NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    07-Jul-2016 | 
                    08-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        49.63 | 
                        47.08 | 
                        -2.55 | 
                        -5.1% | 
                        50.92 | 
                     
                    
                        | High | 
                        50.10 | 
                        47.83 | 
                        -2.27 | 
                        -4.5% | 
                        51.20 | 
                     
                    
                        | Low | 
                        46.77 | 
                        46.75 | 
                        -0.02 | 
                        0.0% | 
                        46.75 | 
                     
                    
                        | Close | 
                        47.07 | 
                        47.37 | 
                        0.30 | 
                        0.6% | 
                        47.37 | 
                     
                    
                        | Range | 
                        3.33 | 
                        1.08 | 
                        -2.25 | 
                        -67.6% | 
                        4.45 | 
                     
                    
                        | ATR | 
                        1.85 | 
                        1.79 | 
                        -0.05 | 
                        -3.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        26,050 | 
                        23,656 | 
                        -2,394 | 
                        -9.2% | 
                        120,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.56 | 
                50.04 | 
                47.96 | 
                 | 
             
            
                | R3 | 
                49.48 | 
                48.96 | 
                47.67 | 
                 | 
             
            
                | R2 | 
                48.40 | 
                48.40 | 
                47.57 | 
                 | 
             
            
                | R1 | 
                47.88 | 
                47.88 | 
                47.47 | 
                48.14 | 
             
            
                | PP | 
                47.32 | 
                47.32 | 
                47.32 | 
                47.45 | 
             
            
                | S1 | 
                46.80 | 
                46.80 | 
                47.27 | 
                47.06 | 
             
            
                | S2 | 
                46.24 | 
                46.24 | 
                47.17 | 
                 | 
             
            
                | S3 | 
                45.16 | 
                45.72 | 
                47.07 | 
                 | 
             
            
                | S4 | 
                44.08 | 
                44.64 | 
                46.78 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 08-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.79 | 
                59.03 | 
                49.82 | 
                 | 
             
            
                | R3 | 
                57.34 | 
                54.58 | 
                48.59 | 
                 | 
             
            
                | R2 | 
                52.89 | 
                52.89 | 
                48.19 | 
                 | 
             
            
                | R1 | 
                50.13 | 
                50.13 | 
                47.78 | 
                49.29 | 
             
            
                | PP | 
                48.44 | 
                48.44 | 
                48.44 | 
                48.02 | 
             
            
                | S1 | 
                45.68 | 
                45.68 | 
                46.96 | 
                44.84 | 
             
            
                | S2 | 
                43.99 | 
                43.99 | 
                46.55 | 
                 | 
             
            
                | S3 | 
                39.54 | 
                41.23 | 
                46.15 | 
                 | 
             
            
                | S4 | 
                35.09 | 
                36.78 | 
                44.92 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                51.20 | 
                46.75 | 
                4.45 | 
                9.4% | 
                2.15 | 
                4.5% | 
                14% | 
                False | 
                True | 
                28,799 | 
                 
                
                | 10 | 
                52.00 | 
                46.75 | 
                5.25 | 
                11.1% | 
                2.11 | 
                4.4% | 
                12% | 
                False | 
                True | 
                27,905 | 
                 
                
                | 20 | 
                52.49 | 
                46.75 | 
                5.74 | 
                12.1% | 
                1.77 | 
                3.7% | 
                11% | 
                False | 
                True | 
                24,106 | 
                 
                
                | 40 | 
                53.39 | 
                46.75 | 
                6.64 | 
                14.0% | 
                1.43 | 
                3.0% | 
                9% | 
                False | 
                True | 
                19,255 | 
                 
                
                | 60 | 
                53.39 | 
                41.29 | 
                12.10 | 
                25.5% | 
                1.47 | 
                3.1% | 
                50% | 
                False | 
                False | 
                17,600 | 
                 
                
                | 80 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.5% | 
                1.38 | 
                2.9% | 
                57% | 
                False | 
                False | 
                16,026 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            52.42 | 
         
        
            | 
2.618             | 
            50.66 | 
         
        
            | 
1.618             | 
            49.58 | 
         
        
            | 
1.000             | 
            48.91 | 
         
        
            | 
0.618             | 
            48.50 | 
         
        
            | 
HIGH             | 
            47.83 | 
         
        
            | 
0.618             | 
            47.42 | 
         
        
            | 
0.500             | 
            47.29 | 
         
        
            | 
0.382             | 
            47.16 | 
         
        
            | 
LOW             | 
            46.75 | 
         
        
            | 
0.618             | 
            46.08 | 
         
        
            | 
1.000             | 
            45.67 | 
         
        
            | 
1.618             | 
            45.00 | 
         
        
            | 
2.618             | 
            43.92 | 
         
        
            | 
4.250             | 
            42.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.34 | 
                                48.43 | 
                             
                            
                                | PP | 
                                47.32 | 
                                48.07 | 
                             
                            
                                | S1 | 
                                47.29 | 
                                47.72 | 
                             
             
         |