NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 29-Jul-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    28-Jul-2016 | 
                    29-Jul-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.29 | 
                        42.60 | 
                        -0.69 | 
                        -1.6% | 
                        45.59 | 
                     
                    
                        | High | 
                        43.59 | 
                        43.14 | 
                        -0.45 | 
                        -1.0% | 
                        45.77 | 
                     
                    
                        | Low | 
                        42.50 | 
                        42.03 | 
                        -0.47 | 
                        -1.1% | 
                        42.03 | 
                     
                    
                        | Close | 
                        42.59 | 
                        43.09 | 
                        0.50 | 
                        1.2% | 
                        43.09 | 
                     
                    
                        | Range | 
                        1.09 | 
                        1.11 | 
                        0.02 | 
                        1.8% | 
                        3.74 | 
                     
                    
                        | ATR | 
                        1.51 | 
                        1.48 | 
                        -0.03 | 
                        -1.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        29,934 | 
                        37,543 | 
                        7,609 | 
                        25.4% | 
                        194,865 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 29-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                46.08 | 
                45.70 | 
                43.70 | 
                 | 
             
            
                | R3 | 
                44.97 | 
                44.59 | 
                43.40 | 
                 | 
             
            
                | R2 | 
                43.86 | 
                43.86 | 
                43.29 | 
                 | 
             
            
                | R1 | 
                43.48 | 
                43.48 | 
                43.19 | 
                43.67 | 
             
            
                | PP | 
                42.75 | 
                42.75 | 
                42.75 | 
                42.85 | 
             
            
                | S1 | 
                42.37 | 
                42.37 | 
                42.99 | 
                42.56 | 
             
            
                | S2 | 
                41.64 | 
                41.64 | 
                42.89 | 
                 | 
             
            
                | S3 | 
                40.53 | 
                41.26 | 
                42.78 | 
                 | 
             
            
                | S4 | 
                39.42 | 
                40.15 | 
                42.48 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 29-Jul-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.85 | 
                52.71 | 
                45.15 | 
                 | 
             
            
                | R3 | 
                51.11 | 
                48.97 | 
                44.12 | 
                 | 
             
            
                | R2 | 
                47.37 | 
                47.37 | 
                43.78 | 
                 | 
             
            
                | R1 | 
                45.23 | 
                45.23 | 
                43.43 | 
                44.43 | 
             
            
                | PP | 
                43.63 | 
                43.63 | 
                43.63 | 
                43.23 | 
             
            
                | S1 | 
                41.49 | 
                41.49 | 
                42.75 | 
                40.69 | 
             
            
                | S2 | 
                39.89 | 
                39.89 | 
                42.40 | 
                 | 
             
            
                | S3 | 
                36.15 | 
                37.75 | 
                42.06 | 
                 | 
             
            
                | S4 | 
                32.41 | 
                34.01 | 
                41.03 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                45.77 | 
                42.03 | 
                3.74 | 
                8.7% | 
                1.20 | 
                2.8% | 
                28% | 
                False | 
                True | 
                38,973 | 
                 
                
                | 10 | 
                48.08 | 
                42.03 | 
                6.05 | 
                14.0% | 
                1.25 | 
                2.9% | 
                18% | 
                False | 
                True | 
                34,157 | 
                 
                
                | 20 | 
                51.20 | 
                42.03 | 
                9.17 | 
                21.3% | 
                1.55 | 
                3.6% | 
                12% | 
                False | 
                True | 
                35,923 | 
                 
                
                | 40 | 
                53.39 | 
                42.03 | 
                11.36 | 
                26.4% | 
                1.53 | 
                3.6% | 
                9% | 
                False | 
                True | 
                28,375 | 
                 
                
                | 60 | 
                53.39 | 
                42.03 | 
                11.36 | 
                26.4% | 
                1.45 | 
                3.4% | 
                9% | 
                False | 
                True | 
                24,214 | 
                 
                
                | 80 | 
                53.39 | 
                40.64 | 
                12.75 | 
                29.6% | 
                1.43 | 
                3.3% | 
                19% | 
                False | 
                False | 
                21,504 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                32.5% | 
                1.35 | 
                3.1% | 
                26% | 
                False | 
                False | 
                19,035 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            47.86 | 
         
        
            | 
2.618             | 
            46.05 | 
         
        
            | 
1.618             | 
            44.94 | 
         
        
            | 
1.000             | 
            44.25 | 
         
        
            | 
0.618             | 
            43.83 | 
         
        
            | 
HIGH             | 
            43.14 | 
         
        
            | 
0.618             | 
            42.72 | 
         
        
            | 
0.500             | 
            42.59 | 
         
        
            | 
0.382             | 
            42.45 | 
         
        
            | 
LOW             | 
            42.03 | 
         
        
            | 
0.618             | 
            41.34 | 
         
        
            | 
1.000             | 
            40.92 | 
         
        
            | 
1.618             | 
            40.23 | 
         
        
            | 
2.618             | 
            39.12 | 
         
        
            | 
4.250             | 
            37.31 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 29-Jul-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.92 | 
                                43.34 | 
                             
                            
                                | PP | 
                                42.75 | 
                                43.26 | 
                             
                            
                                | S1 | 
                                42.59 | 
                                43.17 | 
                             
             
         |