NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 06-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    02-Sep-2016 | 
                    06-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.11 | 
                        44.76 | 
                        0.65 | 
                        1.5% | 
                        47.89 | 
                     
                    
                        | High | 
                        45.26 | 
                        47.19 | 
                        1.93 | 
                        4.3% | 
                        48.11 | 
                     
                    
                        | Low | 
                        43.75 | 
                        44.47 | 
                        0.72 | 
                        1.6% | 
                        43.59 | 
                     
                    
                        | Close | 
                        45.04 | 
                        45.46 | 
                        0.42 | 
                        0.9% | 
                        45.04 | 
                     
                    
                        | Range | 
                        1.51 | 
                        2.72 | 
                        1.21 | 
                        80.1% | 
                        4.52 | 
                     
                    
                        | ATR | 
                        1.52 | 
                        1.61 | 
                        0.09 | 
                        5.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        129,611 | 
                        264,289 | 
                        134,678 | 
                        103.9% | 
                        618,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 06-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                53.87 | 
                52.38 | 
                46.96 | 
                 | 
             
            
                | R3 | 
                51.15 | 
                49.66 | 
                46.21 | 
                 | 
             
            
                | R2 | 
                48.43 | 
                48.43 | 
                45.96 | 
                 | 
             
            
                | R1 | 
                46.94 | 
                46.94 | 
                45.71 | 
                47.69 | 
             
            
                | PP | 
                45.71 | 
                45.71 | 
                45.71 | 
                46.08 | 
             
            
                | S1 | 
                44.22 | 
                44.22 | 
                45.21 | 
                44.97 | 
             
            
                | S2 | 
                42.99 | 
                42.99 | 
                44.96 | 
                 | 
             
            
                | S3 | 
                40.27 | 
                41.50 | 
                44.71 | 
                 | 
             
            
                | S4 | 
                37.55 | 
                38.78 | 
                43.96 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 02-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                59.14 | 
                56.61 | 
                47.53 | 
                 | 
             
            
                | R3 | 
                54.62 | 
                52.09 | 
                46.28 | 
                 | 
             
            
                | R2 | 
                50.10 | 
                50.10 | 
                45.87 | 
                 | 
             
            
                | R1 | 
                47.57 | 
                47.57 | 
                45.45 | 
                46.58 | 
             
            
                | PP | 
                45.58 | 
                45.58 | 
                45.58 | 
                45.08 | 
             
            
                | S1 | 
                43.05 | 
                43.05 | 
                44.63 | 
                42.06 | 
             
            
                | S2 | 
                41.06 | 
                41.06 | 
                44.21 | 
                 | 
             
            
                | S3 | 
                36.54 | 
                38.53 | 
                43.80 | 
                 | 
             
            
                | S4 | 
                32.02 | 
                34.01 | 
                42.55 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                48.11 | 
                43.59 | 
                4.52 | 
                9.9% | 
                1.90 | 
                4.2% | 
                41% | 
                False | 
                False | 
                164,690 | 
                 
                
                | 10 | 
                49.14 | 
                43.59 | 
                5.55 | 
                12.2% | 
                1.57 | 
                3.4% | 
                34% | 
                False | 
                False | 
                132,038 | 
                 
                
                | 20 | 
                50.00 | 
                42.64 | 
                7.36 | 
                16.2% | 
                1.54 | 
                3.4% | 
                38% | 
                False | 
                False | 
                108,029 | 
                 
                
                | 40 | 
                50.00 | 
                40.77 | 
                9.23 | 
                20.3% | 
                1.49 | 
                3.3% | 
                51% | 
                False | 
                False | 
                78,566 | 
                 
                
                | 60 | 
                52.00 | 
                40.77 | 
                11.23 | 
                24.7% | 
                1.57 | 
                3.5% | 
                42% | 
                False | 
                False | 
                60,894 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.8% | 
                1.46 | 
                3.2% | 
                37% | 
                False | 
                False | 
                49,315 | 
                 
                
                | 100 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.8% | 
                1.48 | 
                3.3% | 
                37% | 
                False | 
                False | 
                42,376 | 
                 
                
                | 120 | 
                53.39 | 
                39.40 | 
                13.99 | 
                30.8% | 
                1.42 | 
                3.1% | 
                43% | 
                False | 
                False | 
                37,188 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.75 | 
         
        
            | 
2.618             | 
            54.31 | 
         
        
            | 
1.618             | 
            51.59 | 
         
        
            | 
1.000             | 
            49.91 | 
         
        
            | 
0.618             | 
            48.87 | 
         
        
            | 
HIGH             | 
            47.19 | 
         
        
            | 
0.618             | 
            46.15 | 
         
        
            | 
0.500             | 
            45.83 | 
         
        
            | 
0.382             | 
            45.51 | 
         
        
            | 
LOW             | 
            44.47 | 
         
        
            | 
0.618             | 
            42.79 | 
         
        
            | 
1.000             | 
            41.75 | 
         
        
            | 
1.618             | 
            40.07 | 
         
        
            | 
2.618             | 
            37.35 | 
         
        
            | 
4.250             | 
            32.91 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 06-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.83 | 
                                45.44 | 
                             
                            
                                | PP | 
                                45.71 | 
                                45.41 | 
                             
                            
                                | S1 | 
                                45.58 | 
                                45.39 | 
                             
             
         |