NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 08-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    05-Aug-2016 | 
                    08-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.31 | 
                        43.54 | 
                        0.23 | 
                        0.5% | 
                        42.77 | 
                     
                    
                        | High | 
                        43.63 | 
                        44.88 | 
                        1.25 | 
                        2.9% | 
                        43.63 | 
                     
                    
                        | Low | 
                        42.63 | 
                        43.38 | 
                        0.75 | 
                        1.8% | 
                        40.77 | 
                     
                    
                        | Close | 
                        43.38 | 
                        44.51 | 
                        1.13 | 
                        2.6% | 
                        43.38 | 
                     
                    
                        | Range | 
                        1.00 | 
                        1.50 | 
                        0.50 | 
                        50.0% | 
                        2.86 | 
                     
                    
                        | ATR | 
                        1.52 | 
                        1.52 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        94,036 | 
                        126,105 | 
                        32,069 | 
                        34.1% | 
                        330,189 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 08-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.76 | 
                48.13 | 
                45.34 | 
                 | 
             
            
                | R3 | 
                47.26 | 
                46.63 | 
                44.92 | 
                 | 
             
            
                | R2 | 
                45.76 | 
                45.76 | 
                44.79 | 
                 | 
             
            
                | R1 | 
                45.13 | 
                45.13 | 
                44.65 | 
                45.45 | 
             
            
                | PP | 
                44.26 | 
                44.26 | 
                44.26 | 
                44.41 | 
             
            
                | S1 | 
                43.63 | 
                43.63 | 
                44.37 | 
                43.95 | 
             
            
                | S2 | 
                42.76 | 
                42.76 | 
                44.24 | 
                 | 
             
            
                | S3 | 
                41.26 | 
                42.13 | 
                44.10 | 
                 | 
             
            
                | S4 | 
                39.76 | 
                40.63 | 
                43.69 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 05-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.17 | 
                50.14 | 
                44.95 | 
                 | 
             
            
                | R3 | 
                48.31 | 
                47.28 | 
                44.17 | 
                 | 
             
            
                | R2 | 
                45.45 | 
                45.45 | 
                43.90 | 
                 | 
             
            
                | R1 | 
                44.42 | 
                44.42 | 
                43.64 | 
                44.94 | 
             
            
                | PP | 
                42.59 | 
                42.59 | 
                42.59 | 
                42.85 | 
             
            
                | S1 | 
                41.56 | 
                41.56 | 
                43.12 | 
                42.08 | 
             
            
                | S2 | 
                39.73 | 
                39.73 | 
                42.86 | 
                 | 
             
            
                | S3 | 
                36.87 | 
                38.70 | 
                42.59 | 
                 | 
             
            
                | S4 | 
                34.01 | 
                35.84 | 
                41.81 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                44.88 | 
                40.77 | 
                4.11 | 
                9.2% | 
                1.54 | 
                3.5% | 
                91% | 
                True | 
                False | 
                80,471 | 
                 
                
                | 10 | 
                44.88 | 
                40.77 | 
                4.11 | 
                9.2% | 
                1.44 | 
                3.2% | 
                91% | 
                True | 
                False | 
                61,580 | 
                 
                
                | 20 | 
                49.06 | 
                40.77 | 
                8.29 | 
                18.6% | 
                1.44 | 
                3.2% | 
                45% | 
                False | 
                False | 
                49,103 | 
                 
                
                | 40 | 
                52.00 | 
                40.77 | 
                11.23 | 
                25.2% | 
                1.59 | 
                3.6% | 
                33% | 
                False | 
                False | 
                37,327 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                28.4% | 
                1.44 | 
                3.2% | 
                30% | 
                False | 
                False | 
                29,743 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                28.4% | 
                1.47 | 
                3.3% | 
                30% | 
                False | 
                False | 
                25,963 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                31.4% | 
                1.39 | 
                3.1% | 
                37% | 
                False | 
                False | 
                23,020 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            51.26 | 
         
        
            | 
2.618             | 
            48.81 | 
         
        
            | 
1.618             | 
            47.31 | 
         
        
            | 
1.000             | 
            46.38 | 
         
        
            | 
0.618             | 
            45.81 | 
         
        
            | 
HIGH             | 
            44.88 | 
         
        
            | 
0.618             | 
            44.31 | 
         
        
            | 
0.500             | 
            44.13 | 
         
        
            | 
0.382             | 
            43.95 | 
         
        
            | 
LOW             | 
            43.38 | 
         
        
            | 
0.618             | 
            42.45 | 
         
        
            | 
1.000             | 
            41.88 | 
         
        
            | 
1.618             | 
            40.95 | 
         
        
            | 
2.618             | 
            39.45 | 
         
        
            | 
4.250             | 
            37.01 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 08-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.38 | 
                                44.14 | 
                             
                            
                                | PP | 
                                44.26 | 
                                43.77 | 
                             
                            
                                | S1 | 
                                44.13 | 
                                43.40 | 
                             
             
         |