NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 30-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    29-Aug-2016 | 
                    30-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        47.89 | 
                        47.64 | 
                        -0.25 | 
                        -0.5% | 
                        49.58 | 
                     
                    
                        | High | 
                        47.95 | 
                        48.11 | 
                        0.16 | 
                        0.3% | 
                        49.62 | 
                     
                    
                        | Low | 
                        47.29 | 
                        46.84 | 
                        -0.45 | 
                        -1.0% | 
                        47.12 | 
                     
                    
                        | Close | 
                        47.65 | 
                        46.99 | 
                        -0.66 | 
                        -1.4% | 
                        48.33 | 
                     
                    
                        | Range | 
                        0.66 | 
                        1.27 | 
                        0.61 | 
                        92.4% | 
                        2.50 | 
                     
                    
                        | ATR | 
                        1.46 | 
                        1.45 | 
                        -0.01 | 
                        -0.9% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        59,423 | 
                        115,703 | 
                        56,280 | 
                        94.7% | 
                        532,046 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 30-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.12 | 
                50.33 | 
                47.69 | 
                 | 
             
            
                | R3 | 
                49.85 | 
                49.06 | 
                47.34 | 
                 | 
             
            
                | R2 | 
                48.58 | 
                48.58 | 
                47.22 | 
                 | 
             
            
                | R1 | 
                47.79 | 
                47.79 | 
                47.11 | 
                47.55 | 
             
            
                | PP | 
                47.31 | 
                47.31 | 
                47.31 | 
                47.20 | 
             
            
                | S1 | 
                46.52 | 
                46.52 | 
                46.87 | 
                46.28 | 
             
            
                | S2 | 
                46.04 | 
                46.04 | 
                46.76 | 
                 | 
             
            
                | S3 | 
                44.77 | 
                45.25 | 
                46.64 | 
                 | 
             
            
                | S4 | 
                43.50 | 
                43.98 | 
                46.29 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 26-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.86 | 
                54.59 | 
                49.71 | 
                 | 
             
            
                | R3 | 
                53.36 | 
                52.09 | 
                49.02 | 
                 | 
             
            
                | R2 | 
                50.86 | 
                50.86 | 
                48.79 | 
                 | 
             
            
                | R1 | 
                49.59 | 
                49.59 | 
                48.56 | 
                48.98 | 
             
            
                | PP | 
                48.36 | 
                48.36 | 
                48.36 | 
                48.05 | 
             
            
                | S1 | 
                47.09 | 
                47.09 | 
                48.10 | 
                46.48 | 
             
            
                | S2 | 
                45.86 | 
                45.86 | 
                47.87 | 
                 | 
             
            
                | S3 | 
                43.36 | 
                44.59 | 
                47.64 | 
                 | 
             
            
                | S4 | 
                40.86 | 
                42.09 | 
                46.96 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                49.14 | 
                46.84 | 
                2.30 | 
                4.9% | 
                1.14 | 
                2.4% | 
                7% | 
                False | 
                True | 
                99,914 | 
                 
                
                | 10 | 
                50.00 | 
                46.84 | 
                3.16 | 
                6.7% | 
                1.28 | 
                2.7% | 
                5% | 
                False | 
                True | 
                95,593 | 
                 
                
                | 20 | 
                50.00 | 
                40.77 | 
                9.23 | 
                19.6% | 
                1.44 | 
                3.1% | 
                67% | 
                False | 
                False | 
                90,597 | 
                 
                
                | 40 | 
                50.10 | 
                40.77 | 
                9.33 | 
                19.9% | 
                1.47 | 
                3.1% | 
                67% | 
                False | 
                False | 
                64,347 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.9% | 
                1.53 | 
                3.3% | 
                49% | 
                False | 
                False | 
                50,327 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.9% | 
                1.45 | 
                3.1% | 
                49% | 
                False | 
                False | 
                41,607 | 
                 
                
                | 100 | 
                53.39 | 
                40.77 | 
                12.62 | 
                26.9% | 
                1.44 | 
                3.1% | 
                49% | 
                False | 
                False | 
                35,978 | 
                 
                
                | 120 | 
                53.39 | 
                39.40 | 
                13.99 | 
                29.8% | 
                1.38 | 
                2.9% | 
                54% | 
                False | 
                False | 
                31,573 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.51 | 
         
        
            | 
2.618             | 
            51.43 | 
         
        
            | 
1.618             | 
            50.16 | 
         
        
            | 
1.000             | 
            49.38 | 
         
        
            | 
0.618             | 
            48.89 | 
         
        
            | 
HIGH             | 
            48.11 | 
         
        
            | 
0.618             | 
            47.62 | 
         
        
            | 
0.500             | 
            47.48 | 
         
        
            | 
0.382             | 
            47.33 | 
         
        
            | 
LOW             | 
            46.84 | 
         
        
            | 
0.618             | 
            46.06 | 
         
        
            | 
1.000             | 
            45.57 | 
         
        
            | 
1.618             | 
            44.79 | 
         
        
            | 
2.618             | 
            43.52 | 
         
        
            | 
4.250             | 
            41.44 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 30-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                47.48 | 
                                47.99 | 
                             
                            
                                | PP | 
                                47.31 | 
                                47.66 | 
                             
                            
                                | S1 | 
                                47.15 | 
                                47.32 | 
                             
             
         |