NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Aug-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Aug-2016 | 
                    31-Aug-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        47.64 | 
                        46.93 | 
                        -0.71 | 
                        -1.5% | 
                        49.58 | 
                     
                    
                        | High | 
                        48.11 | 
                        47.05 | 
                        -1.06 | 
                        -2.2% | 
                        49.62 | 
                     
                    
                        | Low | 
                        46.84 | 
                        45.14 | 
                        -1.70 | 
                        -3.6% | 
                        47.12 | 
                     
                    
                        | Close | 
                        46.99 | 
                        45.31 | 
                        -1.68 | 
                        -3.6% | 
                        48.33 | 
                     
                    
                        | Range | 
                        1.27 | 
                        1.91 | 
                        0.64 | 
                        50.4% | 
                        2.50 | 
                     
                    
                        | ATR | 
                        1.45 | 
                        1.48 | 
                        0.03 | 
                        2.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        115,703 | 
                        143,478 | 
                        27,775 | 
                        24.0% | 
                        532,046 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Aug-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                51.56 | 
                50.35 | 
                46.36 | 
                 | 
             
            
                | R3 | 
                49.65 | 
                48.44 | 
                45.84 | 
                 | 
             
            
                | R2 | 
                47.74 | 
                47.74 | 
                45.66 | 
                 | 
             
            
                | R1 | 
                46.53 | 
                46.53 | 
                45.49 | 
                46.18 | 
             
            
                | PP | 
                45.83 | 
                45.83 | 
                45.83 | 
                45.66 | 
             
            
                | S1 | 
                44.62 | 
                44.62 | 
                45.13 | 
                44.27 | 
             
            
                | S2 | 
                43.92 | 
                43.92 | 
                44.96 | 
                 | 
             
            
                | S3 | 
                42.01 | 
                42.71 | 
                44.78 | 
                 | 
             
            
                | S4 | 
                40.10 | 
                40.80 | 
                44.26 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                45.14 | 
                4.00 | 
                8.8% | 
                1.28 | 
                2.8% | 
                4% | 
                False | 
                True | 
                103,170 | 
                 
                
                | 10 | 
                50.00 | 
                45.14 | 
                4.86 | 
                10.7% | 
                1.35 | 
                3.0% | 
                3% | 
                False | 
                True | 
                100,757 | 
                 
                
                | 20 | 
                50.00 | 
                41.91 | 
                8.09 | 
                17.9% | 
                1.43 | 
                3.2% | 
                42% | 
                False | 
                False | 
                94,586 | 
                 
                
                | 40 | 
                50.10 | 
                40.77 | 
                9.33 | 
                20.6% | 
                1.47 | 
                3.3% | 
                49% | 
                False | 
                False | 
                66,919 | 
                 
                
                | 60 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.9% | 
                1.54 | 
                3.4% | 
                36% | 
                False | 
                False | 
                52,510 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.9% | 
                1.45 | 
                3.2% | 
                36% | 
                False | 
                False | 
                43,099 | 
                 
                
                | 100 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.9% | 
                1.45 | 
                3.2% | 
                36% | 
                False | 
                False | 
                37,255 | 
                 
                
                | 120 | 
                53.39 | 
                39.40 | 
                13.99 | 
                30.9% | 
                1.39 | 
                3.1% | 
                42% | 
                False | 
                False | 
                32,671 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            55.17 | 
         
        
            | 
2.618             | 
            52.05 | 
         
        
            | 
1.618             | 
            50.14 | 
         
        
            | 
1.000             | 
            48.96 | 
         
        
            | 
0.618             | 
            48.23 | 
         
        
            | 
HIGH             | 
            47.05 | 
         
        
            | 
0.618             | 
            46.32 | 
         
        
            | 
0.500             | 
            46.10 | 
         
        
            | 
0.382             | 
            45.87 | 
         
        
            | 
LOW             | 
            45.14 | 
         
        
            | 
0.618             | 
            43.96 | 
         
        
            | 
1.000             | 
            43.23 | 
         
        
            | 
1.618             | 
            42.05 | 
         
        
            | 
2.618             | 
            40.14 | 
         
        
            | 
4.250             | 
            37.02 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Aug-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                46.10 | 
                                46.63 | 
                             
                            
                                | PP | 
                                45.83 | 
                                46.19 | 
                             
                            
                                | S1 | 
                                45.57 | 
                                45.75 | 
                             
             
         |