NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2016 | 
                    14-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        48.35 | 
                        47.13 | 
                        -1.22 | 
                        -2.5% | 
                        50.92 | 
                     
                    
                        | High | 
                        48.71 | 
                        47.86 | 
                        -0.85 | 
                        -1.7% | 
                        51.20 | 
                     
                    
                        | Low | 
                        46.57 | 
                        46.93 | 
                        0.36 | 
                        0.8% | 
                        46.75 | 
                     
                    
                        | Close | 
                        46.76 | 
                        47.77 | 
                        1.01 | 
                        2.2% | 
                        47.37 | 
                     
                    
                        | Range | 
                        2.14 | 
                        0.93 | 
                        -1.21 | 
                        -56.5% | 
                        4.45 | 
                     
                    
                        | ATR | 
                        1.83 | 
                        1.78 | 
                        -0.05 | 
                        -2.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        57,485 | 
                        35,824 | 
                        -21,661 | 
                        -37.7% | 
                        120,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.31 | 
                49.97 | 
                48.28 | 
                 | 
             
            
                | R3 | 
                49.38 | 
                49.04 | 
                48.03 | 
                 | 
             
            
                | R2 | 
                48.45 | 
                48.45 | 
                47.94 | 
                 | 
             
            
                | R1 | 
                48.11 | 
                48.11 | 
                47.86 | 
                48.28 | 
             
            
                | PP | 
                47.52 | 
                47.52 | 
                47.52 | 
                47.61 | 
             
            
                | S1 | 
                47.18 | 
                47.18 | 
                47.68 | 
                47.35 | 
             
            
                | S2 | 
                46.59 | 
                46.59 | 
                47.60 | 
                 | 
             
            
                | S3 | 
                45.66 | 
                46.25 | 
                47.51 | 
                 | 
             
            
                | S4 | 
                44.73 | 
                45.32 | 
                47.26 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                49.06 | 
                46.54 | 
                2.52 | 
                5.3% | 
                1.52 | 
                3.2% | 
                49% | 
                False | 
                False | 
                45,421 | 
                 
                
                | 10 | 
                51.39 | 
                46.54 | 
                4.85 | 
                10.2% | 
                1.87 | 
                3.9% | 
                25% | 
                False | 
                False | 
                37,486 | 
                 
                
                | 20 | 
                52.00 | 
                46.54 | 
                5.46 | 
                11.4% | 
                1.85 | 
                3.9% | 
                23% | 
                False | 
                False | 
                30,416 | 
                 
                
                | 40 | 
                53.39 | 
                46.54 | 
                6.85 | 
                14.3% | 
                1.49 | 
                3.1% | 
                18% | 
                False | 
                False | 
                22,723 | 
                 
                
                | 60 | 
                53.39 | 
                43.72 | 
                9.67 | 
                20.2% | 
                1.47 | 
                3.1% | 
                42% | 
                False | 
                False | 
                20,241 | 
                 
                
                | 80 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.3% | 
                1.41 | 
                3.0% | 
                60% | 
                False | 
                False | 
                17,995 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            51.81 | 
         
        
            | 
2.618             | 
            50.29 | 
         
        
            | 
1.618             | 
            49.36 | 
         
        
            | 
1.000             | 
            48.79 | 
         
        
            | 
0.618             | 
            48.43 | 
         
        
            | 
HIGH             | 
            47.86 | 
         
        
            | 
0.618             | 
            47.50 | 
         
        
            | 
0.500             | 
            47.40 | 
         
        
            | 
0.382             | 
            47.29 | 
         
        
            | 
LOW             | 
            46.93 | 
         
        
            | 
0.618             | 
            46.36 | 
         
        
            | 
1.000             | 
            46.00 | 
         
        
            | 
1.618             | 
            45.43 | 
         
        
            | 
2.618             | 
            44.50 | 
         
        
            | 
4.250             | 
            42.98 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.65 | 
                                47.82 | 
                             
                            
                                | PP | 
                                47.52 | 
                                47.80 | 
                             
                            
                                | S1 | 
                                47.40 | 
                                47.79 | 
                             
             
         |