NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 22-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    21-Jul-2016 | 
                    22-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        47.11 | 
                        46.00 | 
                        -1.11 | 
                        -2.4% | 
                        47.97 | 
                     
                    
                        | High | 
                        47.53 | 
                        46.34 | 
                        -1.19 | 
                        -2.5% | 
                        48.08 | 
                     
                    
                        | Low | 
                        45.93 | 
                        45.13 | 
                        -0.80 | 
                        -1.7% | 
                        45.13 | 
                     
                    
                        | Close | 
                        46.18 | 
                        45.59 | 
                        -0.59 | 
                        -1.3% | 
                        45.59 | 
                     
                    
                        | Range | 
                        1.60 | 
                        1.21 | 
                        -0.39 | 
                        -24.4% | 
                        2.95 | 
                     
                    
                        | ATR | 
                        1.64 | 
                        1.61 | 
                        -0.03 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        29,372 | 
                        24,538 | 
                        -4,834 | 
                        -16.5% | 
                        146,707 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.32 | 
                48.66 | 
                46.26 | 
                 | 
             
            
                | R3 | 
                48.11 | 
                47.45 | 
                45.92 | 
                 | 
             
            
                | R2 | 
                46.90 | 
                46.90 | 
                45.81 | 
                 | 
             
            
                | R1 | 
                46.24 | 
                46.24 | 
                45.70 | 
                45.97 | 
             
            
                | PP | 
                45.69 | 
                45.69 | 
                45.69 | 
                45.55 | 
             
            
                | S1 | 
                45.03 | 
                45.03 | 
                45.48 | 
                44.76 | 
             
            
                | S2 | 
                44.48 | 
                44.48 | 
                45.37 | 
                 | 
             
            
                | S3 | 
                43.27 | 
                43.82 | 
                45.26 | 
                 | 
             
            
                | S4 | 
                42.06 | 
                42.61 | 
                44.92 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 22-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.12 | 
                53.30 | 
                47.21 | 
                 | 
             
            
                | R3 | 
                52.17 | 
                50.35 | 
                46.40 | 
                 | 
             
            
                | R2 | 
                49.22 | 
                49.22 | 
                46.13 | 
                 | 
             
            
                | R1 | 
                47.40 | 
                47.40 | 
                45.86 | 
                46.84 | 
             
            
                | PP | 
                46.27 | 
                46.27 | 
                46.27 | 
                45.98 | 
             
            
                | S1 | 
                44.45 | 
                44.45 | 
                45.32 | 
                43.89 | 
             
            
                | S2 | 
                43.32 | 
                43.32 | 
                45.05 | 
                 | 
             
            
                | S3 | 
                40.37 | 
                41.50 | 
                44.78 | 
                 | 
             
            
                | S4 | 
                37.42 | 
                38.55 | 
                43.97 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                48.08 | 
                45.13 | 
                2.95 | 
                6.5% | 
                1.30 | 
                2.9% | 
                16% | 
                False | 
                True | 
                29,341 | 
                 
                
                | 10 | 
                49.06 | 
                45.13 | 
                3.93 | 
                8.6% | 
                1.43 | 
                3.1% | 
                12% | 
                False | 
                True | 
                37,961 | 
                 
                
                | 20 | 
                52.00 | 
                45.13 | 
                6.87 | 
                15.1% | 
                1.77 | 
                3.9% | 
                7% | 
                False | 
                True | 
                32,933 | 
                 
                
                | 40 | 
                53.39 | 
                45.13 | 
                8.26 | 
                18.1% | 
                1.52 | 
                3.3% | 
                6% | 
                False | 
                True | 
                25,063 | 
                 
                
                | 60 | 
                53.39 | 
                45.13 | 
                8.26 | 
                18.1% | 
                1.46 | 
                3.2% | 
                6% | 
                False | 
                True | 
                21,971 | 
                 
                
                | 80 | 
                53.39 | 
                39.40 | 
                13.99 | 
                30.7% | 
                1.44 | 
                3.2% | 
                44% | 
                False | 
                False | 
                19,609 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                30.7% | 
                1.36 | 
                3.0% | 
                44% | 
                False | 
                False | 
                17,523 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            51.48 | 
         
        
            | 
2.618             | 
            49.51 | 
         
        
            | 
1.618             | 
            48.30 | 
         
        
            | 
1.000             | 
            47.55 | 
         
        
            | 
0.618             | 
            47.09 | 
         
        
            | 
HIGH             | 
            46.34 | 
         
        
            | 
0.618             | 
            45.88 | 
         
        
            | 
0.500             | 
            45.74 | 
         
        
            | 
0.382             | 
            45.59 | 
         
        
            | 
LOW             | 
            45.13 | 
         
        
            | 
0.618             | 
            44.38 | 
         
        
            | 
1.000             | 
            43.92 | 
         
        
            | 
1.618             | 
            43.17 | 
         
        
            | 
2.618             | 
            41.96 | 
         
        
            | 
4.250             | 
            39.99 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 22-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.74 | 
                                46.34 | 
                             
                            
                                | PP | 
                                45.69 | 
                                46.09 | 
                             
                            
                                | S1 | 
                                45.64 | 
                                45.84 | 
                             
             
         |