NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 04-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    03-Aug-2016 | 
                    04-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.33 | 
                        42.64 | 
                        1.31 | 
                        3.2% | 
                        45.59 | 
                     
                    
                        | High | 
                        42.71 | 
                        43.58 | 
                        0.87 | 
                        2.0% | 
                        45.77 | 
                     
                    
                        | Low | 
                        40.77 | 
                        41.91 | 
                        1.14 | 
                        2.8% | 
                        42.03 | 
                     
                    
                        | Close | 
                        42.35 | 
                        43.47 | 
                        1.12 | 
                        2.6% | 
                        43.09 | 
                     
                    
                        | Range | 
                        1.94 | 
                        1.67 | 
                        -0.27 | 
                        -13.9% | 
                        3.74 | 
                     
                    
                        | ATR | 
                        1.55 | 
                        1.56 | 
                        0.01 | 
                        0.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        63,711 | 
                        75,261 | 
                        11,550 | 
                        18.1% | 
                        194,865 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 04-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.00 | 
                47.40 | 
                44.39 | 
                 | 
             
            
                | R3 | 
                46.33 | 
                45.73 | 
                43.93 | 
                 | 
             
            
                | R2 | 
                44.66 | 
                44.66 | 
                43.78 | 
                 | 
             
            
                | R1 | 
                44.06 | 
                44.06 | 
                43.62 | 
                44.36 | 
             
            
                | PP | 
                42.99 | 
                42.99 | 
                42.99 | 
                43.14 | 
             
            
                | S1 | 
                42.39 | 
                42.39 | 
                43.32 | 
                42.69 | 
             
            
                | S2 | 
                41.32 | 
                41.32 | 
                43.16 | 
                 | 
             
            
                | S3 | 
                39.65 | 
                40.72 | 
                43.01 | 
                 | 
             
            
                | S4 | 
                37.98 | 
                39.05 | 
                42.55 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                43.58 | 
                40.77 | 
                2.81 | 
                6.5% | 
                1.66 | 
                3.8% | 
                96% | 
                True | 
                False | 
                54,739 | 
                 
                
                | 10 | 
                46.34 | 
                40.77 | 
                5.57 | 
                12.8% | 
                1.44 | 
                3.3% | 
                48% | 
                False | 
                False | 
                45,555 | 
                 
                
                | 20 | 
                49.06 | 
                40.77 | 
                8.29 | 
                19.1% | 
                1.43 | 
                3.3% | 
                33% | 
                False | 
                False | 
                41,714 | 
                 
                
                | 40 | 
                53.39 | 
                40.77 | 
                12.62 | 
                29.0% | 
                1.60 | 
                3.7% | 
                21% | 
                False | 
                False | 
                32,827 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                29.0% | 
                1.45 | 
                3.3% | 
                21% | 
                False | 
                False | 
                26,831 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                29.0% | 
                1.45 | 
                3.3% | 
                21% | 
                False | 
                False | 
                23,617 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                32.2% | 
                1.39 | 
                3.2% | 
                29% | 
                False | 
                False | 
                20,980 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.68 | 
         
        
            | 
2.618             | 
            47.95 | 
         
        
            | 
1.618             | 
            46.28 | 
         
        
            | 
1.000             | 
            45.25 | 
         
        
            | 
0.618             | 
            44.61 | 
         
        
            | 
HIGH             | 
            43.58 | 
         
        
            | 
0.618             | 
            42.94 | 
         
        
            | 
0.500             | 
            42.75 | 
         
        
            | 
0.382             | 
            42.55 | 
         
        
            | 
LOW             | 
            41.91 | 
         
        
            | 
0.618             | 
            40.88 | 
         
        
            | 
1.000             | 
            40.24 | 
         
        
            | 
1.618             | 
            39.21 | 
         
        
            | 
2.618             | 
            37.54 | 
         
        
            | 
4.250             | 
            34.81 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 04-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.23 | 
                                43.04 | 
                             
                            
                                | PP | 
                                42.99 | 
                                42.61 | 
                             
                            
                                | S1 | 
                                42.75 | 
                                42.18 | 
                             
             
         |