NYMEX Light Sweet Crude Oil Future October 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-May-2016 | 
    
        | 
                
                    | Day Change Summary |  
                    |  | Previous | Current |  |  |  |  
                    |  | 17-May-2016 | 18-May-2016 | Change | Change % | Previous Week |  
                        | Open | 49.58 | 50.04 | 0.46 | 0.9% | 47.10 |  
                        | High | 50.40 | 50.59 | 0.19 | 0.4% | 48.82 |  
                        | Low | 49.27 | 49.40 | 0.13 | 0.3% | 45.03 |  
                        | Close | 50.04 | 49.89 | -0.15 | -0.3% | 48.20 |  
                        | Range | 1.13 | 1.19 | 0.06 | 5.3% | 3.79 |  
                        | ATR | 1.53 | 1.51 | -0.02 | -1.6% | 0.00 |  
                        | Volume | 22,363 | 21,458 | -905 | -4.0% | 126,360 |  | 
    
| 
        
            | Daily Pivots for day following 18-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 53.53 | 52.90 | 50.54 |  |  
                | R3 | 52.34 | 51.71 | 50.22 |  |  
                | R2 | 51.15 | 51.15 | 50.11 |  |  
                | R1 | 50.52 | 50.52 | 50.00 | 50.24 |  
                | PP | 49.96 | 49.96 | 49.96 | 49.82 |  
                | S1 | 49.33 | 49.33 | 49.78 | 49.05 |  
                | S2 | 48.77 | 48.77 | 49.67 |  |  
                | S3 | 47.58 | 48.14 | 49.56 |  |  
                | S4 | 46.39 | 46.95 | 49.24 |  |  | 
        
            | Weekly Pivots for week ending 13-May-2016 |  
            |  | Classic | Woodie | Camarilla | DeMark |  
                | R4 | 58.72 | 57.25 | 50.28 |  |  
                | R3 | 54.93 | 53.46 | 49.24 |  |  
                | R2 | 51.14 | 51.14 | 48.89 |  |  
                | R1 | 49.67 | 49.67 | 48.55 | 50.41 |  
                | PP | 47.35 | 47.35 | 47.35 | 47.72 |  
                | S1 | 45.88 | 45.88 | 47.85 | 46.62 |  
                | S2 | 43.56 | 43.56 | 47.51 |  |  
                | S3 | 39.77 | 42.09 | 47.16 |  |  
                | S4 | 35.98 | 38.30 | 46.12 |  |  | 
    
    | 
            
                | High/Low/Range Statistics |  
                | Trading Days | High | Low | Range | Range % | Average Range | Average Range % | Close % | New High | New Low | Average Volume |  
                | 5 | 50.59 | 47.61 | 2.98 | 6.0% | 1.13 | 2.3% | 77% | True | False | 21,992 |  
                | 10 | 50.59 | 45.03 | 5.56 | 11.1% | 1.57 | 3.2% | 87% | True | False | 24,615 |  
                | 20 | 50.59 | 44.86 | 5.73 | 11.5% | 1.47 | 3.0% | 88% | True | False | 20,612 |  
                | 40 | 50.59 | 39.08 | 11.51 | 23.1% | 1.45 | 2.9% | 94% | True | False | 17,734 |  
                | 60 | 50.59 | 36.98 | 13.61 | 27.3% | 1.39 | 2.8% | 95% | True | False | 15,760 |  | 
    
        
        |  | 
    
        | Fibonacci Retracements and Extensions |  
            | 4.250 | 55.65 |  
            | 2.618 | 53.71 |  
            | 1.618 | 52.52 |  
            | 1.000 | 51.78 |  
            | 0.618 | 51.33 |  
            | HIGH | 50.59 |  
            | 0.618 | 50.14 |  
            | 0.500 | 50.00 |  
            | 0.382 | 49.85 |  
            | LOW | 49.40 |  
            | 0.618 | 48.66 |  
            | 1.000 | 48.21 |  
            | 1.618 | 47.47 |  
            | 2.618 | 46.28 |  
            | 4.250 | 44.34 |  
        |  |  | 
    
        | 
                
                    | Fisher Pivots for day following 18-May-2016 |  
                    | Pivot | 1 day | 3 day |  
                                | R1 | 50.00 | 49.73 |  
                                | PP | 49.96 | 49.56 |  
                                | S1 | 49.93 | 49.40 |  |