NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jun-2016 | 
                    08-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        51.18 | 
                        52.06 | 
                        0.88 | 
                        1.7% | 
                        50.54 | 
                     
                    
                        | High | 
                        52.19 | 
                        53.31 | 
                        1.12 | 
                        2.1% | 
                        51.46 | 
                     
                    
                        | Low | 
                        51.04 | 
                        52.06 | 
                        1.02 | 
                        2.0% | 
                        49.36 | 
                     
                    
                        | Close | 
                        52.08 | 
                        53.00 | 
                        0.92 | 
                        1.8% | 
                        50.22 | 
                     
                    
                        | Range | 
                        1.15 | 
                        1.25 | 
                        0.10 | 
                        8.7% | 
                        2.10 | 
                     
                    
                        | ATR | 
                        1.23 | 
                        1.23 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        12,517 | 
                        21,059 | 
                        8,542 | 
                        68.2% | 
                        50,563 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.54 | 
                56.02 | 
                53.69 | 
                 | 
             
            
                | R3 | 
                55.29 | 
                54.77 | 
                53.34 | 
                 | 
             
            
                | R2 | 
                54.04 | 
                54.04 | 
                53.23 | 
                 | 
             
            
                | R1 | 
                53.52 | 
                53.52 | 
                53.11 | 
                53.78 | 
             
            
                | PP | 
                52.79 | 
                52.79 | 
                52.79 | 
                52.92 | 
             
            
                | S1 | 
                52.27 | 
                52.27 | 
                52.89 | 
                52.53 | 
             
            
                | S2 | 
                51.54 | 
                51.54 | 
                52.77 | 
                 | 
             
            
                | S3 | 
                50.29 | 
                51.02 | 
                52.66 | 
                 | 
             
            
                | S4 | 
                49.04 | 
                49.77 | 
                52.31 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                53.31 | 
                49.65 | 
                3.66 | 
                6.9% | 
                1.11 | 
                2.1% | 
                92% | 
                True | 
                False | 
                14,294 | 
                 
                
                | 10 | 
                53.31 | 
                49.36 | 
                3.95 | 
                7.5% | 
                1.08 | 
                2.0% | 
                92% | 
                True | 
                False | 
                13,391 | 
                 
                
                | 20 | 
                53.31 | 
                46.32 | 
                6.99 | 
                13.2% | 
                1.15 | 
                2.2% | 
                96% | 
                True | 
                False | 
                14,838 | 
                 
                
                | 40 | 
                53.31 | 
                41.29 | 
                12.02 | 
                22.7% | 
                1.31 | 
                2.5% | 
                97% | 
                True | 
                False | 
                14,408 | 
                 
                
                | 60 | 
                53.31 | 
                39.40 | 
                13.91 | 
                26.2% | 
                1.24 | 
                2.3% | 
                98% | 
                True | 
                False | 
                13,083 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.62 | 
         
        
            | 
2.618             | 
            56.58 | 
         
        
            | 
1.618             | 
            55.33 | 
         
        
            | 
1.000             | 
            54.56 | 
         
        
            | 
0.618             | 
            54.08 | 
         
        
            | 
HIGH             | 
            53.31 | 
         
        
            | 
0.618             | 
            52.83 | 
         
        
            | 
0.500             | 
            52.69 | 
         
        
            | 
0.382             | 
            52.54 | 
         
        
            | 
LOW             | 
            52.06 | 
         
        
            | 
0.618             | 
            51.29 | 
         
        
            | 
1.000             | 
            50.81 | 
         
        
            | 
1.618             | 
            50.04 | 
         
        
            | 
2.618             | 
            48.79 | 
         
        
            | 
4.250             | 
            46.75 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                52.90 | 
                                52.63 | 
                             
                            
                                | PP | 
                                52.79 | 
                                52.26 | 
                             
                            
                                | S1 | 
                                52.69 | 
                                51.90 | 
                             
             
         |