NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 23-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    22-Aug-2016 | 
                    23-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        49.58 | 
                        48.02 | 
                        -1.56 | 
                        -3.1% | 
                        46.09 | 
                     
                    
                        | High | 
                        49.62 | 
                        48.98 | 
                        -0.64 | 
                        -1.3% | 
                        50.00 | 
                     
                    
                        | Low | 
                        47.98 | 
                        47.27 | 
                        -0.71 | 
                        -1.5% | 
                        45.76 | 
                     
                    
                        | Close | 
                        48.03 | 
                        48.75 | 
                        0.72 | 
                        1.5% | 
                        49.73 | 
                     
                    
                        | Range | 
                        1.64 | 
                        1.71 | 
                        0.07 | 
                        4.3% | 
                        4.24 | 
                     
                    
                        | ATR | 
                        1.51 | 
                        1.52 | 
                        0.01 | 
                        0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        94,537 | 
                        113,062 | 
                        18,525 | 
                        19.6% | 
                        369,838 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 23-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                53.46 | 
                52.82 | 
                49.69 | 
                 | 
             
            
                | R3 | 
                51.75 | 
                51.11 | 
                49.22 | 
                 | 
             
            
                | R2 | 
                50.04 | 
                50.04 | 
                49.06 | 
                 | 
             
            
                | R1 | 
                49.40 | 
                49.40 | 
                48.91 | 
                49.72 | 
             
            
                | PP | 
                48.33 | 
                48.33 | 
                48.33 | 
                48.50 | 
             
            
                | S1 | 
                47.69 | 
                47.69 | 
                48.59 | 
                48.01 | 
             
            
                | S2 | 
                46.62 | 
                46.62 | 
                48.44 | 
                 | 
             
            
                | S3 | 
                44.91 | 
                45.98 | 
                48.28 | 
                 | 
             
            
                | S4 | 
                43.20 | 
                44.27 | 
                47.81 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 19-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.22 | 
                59.71 | 
                52.06 | 
                 | 
             
            
                | R3 | 
                56.98 | 
                55.47 | 
                50.90 | 
                 | 
             
            
                | R2 | 
                52.74 | 
                52.74 | 
                50.51 | 
                 | 
             
            
                | R1 | 
                51.23 | 
                51.23 | 
                50.12 | 
                51.99 | 
             
            
                | PP | 
                48.50 | 
                48.50 | 
                48.50 | 
                48.87 | 
             
            
                | S1 | 
                46.99 | 
                46.99 | 
                49.34 | 
                47.75 | 
             
            
                | S2 | 
                44.26 | 
                44.26 | 
                48.95 | 
                 | 
             
            
                | S3 | 
                40.02 | 
                42.75 | 
                48.56 | 
                 | 
             
            
                | S4 | 
                35.78 | 
                38.51 | 
                47.40 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                50.00 | 
                47.23 | 
                2.77 | 
                5.7% | 
                1.41 | 
                2.9% | 
                55% | 
                False | 
                False | 
                91,271 | 
                 
                
                | 10 | 
                50.00 | 
                42.64 | 
                7.36 | 
                15.1% | 
                1.59 | 
                3.3% | 
                83% | 
                False | 
                False | 
                85,251 | 
                 
                
                | 20 | 
                50.00 | 
                40.77 | 
                9.23 | 
                18.9% | 
                1.52 | 
                3.1% | 
                86% | 
                False | 
                False | 
                76,104 | 
                 
                
                | 40 | 
                51.81 | 
                40.77 | 
                11.04 | 
                22.6% | 
                1.56 | 
                3.2% | 
                72% | 
                False | 
                False | 
                55,338 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                25.9% | 
                1.53 | 
                3.1% | 
                63% | 
                False | 
                False | 
                43,084 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                25.9% | 
                1.48 | 
                3.0% | 
                63% | 
                False | 
                False | 
                36,302 | 
                 
                
                | 100 | 
                53.39 | 
                39.40 | 
                13.99 | 
                28.7% | 
                1.45 | 
                3.0% | 
                67% | 
                False | 
                False | 
                31,560 | 
                 
                
                | 120 | 
                53.39 | 
                39.40 | 
                13.99 | 
                28.7% | 
                1.39 | 
                2.9% | 
                67% | 
                False | 
                False | 
                27,843 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            56.25 | 
         
        
            | 
2.618             | 
            53.46 | 
         
        
            | 
1.618             | 
            51.75 | 
         
        
            | 
1.000             | 
            50.69 | 
         
        
            | 
0.618             | 
            50.04 | 
         
        
            | 
HIGH             | 
            48.98 | 
         
        
            | 
0.618             | 
            48.33 | 
         
        
            | 
0.500             | 
            48.13 | 
         
        
            | 
0.382             | 
            47.92 | 
         
        
            | 
LOW             | 
            47.27 | 
         
        
            | 
0.618             | 
            46.21 | 
         
        
            | 
1.000             | 
            45.56 | 
         
        
            | 
1.618             | 
            44.50 | 
         
        
            | 
2.618             | 
            42.79 | 
         
        
            | 
4.250             | 
            40.00 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 23-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                48.54 | 
                                48.71 | 
                             
                            
                                | PP | 
                                48.33 | 
                                48.67 | 
                             
                            
                                | S1 | 
                                48.13 | 
                                48.64 | 
                             
             
         |