NYMEX Light Sweet Crude Oil Future October 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Jul-2016 | 
                    25-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        45.30 | 
                        44.88 | 
                        -0.42 | 
                        -0.9% | 
                        47.23 | 
                     
                    
                        | High | 
                        45.64 | 
                        45.05 | 
                        -0.59 | 
                        -1.3% | 
                        47.41 | 
                     
                    
                        | Low | 
                        44.42 | 
                        43.69 | 
                        -0.73 | 
                        -1.6% | 
                        44.42 | 
                     
                    
                        | Close | 
                        44.88 | 
                        43.87 | 
                        -1.01 | 
                        -2.3% | 
                        44.88 | 
                     
                    
                        | Range | 
                        1.22 | 
                        1.36 | 
                        0.14 | 
                        11.5% | 
                        2.99 | 
                     
                    
                        | ATR | 
                        1.63 | 
                        1.61 | 
                        -0.02 | 
                        -1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        68,040 | 
                        71,819 | 
                        3,779 | 
                        5.6% | 
                        361,628 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.28 | 
                47.44 | 
                44.62 | 
                 | 
             
            
                | R3 | 
                46.92 | 
                46.08 | 
                44.24 | 
                 | 
             
            
                | R2 | 
                45.56 | 
                45.56 | 
                44.12 | 
                 | 
             
            
                | R1 | 
                44.72 | 
                44.72 | 
                43.99 | 
                44.46 | 
             
            
                | PP | 
                44.20 | 
                44.20 | 
                44.20 | 
                44.08 | 
             
            
                | S1 | 
                43.36 | 
                43.36 | 
                43.75 | 
                43.10 | 
             
            
                | S2 | 
                42.84 | 
                42.84 | 
                43.62 | 
                 | 
             
            
                | S3 | 
                41.48 | 
                42.00 | 
                43.50 | 
                 | 
             
            
                | S4 | 
                40.12 | 
                40.64 | 
                43.12 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.54 | 
                52.70 | 
                46.52 | 
                 | 
             
            
                | R3 | 
                51.55 | 
                49.71 | 
                45.70 | 
                 | 
             
            
                | R2 | 
                48.56 | 
                48.56 | 
                45.43 | 
                 | 
             
            
                | R1 | 
                46.72 | 
                46.72 | 
                45.15 | 
                46.15 | 
             
            
                | PP | 
                45.57 | 
                45.57 | 
                45.57 | 
                45.28 | 
             
            
                | S1 | 
                43.73 | 
                43.73 | 
                44.61 | 
                43.16 | 
             
            
                | S2 | 
                42.58 | 
                42.58 | 
                44.33 | 
                 | 
             
            
                | S3 | 
                39.59 | 
                40.74 | 
                44.06 | 
                 | 
             
            
                | S4 | 
                36.60 | 
                37.75 | 
                43.24 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                46.99 | 
                43.69 | 
                3.30 | 
                7.5% | 
                1.34 | 
                3.0% | 
                5% | 
                False | 
                True | 
                78,701 | 
                 
                
                | 10 | 
                48.37 | 
                43.69 | 
                4.68 | 
                10.7% | 
                1.46 | 
                3.3% | 
                4% | 
                False | 
                True | 
                73,763 | 
                 
                
                | 20 | 
                51.27 | 
                43.69 | 
                7.58 | 
                17.3% | 
                1.69 | 
                3.9% | 
                2% | 
                False | 
                True | 
                63,213 | 
                 
                
                | 40 | 
                53.02 | 
                43.69 | 
                9.33 | 
                21.3% | 
                1.57 | 
                3.6% | 
                2% | 
                False | 
                True | 
                45,548 | 
                 
                
                | 60 | 
                53.02 | 
                43.69 | 
                9.33 | 
                21.3% | 
                1.51 | 
                3.5% | 
                2% | 
                False | 
                True | 
                37,329 | 
                 
                
                | 80 | 
                53.02 | 
                39.08 | 
                13.94 | 
                31.8% | 
                1.51 | 
                3.4% | 
                34% | 
                False | 
                False | 
                32,206 | 
                 
                
                | 100 | 
                53.02 | 
                39.08 | 
                13.94 | 
                31.8% | 
                1.45 | 
                3.3% | 
                34% | 
                False | 
                False | 
                28,152 | 
                 
                
                | 120 | 
                53.02 | 
                35.44 | 
                17.58 | 
                40.1% | 
                1.47 | 
                3.3% | 
                48% | 
                False | 
                False | 
                25,278 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.83 | 
         
        
            | 
2.618             | 
            48.61 | 
         
        
            | 
1.618             | 
            47.25 | 
         
        
            | 
1.000             | 
            46.41 | 
         
        
            | 
0.618             | 
            45.89 | 
         
        
            | 
HIGH             | 
            45.05 | 
         
        
            | 
0.618             | 
            44.53 | 
         
        
            | 
0.500             | 
            44.37 | 
         
        
            | 
0.382             | 
            44.21 | 
         
        
            | 
LOW             | 
            43.69 | 
         
        
            | 
0.618             | 
            42.85 | 
         
        
            | 
1.000             | 
            42.33 | 
         
        
            | 
1.618             | 
            41.49 | 
         
        
            | 
2.618             | 
            40.13 | 
         
        
            | 
4.250             | 
            37.91 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.37 | 
                                45.25 | 
                             
                            
                                | PP | 
                                44.20 | 
                                44.79 | 
                             
                            
                                | S1 | 
                                44.04 | 
                                44.33 | 
                             
             
         |