NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Aug-2016 | 
                    16-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.09 | 
                        46.92 | 
                        0.83 | 
                        1.8% | 
                        43.54 | 
                     
                    
                        | High | 
                        47.27 | 
                        48.06 | 
                        0.79 | 
                        1.7% | 
                        46.16 | 
                     
                    
                        | Low | 
                        45.76 | 
                        46.69 | 
                        0.93 | 
                        2.0% | 
                        42.64 | 
                     
                    
                        | Close | 
                        47.10 | 
                        47.92 | 
                        0.82 | 
                        1.7% | 
                        45.89 | 
                     
                    
                        | Range | 
                        1.51 | 
                        1.37 | 
                        -0.14 | 
                        -9.3% | 
                        3.52 | 
                     
                    
                        | ATR | 
                        1.58 | 
                        1.56 | 
                        -0.01 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        66,303 | 
                        54,777 | 
                        -11,526 | 
                        -17.4% | 
                        501,940 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.67 | 
                51.16 | 
                48.67 | 
                 | 
             
            
                | R3 | 
                50.30 | 
                49.79 | 
                48.30 | 
                 | 
             
            
                | R2 | 
                48.93 | 
                48.93 | 
                48.17 | 
                 | 
             
            
                | R1 | 
                48.42 | 
                48.42 | 
                48.05 | 
                48.68 | 
             
            
                | PP | 
                47.56 | 
                47.56 | 
                47.56 | 
                47.68 | 
             
            
                | S1 | 
                47.05 | 
                47.05 | 
                47.79 | 
                47.31 | 
             
            
                | S2 | 
                46.19 | 
                46.19 | 
                47.67 | 
                 | 
             
            
                | S3 | 
                44.82 | 
                45.68 | 
                47.54 | 
                 | 
             
            
                | S4 | 
                43.45 | 
                44.31 | 
                47.17 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                48.06 | 
                42.64 | 
                5.42 | 
                11.3% | 
                1.77 | 
                3.7% | 
                97% | 
                True | 
                False | 
                79,231 | 
                 
                
                | 10 | 
                48.06 | 
                40.77 | 
                7.29 | 
                15.2% | 
                1.60 | 
                3.3% | 
                98% | 
                True | 
                False | 
                85,602 | 
                 
                
                | 20 | 
                48.06 | 
                40.77 | 
                7.29 | 
                15.2% | 
                1.49 | 
                3.1% | 
                98% | 
                True | 
                False | 
                62,266 | 
                 
                
                | 40 | 
                52.00 | 
                40.77 | 
                11.23 | 
                23.4% | 
                1.63 | 
                3.4% | 
                64% | 
                False | 
                False | 
                46,942 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.3% | 
                1.49 | 
                3.1% | 
                57% | 
                False | 
                False | 
                36,669 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.3% | 
                1.46 | 
                3.0% | 
                57% | 
                False | 
                False | 
                31,232 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.2% | 
                1.43 | 
                3.0% | 
                61% | 
                False | 
                False | 
                27,349 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.88 | 
         
        
            | 
2.618             | 
            51.65 | 
         
        
            | 
1.618             | 
            50.28 | 
         
        
            | 
1.000             | 
            49.43 | 
         
        
            | 
0.618             | 
            48.91 | 
         
        
            | 
HIGH             | 
            48.06 | 
         
        
            | 
0.618             | 
            47.54 | 
         
        
            | 
0.500             | 
            47.38 | 
         
        
            | 
0.382             | 
            47.21 | 
         
        
            | 
LOW             | 
            46.69 | 
         
        
            | 
0.618             | 
            45.84 | 
         
        
            | 
1.000             | 
            45.32 | 
         
        
            | 
1.618             | 
            44.47 | 
         
        
            | 
2.618             | 
            43.10 | 
         
        
            | 
4.250             | 
            40.87 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.74 | 
                                47.42 | 
                             
                            
                                | PP | 
                                47.56 | 
                                46.92 | 
                             
                            
                                | S1 | 
                                47.38 | 
                                46.42 | 
                             
             
         |