
                        42.96 | 
                        42.68 | 
                        -0.28 | 
                        -0.7% | 
                        42.68 | 
                     
                    
                        | Range | 
                        1.53 | 
                        1.22 | 
                        -0.31 | 
                        -20.3% | 
                        4.30 | 
                     
                    
                        | ATR | 
                        1.71 | 
                        1.67 | 
                        -0.03 | 
                        -2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        40,955 | 
                        69,634 | 
                        28,679 | 
                        70.0% | 
                        201,462 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                46.61 | 
                45.86 | 
                43.35 | 
                 | 
             
            
                | R3 | 
                45.39 | 
                44.64 | 
                43.02 | 
                 | 
             
            
                | R2 | 
                44.17 | 
                44.17 | 
                42.90 | 
                 | 
             
            
                | R1 | 
                43.42 | 
                43.42 | 
                42.79 | 
                43.19 | 
             
            
                | PP | 
                42.95 | 
                42.95 | 
                42.95 | 
                42.83 | 
             
            
                | S1 | 
                42.20 | 
                42.20 | 
                42.57 | 
                41.97 | 
             
            
                | S2 | 
                41.73 | 
                41.73 | 
                42.46 | 
                 | 
             
            
                | S3 | 
                40.51 | 
                40.98 | 
                42.34 | 
                 | 
             
            
                | S4 | 
                39.29 | 
                39.76 | 
                42.01 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 18-Mar-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.82 | 
                53.05 | 
                45.05 | 
                 | 
             
            
                | R3 | 
                50.52 | 
                48.75 | 
                43.86 | 
                 | 
             
            
                | R2 | 
                46.22 | 
                46.22 | 
                43.47 | 
                 | 
             
            
                | R1 | 
                44.45 | 
                44.45 | 
                43.07 | 
                45.34 | 
             
            
                | PP | 
                41.92 | 
                41.92 | 
                41.92 | 
                42.36 | 
             
            
                | S1 | 
                40.15 | 
                40.15 | 
                42.29 | 
                41.04 | 
             
            
                | S2 | 
                37.62 | 
                37.62 | 
                41.89 | 
                 | 
             
            
                | S3 | 
                33.32 | 
                35.85 | 
                41.50 | 
                 | 
             
            
                | S4 | 
                29.02 | 
                31.55 | 
                40.32 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                43.69 | 
                39.39 | 
                4.30 | 
                10.1% | 
                1.41 | 
                3.3% | 
                77% | 
                True | 
                False | 
                40,292 | 
                 
                
                | 10 | 
                43.69 | 
                39.39 | 
                4.30 | 
                10.1% | 
                1.53 | 
                3.6% | 
                77% | 
                True | 
                False | 
                41,943 | 
                 
                
                | 20 | 
                43.69 | 
                34.74 | 
                8.95 | 
                21.0% | 
                1.58 | 
                3.7% | 
                89% | 
                True | 
                False | 
                38,565 | 
                 
                
                | 40 | 
                43.69 | 
                33.14 | 
                10.55 | 
                24.7% | 
                1.87 | 
                4.4% | 
                90% | 
                True | 
                False | 
                36,254 | 
                 
                
                | 60 | 
                43.69 | 
                31.61 | 
                12.08 | 
                28.3% | 
                1.75 | 
                4.1% | 
                92% | 
                True | 
                False | 
                28,473 | 
                 
                
                | 80 | 
                48.35 | 
                31.61 | 
                16.74 | 
                39.2% | 
                1.64 | 
                3.8% | 
                66% | 
                False | 
                False | 
                23,775 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            48.88 | 
         
        
            | 
2.618             | 
            46.88 | 
         
        
            | 
1.618             | 
            45.66 | 
         
        
            | 
1.000             | 
            44.91 | 
         
        
            | 
0.618             | 
            44.44 | 
         
        
            | 
HIGH             | 
            43.69 | 
         
        
            | 
0.618             | 
            43.22 | 
         
        
            | 
0.500             | 
            43.08 | 
         
        
            | 
0.382             | 
            42.94 | 
         
        
            | 
LOW             | 
            42.47 | 
         
        
            | 
0.618             | 
            41.72 | 
         
        
            | 
1.000             | 
            41.25 | 
         
        
            | 
1.618             | 
            40.50 | 
         
        
            | 
2.618             | 
            39.28 | 
         
        
            | 
4.250             | 
            37.29 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Mar-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.08 | 
                                42.41 | 
                             
                            
                                | PP | 
                                42.95 | 
                                42.13 | 
                             
                            
                                | S1 | 
                                42.81 | 
                                41.86 | 
                             
             
         |