NYMEX Light Sweet Crude Oil Future November 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    10-Jul-2015 | 
                    13-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.99 | 
                        53.65 | 
                        -0.34 | 
                        -0.6% | 
                        56.44 | 
                     
                    
                        | High | 
                        55.06 | 
                        54.57 | 
                        -0.49 | 
                        -0.9% | 
                        56.44 | 
                     
                    
                        | Low | 
                        53.29 | 
                        52.66 | 
                        -0.63 | 
                        -1.2% | 
                        51.69 | 
                     
                    
                        | Close | 
                        54.13 | 
                        53.68 | 
                        -0.45 | 
                        -0.8% | 
                        54.13 | 
                     
                    
                        | Range | 
                        1.77 | 
                        1.91 | 
                        0.14 | 
                        7.9% | 
                        4.75 | 
                     
                    
                        | ATR | 
                        1.85 | 
                        1.86 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        26,516 | 
                        24,007 | 
                        -2,509 | 
                        -9.5% | 
                        142,173 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                59.37 | 
                58.43 | 
                54.73 | 
                 | 
             
            
                | R3 | 
                57.46 | 
                56.52 | 
                54.21 | 
                 | 
             
            
                | R2 | 
                55.55 | 
                55.55 | 
                54.03 | 
                 | 
             
            
                | R1 | 
                54.61 | 
                54.61 | 
                53.86 | 
                55.08 | 
             
            
                | PP | 
                53.64 | 
                53.64 | 
                53.64 | 
                53.87 | 
             
            
                | S1 | 
                52.70 | 
                52.70 | 
                53.50 | 
                53.17 | 
             
            
                | S2 | 
                51.73 | 
                51.73 | 
                53.33 | 
                 | 
             
            
                | S3 | 
                49.82 | 
                50.79 | 
                53.15 | 
                 | 
             
            
                | S4 | 
                47.91 | 
                48.88 | 
                52.63 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                68.34 | 
                65.98 | 
                56.74 | 
                 | 
             
            
                | R3 | 
                63.59 | 
                61.23 | 
                55.44 | 
                 | 
             
            
                | R2 | 
                58.84 | 
                58.84 | 
                55.00 | 
                 | 
             
            
                | R1 | 
                56.48 | 
                56.48 | 
                54.57 | 
                55.29 | 
             
            
                | PP | 
                54.09 | 
                54.09 | 
                54.09 | 
                53.49 | 
             
            
                | S1 | 
                51.73 | 
                51.73 | 
                53.69 | 
                50.54 | 
             
            
                | S2 | 
                49.34 | 
                49.34 | 
                53.26 | 
                 | 
             
            
                | S3 | 
                44.59 | 
                46.98 | 
                52.82 | 
                 | 
             
            
                | S4 | 
                39.84 | 
                42.23 | 
                51.52 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                55.06 | 
                51.69 | 
                3.37 | 
                6.3% | 
                2.05 | 
                3.8% | 
                59% | 
                False | 
                False | 
                28,053 | 
                 
                
                | 10 | 
                60.65 | 
                51.69 | 
                8.96 | 
                16.7% | 
                1.97 | 
                3.7% | 
                22% | 
                False | 
                False | 
                23,345 | 
                 
                
                | 20 | 
                62.68 | 
                51.69 | 
                10.99 | 
                20.5% | 
                1.68 | 
                3.1% | 
                18% | 
                False | 
                False | 
                20,686 | 
                 
                
                | 40 | 
                63.00 | 
                51.69 | 
                11.31 | 
                21.1% | 
                1.64 | 
                3.1% | 
                18% | 
                False | 
                False | 
                19,450 | 
                 
                
                | 60 | 
                65.03 | 
                51.69 | 
                13.34 | 
                24.9% | 
                1.57 | 
                2.9% | 
                15% | 
                False | 
                False | 
                17,209 | 
                 
                
                | 80 | 
                65.03 | 
                51.69 | 
                13.34 | 
                24.9% | 
                1.60 | 
                3.0% | 
                15% | 
                False | 
                False | 
                15,385 | 
                 
                
                | 100 | 
                65.03 | 
                51.33 | 
                13.70 | 
                25.5% | 
                1.57 | 
                2.9% | 
                17% | 
                False | 
                False | 
                13,740 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            62.69 | 
         
        
            | 
2.618             | 
            59.57 | 
         
        
            | 
1.618             | 
            57.66 | 
         
        
            | 
1.000             | 
            56.48 | 
         
        
            | 
0.618             | 
            55.75 | 
         
        
            | 
HIGH             | 
            54.57 | 
         
        
            | 
0.618             | 
            53.84 | 
         
        
            | 
0.500             | 
            53.62 | 
         
        
            | 
0.382             | 
            53.39 | 
         
        
            | 
LOW             | 
            52.66 | 
         
        
            | 
0.618             | 
            51.48 | 
         
        
            | 
1.000             | 
            50.75 | 
         
        
            | 
1.618             | 
            49.57 | 
         
        
            | 
2.618             | 
            47.66 | 
         
        
            | 
4.250             | 
            44.54 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.66 | 
                                53.86 | 
                             
                            
                                | PP | 
                                53.64 | 
                                53.80 | 
                             
                            
                                | S1 | 
                                53.62 | 
                                53.74 | 
                             
             
         |