NYMEX Light Sweet Crude Oil Future August 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 01-Jul-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 30-Jun-2016 | 01-Jul-2016 | Change | Change % | Previous Week |  
                        | Open | 49.55 | 48.38 | -1.17 | -2.4% | 47.81 |  
                        | High | 49.62 | 49.30 | -0.32 | -0.6% | 50.00 |  
                        | Low | 48.17 | 47.90 | -0.27 | -0.6% | 45.83 |  
                        | Close | 48.33 | 48.99 | 0.66 | 1.4% | 48.99 |  
                        | Range | 1.45 | 1.40 | -0.05 | -3.4% | 4.17 |  
                        | ATR | 1.75 | 1.73 | -0.03 | -1.4% | 0.00 |  
                        | Volume | 508,736 | 405,187 | -103,549 | -20.4% | 2,428,863 |  | 
    
| 
        
            | Daily Pivots for day following 01-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 52.93 | 52.36 | 49.76 |  |  
                | R3 | 51.53 | 50.96 | 49.38 |  |  
                | R2 | 50.13 | 50.13 | 49.25 |  |  
                | R1 | 49.56 | 49.56 | 49.12 | 49.85 |  
                | PP | 48.73 | 48.73 | 48.73 | 48.87 |  
                | S1 | 48.16 | 48.16 | 48.86 | 48.45 |  
                | S2 | 47.33 | 47.33 | 48.73 |  |  
                | S3 | 45.93 | 46.76 | 48.61 |  |  
                | S4 | 44.53 | 45.36 | 48.22 |  |  | 
        
            | Weekly Pivots for week ending 01-Jul-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 60.78 | 59.06 | 51.28 |  |  
                | R3 | 56.61 | 54.89 | 50.14 |  |  
                | R2 | 52.44 | 52.44 | 49.75 |  |  
                | R1 | 50.72 | 50.72 | 49.37 | 51.58 |  
                | PP | 48.27 | 48.27 | 48.27 | 48.71 |  
                | S1 | 46.55 | 46.55 | 48.61 | 47.41 |  
                | S2 | 44.10 | 44.10 | 48.23 |  |  
                | S3 | 39.93 | 42.38 | 47.84 |  |  
                | S4 | 35.76 | 38.21 | 46.70 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.00 | 45.83 | 4.17 | 8.5% | 1.73 | 3.5% | 76% | False | False | 485,772 |  
                | 10 | 50.54 | 45.83 | 4.71 | 9.6% | 1.85 | 3.8% | 67% | False | False | 497,915 |  
                | 20 | 52.28 | 45.83 | 6.45 | 13.2% | 1.67 | 3.4% | 49% | False | False | 377,692 |  
                | 40 | 52.28 | 44.12 | 8.16 | 16.7% | 1.55 | 3.2% | 60% | False | False | 230,141 |  
                | 60 | 52.28 | 40.13 | 12.15 | 24.8% | 1.61 | 3.3% | 73% | False | False | 167,911 |  
                | 80 | 52.28 | 38.14 | 14.14 | 28.9% | 1.53 | 3.1% | 77% | False | False | 132,205 |  
                | 100 | 52.28 | 33.98 | 18.30 | 37.4% | 1.57 | 3.2% | 82% | False | False | 109,961 |  
                | 120 | 52.28 | 32.22 | 20.06 | 40.9% | 1.62 | 3.3% | 84% | False | False | 94,276 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.25 |  
            | 2.618 | 52.97 |  
            | 1.618 | 51.57 |  
            | 1.000 | 50.70 |  
            | 0.618 | 50.17 |  
            | HIGH | 49.30 |  
            | 0.618 | 48.77 |  
            | 0.500 | 48.60 |  
            | 0.382 | 48.43 |  
            | LOW | 47.90 |  
            | 0.618 | 47.03 |  
            | 1.000 | 46.50 |  
            | 1.618 | 45.63 |  
            | 2.618 | 44.23 |  
            | 4.250 | 41.95 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 01-Jul-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 48.86 | 48.98 |  
                                | PP | 48.73 | 48.96 |  
                                | S1 | 48.60 | 48.95 |  |