NYMEX Light Sweet Crude Oil Future November 2016
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 07-Sep-2016 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    06-Sep-2016 | 
                    07-Sep-2016 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.76 | 
                        45.56 | 
                        0.80 | 
                        1.8% | 
                        47.89 | 
                     
                    
                        | High | 
                        47.19 | 
                        46.82 | 
                        -0.37 | 
                        -0.8% | 
                        48.11 | 
                     
                    
                        | Low | 
                        44.47 | 
                        45.19 | 
                        0.72 | 
                        1.6% | 
                        43.59 | 
                     
                    
                        | Close | 
                        45.46 | 
                        46.15 | 
                        0.69 | 
                        1.5% | 
                        45.04 | 
                     
                    
                        | Range | 
                        2.72 | 
                        1.63 | 
                        -1.09 | 
                        -40.1% | 
                        4.52 | 
                     
                    
                        | ATR | 
                        1.61 | 
                        1.61 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        264,289 | 
                        152,800 | 
                        -111,489 | 
                        -42.2% | 
                        618,584 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 07-Sep-2016 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.94 | 
                50.18 | 
                47.05 | 
                 | 
             
            
                | R3 | 
                49.31 | 
                48.55 | 
                46.60 | 
                 | 
             
            
                | R2 | 
                47.68 | 
                47.68 | 
                46.45 | 
                 | 
             
            
                | R1 | 
                46.92 | 
                46.92 | 
                46.30 | 
                47.30 | 
             
            
                | PP | 
                46.05 | 
                46.05 | 
                46.05 | 
                46.25 | 
             
            
                | S1 | 
                45.29 | 
                45.29 | 
                46.00 | 
                45.67 | 
             
            
                | S2 | 
                44.42 | 
                44.42 | 
                45.85 | 
                 | 
             
            
                | S3 | 
                42.79 | 
                43.66 | 
                45.70 | 
                 | 
             
            
                | S4 | 
                41.16 | 
                42.03 | 
                45.25 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                47.19 | 
                43.59 | 
                3.60 | 
                7.8% | 
                1.97 | 
                4.3% | 
                71% | 
                False | 
                False | 
                172,109 | 
                 
                
                | 10 | 
                49.14 | 
                43.59 | 
                5.55 | 
                12.0% | 
                1.56 | 
                3.4% | 
                46% | 
                False | 
                False | 
                136,012 | 
                 
                
                | 20 | 
                50.00 | 
                42.64 | 
                7.36 | 
                15.9% | 
                1.57 | 
                3.4% | 
                48% | 
                False | 
                False | 
                110,631 | 
                 
                
                | 40 | 
                50.00 | 
                40.77 | 
                9.23 | 
                20.0% | 
                1.47 | 
                3.2% | 
                58% | 
                False | 
                False | 
                80,850 | 
                 
                
                | 60 | 
                52.00 | 
                40.77 | 
                11.23 | 
                24.3% | 
                1.58 | 
                3.4% | 
                48% | 
                False | 
                False | 
                63,126 | 
                 
                
                | 80 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.3% | 
                1.48 | 
                3.2% | 
                43% | 
                False | 
                False | 
                51,072 | 
                 
                
                | 100 | 
                53.39 | 
                40.77 | 
                12.62 | 
                27.3% | 
                1.48 | 
                3.2% | 
                43% | 
                False | 
                False | 
                43,793 | 
                 
                
                | 120 | 
                53.39 | 
                39.40 | 
                13.99 | 
                30.3% | 
                1.42 | 
                3.1% | 
                48% | 
                False | 
                False | 
                38,359 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.75 | 
         
        
            | 
2.618             | 
            51.09 | 
         
        
            | 
1.618             | 
            49.46 | 
         
        
            | 
1.000             | 
            48.45 | 
         
        
            | 
0.618             | 
            47.83 | 
         
        
            | 
HIGH             | 
            46.82 | 
         
        
            | 
0.618             | 
            46.20 | 
         
        
            | 
0.500             | 
            46.01 | 
         
        
            | 
0.382             | 
            45.81 | 
         
        
            | 
LOW             | 
            45.19 | 
         
        
            | 
0.618             | 
            44.18 | 
         
        
            | 
1.000             | 
            43.56 | 
         
        
            | 
1.618             | 
            42.55 | 
         
        
            | 
2.618             | 
            40.92 | 
         
        
            | 
4.250             | 
            38.26 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 07-Sep-2016 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                46.10 | 
                                45.92 | 
                             
                            
                                | PP | 
                                46.05 | 
                                45.70 | 
                             
                            
                                | S1 | 
                                46.01 | 
                                45.47 | 
                             
             
         |