NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2016 | 
                    18-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        47.73 | 
                        48.31 | 
                        0.58 | 
                        1.2% | 
                        43.54 | 
                     
                    
                        | High | 
                        48.40 | 
                        49.70 | 
                        1.30 | 
                        2.7% | 
                        46.16 | 
                     
                    
                        | Low | 
                        47.23 | 
                        48.01 | 
                        0.78 | 
                        1.7% | 
                        42.64 | 
                     
                    
                        | Close | 
                        48.27 | 
                        49.56 | 
                        1.29 | 
                        2.7% | 
                        45.89 | 
                     
                    
                        | Range | 
                        1.17 | 
                        1.69 | 
                        0.52 | 
                        44.4% | 
                        3.52 | 
                     
                    
                        | ATR | 
                        1.53 | 
                        1.54 | 
                        0.01 | 
                        0.7% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        91,837 | 
                        73,518 | 
                        -18,319 | 
                        -19.9% | 
                        501,940 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.16 | 
                53.55 | 
                50.49 | 
                 | 
             
            
                | R3 | 
                52.47 | 
                51.86 | 
                50.02 | 
                 | 
             
            
                | R2 | 
                50.78 | 
                50.78 | 
                49.87 | 
                 | 
             
            
                | R1 | 
                50.17 | 
                50.17 | 
                49.71 | 
                50.48 | 
             
            
                | PP | 
                49.09 | 
                49.09 | 
                49.09 | 
                49.24 | 
             
            
                | S1 | 
                48.48 | 
                48.48 | 
                49.41 | 
                48.79 | 
             
            
                | S2 | 
                47.40 | 
                47.40 | 
                49.25 | 
                 | 
             
            
                | S3 | 
                45.71 | 
                46.79 | 
                49.10 | 
                 | 
             
            
                | S4 | 
                44.02 | 
                45.10 | 
                48.63 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                49.70 | 
                44.77 | 
                4.93 | 
                9.9% | 
                1.43 | 
                2.9% | 
                97% | 
                True | 
                False | 
                71,008 | 
                 
                
                | 10 | 
                49.70 | 
                42.63 | 
                7.07 | 
                14.3% | 
                1.52 | 
                3.1% | 
                98% | 
                True | 
                False | 
                88,241 | 
                 
                
                | 20 | 
                49.70 | 
                40.77 | 
                8.93 | 
                18.0% | 
                1.48 | 
                3.0% | 
                98% | 
                True | 
                False | 
                66,898 | 
                 
                
                | 40 | 
                52.00 | 
                40.77 | 
                11.23 | 
                22.7% | 
                1.62 | 
                3.3% | 
                78% | 
                False | 
                False | 
                49,755 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                25.5% | 
                1.50 | 
                3.0% | 
                70% | 
                False | 
                False | 
                38,823 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                25.5% | 
                1.47 | 
                3.0% | 
                70% | 
                False | 
                False | 
                33,012 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                28.2% | 
                1.45 | 
                2.9% | 
                73% | 
                False | 
                False | 
                28,887 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            56.88 | 
         
        
            | 
2.618             | 
            54.12 | 
         
        
            | 
1.618             | 
            52.43 | 
         
        
            | 
1.000             | 
            51.39 | 
         
        
            | 
0.618             | 
            50.74 | 
         
        
            | 
HIGH             | 
            49.70 | 
         
        
            | 
0.618             | 
            49.05 | 
         
        
            | 
0.500             | 
            48.86 | 
         
        
            | 
0.382             | 
            48.66 | 
         
        
            | 
LOW             | 
            48.01 | 
         
        
            | 
0.618             | 
            46.97 | 
         
        
            | 
1.000             | 
            46.32 | 
         
        
            | 
1.618             | 
            45.28 | 
         
        
            | 
2.618             | 
            43.59 | 
         
        
            | 
4.250             | 
            40.83 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                49.33 | 
                                49.11 | 
                             
                            
                                | PP | 
                                49.09 | 
                                48.65 | 
                             
                            
                                | S1 | 
                                48.86 | 
                                48.20 | 
                             
             
         |