NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Aug-2016 | 
                    10-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.30 | 
                        44.22 | 
                        -0.08 | 
                        -0.2% | 
                        42.77 | 
                     
                    
                        | High | 
                        44.95 | 
                        44.86 | 
                        -0.09 | 
                        -0.2% | 
                        43.63 | 
                     
                    
                        | Low | 
                        43.96 | 
                        42.97 | 
                        -0.99 | 
                        -2.3% | 
                        40.77 | 
                     
                    
                        | Close | 
                        44.25 | 
                        43.25 | 
                        -1.00 | 
                        -2.3% | 
                        43.38 | 
                     
                    
                        | Range | 
                        0.99 | 
                        1.89 | 
                        0.90 | 
                        90.9% | 
                        2.86 | 
                     
                    
                        | ATR | 
                        1.48 | 
                        1.51 | 
                        0.03 | 
                        2.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        100,756 | 
                        109,371 | 
                        8,615 | 
                        8.6% | 
                        330,189 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                49.36 | 
                48.20 | 
                44.29 | 
                 | 
             
            
                | R3 | 
                47.47 | 
                46.31 | 
                43.77 | 
                 | 
             
            
                | R2 | 
                45.58 | 
                45.58 | 
                43.60 | 
                 | 
             
            
                | R1 | 
                44.42 | 
                44.42 | 
                43.42 | 
                44.06 | 
             
            
                | PP | 
                43.69 | 
                43.69 | 
                43.69 | 
                43.51 | 
             
            
                | S1 | 
                42.53 | 
                42.53 | 
                43.08 | 
                42.17 | 
             
            
                | S2 | 
                41.80 | 
                41.80 | 
                42.90 | 
                 | 
             
            
                | S3 | 
                39.91 | 
                40.64 | 
                42.73 | 
                 | 
             
            
                | S4 | 
                38.02 | 
                38.75 | 
                42.21 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                44.95 | 
                41.91 | 
                3.04 | 
                7.0% | 
                1.41 | 
                3.3% | 
                44% | 
                False | 
                False | 
                101,105 | 
                 
                
                | 10 | 
                44.95 | 
                40.77 | 
                4.18 | 
                9.7% | 
                1.48 | 
                3.4% | 
                59% | 
                False | 
                False | 
                73,389 | 
                 
                
                | 20 | 
                48.35 | 
                40.77 | 
                7.58 | 
                17.5% | 
                1.36 | 
                3.2% | 
                33% | 
                False | 
                False | 
                53,663 | 
                 
                
                | 40 | 
                52.00 | 
                40.77 | 
                11.23 | 
                26.0% | 
                1.62 | 
                3.7% | 
                22% | 
                False | 
                False | 
                41,671 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                29.2% | 
                1.45 | 
                3.4% | 
                20% | 
                False | 
                False | 
                32,678 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                29.2% | 
                1.45 | 
                3.4% | 
                20% | 
                False | 
                False | 
                28,299 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                32.3% | 
                1.40 | 
                3.2% | 
                28% | 
                False | 
                False | 
                24,849 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            52.89 | 
         
        
            | 
2.618             | 
            49.81 | 
         
        
            | 
1.618             | 
            47.92 | 
         
        
            | 
1.000             | 
            46.75 | 
         
        
            | 
0.618             | 
            46.03 | 
         
        
            | 
HIGH             | 
            44.86 | 
         
        
            | 
0.618             | 
            44.14 | 
         
        
            | 
0.500             | 
            43.92 | 
         
        
            | 
0.382             | 
            43.69 | 
         
        
            | 
LOW             | 
            42.97 | 
         
        
            | 
0.618             | 
            41.80 | 
         
        
            | 
1.000             | 
            41.08 | 
         
        
            | 
1.618             | 
            39.91 | 
         
        
            | 
2.618             | 
            38.02 | 
         
        
            | 
4.250             | 
            34.94 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                43.92 | 
                                43.96 | 
                             
                            
                                | PP | 
                                43.69 | 
                                43.72 | 
                             
                            
                                | S1 | 
                                43.47 | 
                                43.49 | 
                             
             
         |