NYMEX Light Sweet Crude Oil Future September 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jun-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 16-Jun-2016 | 17-Jun-2016 | Change | Change % | Previous Week |  
                        | Open | 48.41 | 47.02 | -1.39 | -2.9% | 50.11 |  
                        | High | 48.68 | 49.41 | 0.73 | 1.5% | 50.45 |  
                        | Low | 46.96 | 46.94 | -0.02 | 0.0% | 46.94 |  
                        | Close | 47.25 | 49.09 | 1.84 | 3.9% | 49.09 |  
                        | Range | 1.72 | 2.47 | 0.75 | 43.6% | 3.51 |  
                        | ATR | 1.40 | 1.48 | 0.08 | 5.4% | 0.00 |  
                        | Volume | 81,237 | 76,301 | -4,936 | -6.1% | 411,040 |  | 
    
| 
        
            | Daily Pivots for day following 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 55.89 | 54.96 | 50.45 |  |  
                | R3 | 53.42 | 52.49 | 49.77 |  |  
                | R2 | 50.95 | 50.95 | 49.54 |  |  
                | R1 | 50.02 | 50.02 | 49.32 | 50.49 |  
                | PP | 48.48 | 48.48 | 48.48 | 48.71 |  
                | S1 | 47.55 | 47.55 | 48.86 | 48.02 |  
                | S2 | 46.01 | 46.01 | 48.64 |  |  
                | S3 | 43.54 | 45.08 | 48.41 |  |  
                | S4 | 41.07 | 42.61 | 47.73 |  |  | 
        
            | Weekly Pivots for week ending 17-Jun-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 59.36 | 57.73 | 51.02 |  |  
                | R3 | 55.85 | 54.22 | 50.06 |  |  
                | R2 | 52.34 | 52.34 | 49.73 |  |  
                | R1 | 50.71 | 50.71 | 49.41 | 49.77 |  
                | PP | 48.83 | 48.83 | 48.83 | 48.36 |  
                | S1 | 47.20 | 47.20 | 48.77 | 46.26 |  
                | S2 | 45.32 | 45.32 | 48.45 |  |  
                | S3 | 41.81 | 43.69 | 48.12 |  |  
                | S4 | 38.30 | 40.18 | 47.16 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.45 | 46.94 | 3.51 | 7.2% | 1.50 | 3.1% | 61% | False | True | 82,208 |  
                | 10 | 52.73 | 46.94 | 5.79 | 11.8% | 1.44 | 2.9% | 37% | False | True | 86,206 |  
                | 20 | 52.73 | 46.94 | 5.79 | 11.8% | 1.32 | 2.7% | 37% | False | True | 65,601 |  
                | 40 | 52.73 | 44.51 | 8.22 | 16.7% | 1.44 | 2.9% | 56% | False | False | 53,095 |  
                | 60 | 52.73 | 38.67 | 14.06 | 28.6% | 1.49 | 3.0% | 74% | False | False | 46,746 |  
                | 80 | 52.73 | 36.93 | 15.80 | 32.2% | 1.46 | 3.0% | 77% | False | False | 42,594 |  
                | 100 | 52.73 | 34.69 | 18.04 | 36.7% | 1.54 | 3.1% | 80% | False | False | 39,068 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 59.91 |  
            | 2.618 | 55.88 |  
            | 1.618 | 53.41 |  
            | 1.000 | 51.88 |  
            | 0.618 | 50.94 |  
            | HIGH | 49.41 |  
            | 0.618 | 48.47 |  
            | 0.500 | 48.18 |  
            | 0.382 | 47.88 |  
            | LOW | 46.94 |  
            | 0.618 | 45.41 |  
            | 1.000 | 44.47 |  
            | 1.618 | 42.94 |  
            | 2.618 | 40.47 |  
            | 4.250 | 36.44 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 17-Jun-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 48.79 | 48.83 |  
                                | PP | 48.48 | 48.57 |  
                                | S1 | 48.18 | 48.31 |  |