NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 02-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    01-Jun-2016 | 
                    02-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        50.43 | 
                        50.57 | 
                        0.14 | 
                        0.3% | 
                        49.74 | 
                     
                    
                        | High | 
                        50.75 | 
                        50.98 | 
                        0.23 | 
                        0.5% | 
                        51.42 | 
                     
                    
                        | Low | 
                        49.36 | 
                        49.65 | 
                        0.29 | 
                        0.6% | 
                        48.88 | 
                     
                    
                        | Close | 
                        50.54 | 
                        50.76 | 
                        0.22 | 
                        0.4% | 
                        50.81 | 
                     
                    
                        | Range | 
                        1.39 | 
                        1.33 | 
                        -0.06 | 
                        -4.3% | 
                        2.54 | 
                     
                    
                        | ATR | 
                        1.26 | 
                        1.27 | 
                        0.00 | 
                        0.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,568 | 
                        13,402 | 
                        -5,166 | 
                        -27.8% | 
                        71,467 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 02-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.45 | 
                53.94 | 
                51.49 | 
                 | 
             
            
                | R3 | 
                53.12 | 
                52.61 | 
                51.13 | 
                 | 
             
            
                | R2 | 
                51.79 | 
                51.79 | 
                51.00 | 
                 | 
             
            
                | R1 | 
                51.28 | 
                51.28 | 
                50.88 | 
                51.54 | 
             
            
                | PP | 
                50.46 | 
                50.46 | 
                50.46 | 
                50.59 | 
             
            
                | S1 | 
                49.95 | 
                49.95 | 
                50.64 | 
                50.21 | 
             
            
                | S2 | 
                49.13 | 
                49.13 | 
                50.52 | 
                 | 
             
            
                | S3 | 
                47.80 | 
                48.62 | 
                50.39 | 
                 | 
             
            
                | S4 | 
                46.47 | 
                47.29 | 
                50.03 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 27-May-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                57.99 | 
                56.94 | 
                52.21 | 
                 | 
             
            
                | R3 | 
                55.45 | 
                54.40 | 
                51.51 | 
                 | 
             
            
                | R2 | 
                52.91 | 
                52.91 | 
                51.28 | 
                 | 
             
            
                | R1 | 
                51.86 | 
                51.86 | 
                51.04 | 
                52.39 | 
             
            
                | PP | 
                50.37 | 
                50.37 | 
                50.37 | 
                50.63 | 
             
            
                | S1 | 
                49.32 | 
                49.32 | 
                50.58 | 
                49.85 | 
             
            
                | S2 | 
                47.83 | 
                47.83 | 
                50.34 | 
                 | 
             
            
                | S3 | 
                45.29 | 
                46.78 | 
                50.11 | 
                 | 
             
            
                | S4 | 
                42.75 | 
                44.24 | 
                49.41 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                51.46 | 
                49.36 | 
                2.10 | 
                4.1% | 
                1.11 | 
                2.2% | 
                67% | 
                False | 
                False | 
                12,474 | 
                 
                
                | 10 | 
                51.46 | 
                48.70 | 
                2.76 | 
                5.4% | 
                1.13 | 
                2.2% | 
                75% | 
                False | 
                False | 
                13,063 | 
                 
                
                | 20 | 
                51.46 | 
                45.26 | 
                6.20 | 
                12.2% | 
                1.30 | 
                2.6% | 
                89% | 
                False | 
                False | 
                15,891 | 
                 
                
                | 40 | 
                51.46 | 
                40.64 | 
                10.82 | 
                21.3% | 
                1.34 | 
                2.6% | 
                94% | 
                False | 
                False | 
                14,632 | 
                 
                
                | 60 | 
                51.46 | 
                39.40 | 
                12.06 | 
                23.8% | 
                1.24 | 
                2.4% | 
                94% | 
                False | 
                False | 
                12,808 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            56.63 | 
         
        
            | 
2.618             | 
            54.46 | 
         
        
            | 
1.618             | 
            53.13 | 
         
        
            | 
1.000             | 
            52.31 | 
         
        
            | 
0.618             | 
            51.80 | 
         
        
            | 
HIGH             | 
            50.98 | 
         
        
            | 
0.618             | 
            50.47 | 
         
        
            | 
0.500             | 
            50.32 | 
         
        
            | 
0.382             | 
            50.16 | 
         
        
            | 
LOW             | 
            49.65 | 
         
        
            | 
0.618             | 
            48.83 | 
         
        
            | 
1.000             | 
            48.32 | 
         
        
            | 
1.618             | 
            47.50 | 
         
        
            | 
2.618             | 
            46.17 | 
         
        
            | 
4.250             | 
            44.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 02-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                50.61 | 
                                50.64 | 
                             
                            
                                | PP | 
                                50.46 | 
                                50.53 | 
                             
                            
                                | S1 | 
                                50.32 | 
                                50.41 | 
                             
             
         |