NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2016 | 
                    18-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        47.35 | 
                        47.97 | 
                        0.62 | 
                        1.3% | 
                        47.05 | 
                     
                    
                        | High | 
                        48.35 | 
                        48.08 | 
                        -0.27 | 
                        -0.6% | 
                        49.06 | 
                     
                    
                        | Low | 
                        47.11 | 
                        46.81 | 
                        -0.30 | 
                        -0.6% | 
                        46.54 | 
                     
                    
                        | Close | 
                        47.89 | 
                        47.22 | 
                        -0.67 | 
                        -1.4% | 
                        47.89 | 
                     
                    
                        | Range | 
                        1.24 | 
                        1.27 | 
                        0.03 | 
                        2.4% | 
                        2.52 | 
                     
                    
                        | ATR | 
                        1.74 | 
                        1.71 | 
                        -0.03 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        29,452 | 
                        20,202 | 
                        -9,250 | 
                        -31.4% | 
                        232,903 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.18 | 
                50.47 | 
                47.92 | 
                 | 
             
            
                | R3 | 
                49.91 | 
                49.20 | 
                47.57 | 
                 | 
             
            
                | R2 | 
                48.64 | 
                48.64 | 
                47.45 | 
                 | 
             
            
                | R1 | 
                47.93 | 
                47.93 | 
                47.34 | 
                47.65 | 
             
            
                | PP | 
                47.37 | 
                47.37 | 
                47.37 | 
                47.23 | 
             
            
                | S1 | 
                46.66 | 
                46.66 | 
                47.10 | 
                46.38 | 
             
            
                | S2 | 
                46.10 | 
                46.10 | 
                46.99 | 
                 | 
             
            
                | S3 | 
                44.83 | 
                45.39 | 
                46.87 | 
                 | 
             
            
                | S4 | 
                43.56 | 
                44.12 | 
                46.52 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 15-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.39 | 
                54.16 | 
                49.28 | 
                 | 
             
            
                | R3 | 
                52.87 | 
                51.64 | 
                48.58 | 
                 | 
             
            
                | R2 | 
                50.35 | 
                50.35 | 
                48.35 | 
                 | 
             
            
                | R1 | 
                49.12 | 
                49.12 | 
                48.12 | 
                49.74 | 
             
            
                | PP | 
                47.83 | 
                47.83 | 
                47.83 | 
                48.14 | 
             
            
                | S1 | 
                46.60 | 
                46.60 | 
                47.66 | 
                47.22 | 
             
            
                | S2 | 
                45.31 | 
                45.31 | 
                47.43 | 
                 | 
             
            
                | S3 | 
                42.79 | 
                44.08 | 
                47.20 | 
                 | 
             
            
                | S4 | 
                40.27 | 
                41.56 | 
                46.50 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                49.06 | 
                46.57 | 
                2.49 | 
                5.3% | 
                1.57 | 
                3.3% | 
                26% | 
                False | 
                False | 
                40,883 | 
                 
                
                | 10 | 
                51.20 | 
                46.54 | 
                4.66 | 
                9.9% | 
                1.84 | 
                3.9% | 
                15% | 
                False | 
                False | 
                37,394 | 
                 
                
                | 20 | 
                52.00 | 
                46.54 | 
                5.46 | 
                11.6% | 
                1.79 | 
                3.8% | 
                12% | 
                False | 
                False | 
                30,959 | 
                 
                
                | 40 | 
                53.39 | 
                46.54 | 
                6.85 | 
                14.5% | 
                1.50 | 
                3.2% | 
                10% | 
                False | 
                False | 
                23,417 | 
                 
                
                | 60 | 
                53.39 | 
                45.25 | 
                8.14 | 
                17.2% | 
                1.45 | 
                3.1% | 
                24% | 
                False | 
                False | 
                20,549 | 
                 
                
                | 80 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.6% | 
                1.42 | 
                3.0% | 
                56% | 
                False | 
                False | 
                18,357 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.48 | 
         
        
            | 
2.618             | 
            51.40 | 
         
        
            | 
1.618             | 
            50.13 | 
         
        
            | 
1.000             | 
            49.35 | 
         
        
            | 
0.618             | 
            48.86 | 
         
        
            | 
HIGH             | 
            48.08 | 
         
        
            | 
0.618             | 
            47.59 | 
         
        
            | 
0.500             | 
            47.45 | 
         
        
            | 
0.382             | 
            47.30 | 
         
        
            | 
LOW             | 
            46.81 | 
         
        
            | 
0.618             | 
            46.03 | 
         
        
            | 
1.000             | 
            45.54 | 
         
        
            | 
1.618             | 
            44.76 | 
         
        
            | 
2.618             | 
            43.49 | 
         
        
            | 
4.250             | 
            41.41 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.45 | 
                                47.58 | 
                             
                            
                                | PP | 
                                47.37 | 
                                47.46 | 
                             
                            
                                | S1 | 
                                47.30 | 
                                47.34 | 
                             
             
         |