NYMEX Light Sweet Crude Oil Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-May-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-May-2016 | 
                    06-May-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        45.70 | 
                        45.82 | 
                        0.12 | 
                        0.3% | 
                        47.45 | 
                     
                    
                        | High | 
                        47.31 | 
                        46.69 | 
                        -0.62 | 
                        -1.3% | 
                        47.55 | 
                     
                    
                        | Low | 
                        45.30 | 
                        44.89 | 
                        -0.41 | 
                        -0.9% | 
                        44.79 | 
                     
                    
                        | Close | 
                        45.65 | 
                        46.12 | 
                        0.47 | 
                        1.0% | 
                        46.12 | 
                     
                    
                        | Range | 
                        2.01 | 
                        1.80 | 
                        -0.21 | 
                        -10.4% | 
                        2.76 | 
                     
                    
                        | ATR | 
                        1.62 | 
                        1.64 | 
                        0.01 | 
                        0.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        55,514 | 
                        44,791 | 
                        -10,723 | 
                        -19.3% | 
                        207,819 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.30 | 
                50.51 | 
                47.11 | 
                 | 
             
            
                | R3 | 
                49.50 | 
                48.71 | 
                46.62 | 
                 | 
             
            
                | R2 | 
                47.70 | 
                47.70 | 
                46.45 | 
                 | 
             
            
                | R1 | 
                46.91 | 
                46.91 | 
                46.29 | 
                47.31 | 
             
            
                | PP | 
                45.90 | 
                45.90 | 
                45.90 | 
                46.10 | 
             
            
                | S1 | 
                45.11 | 
                45.11 | 
                45.96 | 
                45.51 | 
             
            
                | S2 | 
                44.10 | 
                44.10 | 
                45.79 | 
                 | 
             
            
                | S3 | 
                42.30 | 
                43.31 | 
                45.63 | 
                 | 
             
            
                | S4 | 
                40.50 | 
                41.51 | 
                45.13 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.43 | 
                53.04 | 
                47.64 | 
                 | 
             
            
                | R3 | 
                51.67 | 
                50.28 | 
                46.88 | 
                 | 
             
            
                | R2 | 
                48.91 | 
                48.91 | 
                46.63 | 
                 | 
             
            
                | R1 | 
                47.52 | 
                47.52 | 
                46.37 | 
                46.84 | 
             
            
                | PP | 
                46.15 | 
                46.15 | 
                46.15 | 
                45.81 | 
             
            
                | S1 | 
                44.76 | 
                44.76 | 
                45.87 | 
                44.08 | 
             
            
                | S2 | 
                43.39 | 
                43.39 | 
                45.61 | 
                 | 
             
            
                | S3 | 
                40.63 | 
                42.00 | 
                45.36 | 
                 | 
             
            
                | S4 | 
                37.87 | 
                39.24 | 
                44.60 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                47.55 | 
                44.79 | 
                2.76 | 
                6.0% | 
                1.72 | 
                3.7% | 
                48% | 
                False | 
                False | 
                41,563 | 
                 
                
                | 10 | 
                48.27 | 
                44.51 | 
                3.76 | 
                8.2% | 
                1.60 | 
                3.5% | 
                43% | 
                False | 
                False | 
                37,738 | 
                 
                
                | 20 | 
                48.27 | 
                40.58 | 
                7.69 | 
                16.7% | 
                1.66 | 
                3.6% | 
                72% | 
                False | 
                False | 
                38,874 | 
                 
                
                | 40 | 
                48.27 | 
                38.67 | 
                9.60 | 
                20.8% | 
                1.50 | 
                3.2% | 
                78% | 
                False | 
                False | 
                34,260 | 
                 
                
                | 60 | 
                48.27 | 
                34.69 | 
                13.58 | 
                29.4% | 
                1.56 | 
                3.4% | 
                84% | 
                False | 
                False | 
                31,505 | 
                 
                
                | 80 | 
                48.27 | 
                32.85 | 
                15.42 | 
                33.4% | 
                1.64 | 
                3.5% | 
                86% | 
                False | 
                False | 
                29,033 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            54.34 | 
         
        
            | 
2.618             | 
            51.40 | 
         
        
            | 
1.618             | 
            49.60 | 
         
        
            | 
1.000             | 
            48.49 | 
         
        
            | 
0.618             | 
            47.80 | 
         
        
            | 
HIGH             | 
            46.69 | 
         
        
            | 
0.618             | 
            46.00 | 
         
        
            | 
0.500             | 
            45.79 | 
         
        
            | 
0.382             | 
            45.58 | 
         
        
            | 
LOW             | 
            44.89 | 
         
        
            | 
0.618             | 
            43.78 | 
         
        
            | 
1.000             | 
            43.09 | 
         
        
            | 
1.618             | 
            41.98 | 
         
        
            | 
2.618             | 
            40.18 | 
         
        
            | 
4.250             | 
            37.24 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-May-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                46.01 | 
                                46.10 | 
                             
                            
                                | PP | 
                                45.90 | 
                                46.07 | 
                             
                            
                                | S1 | 
                                45.79 | 
                                46.05 | 
                             
             
         |