NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 15-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Aug-2016 | 
                    15-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.94 | 
                        46.09 | 
                        1.15 | 
                        2.6% | 
                        43.54 | 
                     
                    
                        | High | 
                        46.16 | 
                        47.27 | 
                        1.11 | 
                        2.4% | 
                        46.16 | 
                     
                    
                        | Low | 
                        44.77 | 
                        45.76 | 
                        0.99 | 
                        2.2% | 
                        42.64 | 
                     
                    
                        | Close | 
                        45.89 | 
                        47.10 | 
                        1.21 | 
                        2.6% | 
                        45.89 | 
                     
                    
                        | Range | 
                        1.39 | 
                        1.51 | 
                        0.12 | 
                        8.6% | 
                        3.52 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.58 | 
                        -0.01 | 
                        -0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        68,608 | 
                        66,303 | 
                        -2,305 | 
                        -3.4% | 
                        501,940 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 15-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.24 | 
                50.68 | 
                47.93 | 
                 | 
             
            
                | R3 | 
                49.73 | 
                49.17 | 
                47.52 | 
                 | 
             
            
                | R2 | 
                48.22 | 
                48.22 | 
                47.38 | 
                 | 
             
            
                | R1 | 
                47.66 | 
                47.66 | 
                47.24 | 
                47.94 | 
             
            
                | PP | 
                46.71 | 
                46.71 | 
                46.71 | 
                46.85 | 
             
            
                | S1 | 
                46.15 | 
                46.15 | 
                46.96 | 
                46.43 | 
             
            
                | S2 | 
                45.20 | 
                45.20 | 
                46.82 | 
                 | 
             
            
                | S3 | 
                43.69 | 
                44.64 | 
                46.68 | 
                 | 
             
            
                | S4 | 
                42.18 | 
                43.13 | 
                46.27 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 12-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.46 | 
                54.19 | 
                47.83 | 
                 | 
             
            
                | R3 | 
                51.94 | 
                50.67 | 
                46.86 | 
                 | 
             
            
                | R2 | 
                48.42 | 
                48.42 | 
                46.54 | 
                 | 
             
            
                | R1 | 
                47.15 | 
                47.15 | 
                46.21 | 
                47.79 | 
             
            
                | PP | 
                44.90 | 
                44.90 | 
                44.90 | 
                45.21 | 
             
            
                | S1 | 
                43.63 | 
                43.63 | 
                45.57 | 
                44.27 | 
             
            
                | S2 | 
                41.38 | 
                41.38 | 
                45.24 | 
                 | 
             
            
                | S3 | 
                37.86 | 
                40.11 | 
                44.92 | 
                 | 
             
            
                | S4 | 
                34.34 | 
                36.59 | 
                43.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                47.27 | 
                42.64 | 
                4.63 | 
                9.8% | 
                1.70 | 
                3.6% | 
                96% | 
                True | 
                False | 
                88,427 | 
                 
                
                | 10 | 
                47.27 | 
                40.77 | 
                6.50 | 
                13.8% | 
                1.62 | 
                3.4% | 
                97% | 
                True | 
                False | 
                84,449 | 
                 
                
                | 20 | 
                47.66 | 
                40.77 | 
                6.89 | 
                14.6% | 
                1.47 | 
                3.1% | 
                92% | 
                False | 
                False | 
                60,990 | 
                 
                
                | 40 | 
                52.00 | 
                40.77 | 
                11.23 | 
                23.8% | 
                1.63 | 
                3.5% | 
                56% | 
                False | 
                False | 
                45,975 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.8% | 
                1.49 | 
                3.2% | 
                50% | 
                False | 
                False | 
                35,941 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.8% | 
                1.45 | 
                3.1% | 
                50% | 
                False | 
                False | 
                30,659 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.7% | 
                1.43 | 
                3.0% | 
                55% | 
                False | 
                False | 
                26,883 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.69 | 
         
        
            | 
2.618             | 
            51.22 | 
         
        
            | 
1.618             | 
            49.71 | 
         
        
            | 
1.000             | 
            48.78 | 
         
        
            | 
0.618             | 
            48.20 | 
         
        
            | 
HIGH             | 
            47.27 | 
         
        
            | 
0.618             | 
            46.69 | 
         
        
            | 
0.500             | 
            46.52 | 
         
        
            | 
0.382             | 
            46.34 | 
         
        
            | 
LOW             | 
            45.76 | 
         
        
            | 
0.618             | 
            44.83 | 
         
        
            | 
1.000             | 
            44.25 | 
         
        
            | 
1.618             | 
            43.32 | 
         
        
            | 
2.618             | 
            41.81 | 
         
        
            | 
4.250             | 
            39.34 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 15-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                46.91 | 
                                46.39 | 
                             
                            
                                | PP | 
                                46.71 | 
                                45.67 | 
                             
                            
                                | S1 | 
                                46.52 | 
                                44.96 | 
                             
             
         |