NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 24-Jun-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    23-Jun-2016 | 
                    24-Jun-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        51.10 | 
                        52.00 | 
                        0.90 | 
                        1.8% | 
                        50.23 | 
                     
                    
                        | High | 
                        51.80 | 
                        52.00 | 
                        0.20 | 
                        0.4% | 
                        52.00 | 
                     
                    
                        | Low | 
                        50.85 | 
                        48.49 | 
                        -2.36 | 
                        -4.6% | 
                        48.49 | 
                     
                    
                        | Close | 
                        51.71 | 
                        49.29 | 
                        -2.42 | 
                        -4.7% | 
                        49.29 | 
                     
                    
                        | Range | 
                        0.95 | 
                        3.51 | 
                        2.56 | 
                        269.5% | 
                        3.51 | 
                     
                    
                        | ATR | 
                        1.40 | 
                        1.55 | 
                        0.15 | 
                        10.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        18,119 | 
                        28,893 | 
                        10,774 | 
                        59.5% | 
                        115,927 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 24-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.46 | 
                58.38 | 
                51.22 | 
                 | 
             
            
                | R3 | 
                56.95 | 
                54.87 | 
                50.26 | 
                 | 
             
            
                | R2 | 
                53.44 | 
                53.44 | 
                49.93 | 
                 | 
             
            
                | R1 | 
                51.36 | 
                51.36 | 
                49.61 | 
                50.65 | 
             
            
                | PP | 
                49.93 | 
                49.93 | 
                49.93 | 
                49.57 | 
             
            
                | S1 | 
                47.85 | 
                47.85 | 
                48.97 | 
                47.14 | 
             
            
                | S2 | 
                46.42 | 
                46.42 | 
                48.65 | 
                 | 
             
            
                | S3 | 
                42.91 | 
                44.34 | 
                48.32 | 
                 | 
             
            
                | S4 | 
                39.40 | 
                40.83 | 
                47.36 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 24-Jun-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.46 | 
                58.38 | 
                51.22 | 
                 | 
             
            
                | R3 | 
                56.95 | 
                54.87 | 
                50.26 | 
                 | 
             
            
                | R2 | 
                53.44 | 
                53.44 | 
                49.93 | 
                 | 
             
            
                | R1 | 
                51.36 | 
                51.36 | 
                49.61 | 
                50.65 | 
             
            
                | PP | 
                49.93 | 
                49.93 | 
                49.93 | 
                49.57 | 
             
            
                | S1 | 
                47.85 | 
                47.85 | 
                48.97 | 
                47.14 | 
             
            
                | S2 | 
                46.42 | 
                46.42 | 
                48.65 | 
                 | 
             
            
                | S3 | 
                42.91 | 
                44.34 | 
                48.32 | 
                 | 
             
            
                | S4 | 
                39.40 | 
                40.83 | 
                47.36 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                52.00 | 
                48.49 | 
                3.51 | 
                7.1% | 
                1.83 | 
                3.7% | 
                23% | 
                True | 
                True | 
                23,185 | 
                 
                
                | 10 | 
                52.00 | 
                47.86 | 
                4.14 | 
                8.4% | 
                1.61 | 
                3.3% | 
                35% | 
                True | 
                False | 
                21,216 | 
                 
                
                | 20 | 
                53.39 | 
                47.86 | 
                5.53 | 
                11.2% | 
                1.41 | 
                2.9% | 
                26% | 
                False | 
                False | 
                17,901 | 
                 
                
                | 40 | 
                53.39 | 
                45.26 | 
                8.13 | 
                16.5% | 
                1.37 | 
                2.8% | 
                50% | 
                False | 
                False | 
                17,049 | 
                 
                
                | 60 | 
                53.39 | 
                39.40 | 
                13.99 | 
                28.4% | 
                1.37 | 
                2.8% | 
                71% | 
                False | 
                False | 
                15,540 | 
                 
                
                | 80 | 
                53.39 | 
                39.40 | 
                13.99 | 
                28.4% | 
                1.29 | 
                2.6% | 
                71% | 
                False | 
                False | 
                13,952 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            66.92 | 
         
        
            | 
2.618             | 
            61.19 | 
         
        
            | 
1.618             | 
            57.68 | 
         
        
            | 
1.000             | 
            55.51 | 
         
        
            | 
0.618             | 
            54.17 | 
         
        
            | 
HIGH             | 
            52.00 | 
         
        
            | 
0.618             | 
            50.66 | 
         
        
            | 
0.500             | 
            50.25 | 
         
        
            | 
0.382             | 
            49.83 | 
         
        
            | 
LOW             | 
            48.49 | 
         
        
            | 
0.618             | 
            46.32 | 
         
        
            | 
1.000             | 
            44.98 | 
         
        
            | 
1.618             | 
            42.81 | 
         
        
            | 
2.618             | 
            39.30 | 
         
        
            | 
4.250             | 
            33.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 24-Jun-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                50.25 | 
                                50.25 | 
                             
                            
                                | PP | 
                                49.93 | 
                                49.93 | 
                             
                            
                                | S1 | 
                                49.61 | 
                                49.61 | 
                             
             
         |