NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Jun-2016 | 
                    07-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        50.48 | 
                        51.18 | 
                        0.70 | 
                        1.4% | 
                        50.54 | 
                     
                    
                        | High | 
                        51.36 | 
                        52.19 | 
                        0.83 | 
                        1.6% | 
                        51.46 | 
                     
                    
                        | Low | 
                        50.48 | 
                        51.04 | 
                        0.56 | 
                        1.1% | 
                        49.36 | 
                     
                    
                        | Close | 
                        51.27 | 
                        52.08 | 
                        0.81 | 
                        1.6% | 
                        50.22 | 
                     
                    
                        | Range | 
                        0.88 | 
                        1.15 | 
                        0.27 | 
                        30.7% | 
                        2.10 | 
                     
                    
                        | ATR | 
                        1.24 | 
                        1.23 | 
                        -0.01 | 
                        -0.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        14,405 | 
                        12,517 | 
                        -1,888 | 
                        -13.1% | 
                        50,563 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.22 | 
                54.80 | 
                52.71 | 
                 | 
             
            
                | R3 | 
                54.07 | 
                53.65 | 
                52.40 | 
                 | 
             
            
                | R2 | 
                52.92 | 
                52.92 | 
                52.29 | 
                 | 
             
            
                | R1 | 
                52.50 | 
                52.50 | 
                52.19 | 
                52.71 | 
             
            
                | PP | 
                51.77 | 
                51.77 | 
                51.77 | 
                51.88 | 
             
            
                | S1 | 
                51.35 | 
                51.35 | 
                51.97 | 
                51.56 | 
             
            
                | S2 | 
                50.62 | 
                50.62 | 
                51.87 | 
                 | 
             
            
                | S3 | 
                49.47 | 
                50.20 | 
                51.76 | 
                 | 
             
            
                | S4 | 
                48.32 | 
                49.05 | 
                51.45 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 03-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.65 | 
                55.53 | 
                51.38 | 
                 | 
             
            
                | R3 | 
                54.55 | 
                53.43 | 
                50.80 | 
                 | 
             
            
                | R2 | 
                52.45 | 
                52.45 | 
                50.61 | 
                 | 
             
            
                | R1 | 
                51.33 | 
                51.33 | 
                50.41 | 
                50.84 | 
             
            
                | PP | 
                50.35 | 
                50.35 | 
                50.35 | 
                50.10 | 
             
            
                | S1 | 
                49.23 | 
                49.23 | 
                50.03 | 
                48.74 | 
             
            
                | S2 | 
                48.25 | 
                48.25 | 
                49.84 | 
                 | 
             
            
                | S3 | 
                46.15 | 
                47.13 | 
                49.64 | 
                 | 
             
            
                | S4 | 
                44.05 | 
                45.03 | 
                49.07 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                52.19 | 
                49.36 | 
                2.83 | 
                5.4% | 
                1.14 | 
                2.2% | 
                96% | 
                True | 
                False | 
                13,796 | 
                 
                
                | 10 | 
                52.19 | 
                49.17 | 
                3.02 | 
                5.8% | 
                1.09 | 
                2.1% | 
                96% | 
                True | 
                False | 
                13,424 | 
                 
                
                | 20 | 
                52.19 | 
                45.26 | 
                6.93 | 
                13.3% | 
                1.17 | 
                2.3% | 
                98% | 
                True | 
                False | 
                14,866 | 
                 
                
                | 40 | 
                52.19 | 
                41.29 | 
                10.90 | 
                20.9% | 
                1.31 | 
                2.5% | 
                99% | 
                True | 
                False | 
                14,373 | 
                 
                
                | 60 | 
                52.19 | 
                39.40 | 
                12.79 | 
                24.6% | 
                1.24 | 
                2.4% | 
                99% | 
                True | 
                False | 
                12,833 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.08 | 
         
        
            | 
2.618             | 
            55.20 | 
         
        
            | 
1.618             | 
            54.05 | 
         
        
            | 
1.000             | 
            53.34 | 
         
        
            | 
0.618             | 
            52.90 | 
         
        
            | 
HIGH             | 
            52.19 | 
         
        
            | 
0.618             | 
            51.75 | 
         
        
            | 
0.500             | 
            51.62 | 
         
        
            | 
0.382             | 
            51.48 | 
         
        
            | 
LOW             | 
            51.04 | 
         
        
            | 
0.618             | 
            50.33 | 
         
        
            | 
1.000             | 
            49.89 | 
         
        
            | 
1.618             | 
            49.18 | 
         
        
            | 
2.618             | 
            48.03 | 
         
        
            | 
4.250             | 
            46.15 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                51.93 | 
                                51.74 | 
                             
                            
                                | PP | 
                                51.77 | 
                                51.41 | 
                             
                            
                                | S1 | 
                                51.62 | 
                                51.07 | 
                             
             
         |