NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 10-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    09-Jul-2015 | 
                    10-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.58 | 
                        54.50 | 
                        0.92 | 
                        1.7% | 
                        56.85 | 
                     
                    
                        | High | 
                        55.25 | 
                        55.70 | 
                        0.45 | 
                        0.8% | 
                        56.92 | 
                     
                    
                        | Low | 
                        53.29 | 
                        53.76 | 
                        0.47 | 
                        0.9% | 
                        52.13 | 
                     
                    
                        | Close | 
                        54.60 | 
                        54.68 | 
                        0.08 | 
                        0.1% | 
                        54.68 | 
                     
                    
                        | Range | 
                        1.96 | 
                        1.94 | 
                        -0.02 | 
                        -1.0% | 
                        4.79 | 
                     
                    
                        | ATR | 
                        1.88 | 
                        1.88 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        84,081 | 
                        65,163 | 
                        -18,918 | 
                        -22.5% | 
                        372,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 10-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                60.53 | 
                59.55 | 
                55.75 | 
                 | 
             
            
                | R3 | 
                58.59 | 
                57.61 | 
                55.21 | 
                 | 
             
            
                | R2 | 
                56.65 | 
                56.65 | 
                55.04 | 
                 | 
             
            
                | R1 | 
                55.67 | 
                55.67 | 
                54.86 | 
                56.16 | 
             
            
                | PP | 
                54.71 | 
                54.71 | 
                54.71 | 
                54.96 | 
             
            
                | S1 | 
                53.73 | 
                53.73 | 
                54.50 | 
                54.22 | 
             
            
                | S2 | 
                52.77 | 
                52.77 | 
                54.32 | 
                 | 
             
            
                | S3 | 
                50.83 | 
                51.79 | 
                54.15 | 
                 | 
             
            
                | S4 | 
                48.89 | 
                49.85 | 
                53.61 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 10-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                68.95 | 
                66.60 | 
                57.31 | 
                 | 
             
            
                | R3 | 
                64.16 | 
                61.81 | 
                56.00 | 
                 | 
             
            
                | R2 | 
                59.37 | 
                59.37 | 
                55.56 | 
                 | 
             
            
                | R1 | 
                57.02 | 
                57.02 | 
                55.12 | 
                55.80 | 
             
            
                | PP | 
                54.58 | 
                54.58 | 
                54.58 | 
                53.97 | 
             
            
                | S1 | 
                52.23 | 
                52.23 | 
                54.24 | 
                51.01 | 
             
            
                | S2 | 
                49.79 | 
                49.79 | 
                53.80 | 
                 | 
             
            
                | S3 | 
                45.00 | 
                47.44 | 
                53.36 | 
                 | 
             
            
                | S4 | 
                40.21 | 
                42.65 | 
                52.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                56.92 | 
                52.13 | 
                4.79 | 
                8.8% | 
                2.31 | 
                4.2% | 
                53% | 
                False | 
                False | 
                74,418 | 
                 
                
                | 10 | 
                61.20 | 
                52.13 | 
                9.07 | 
                16.6% | 
                1.90 | 
                3.5% | 
                28% | 
                False | 
                False | 
                59,632 | 
                 
                
                | 20 | 
                62.98 | 
                52.13 | 
                10.85 | 
                19.8% | 
                1.65 | 
                3.0% | 
                24% | 
                False | 
                False | 
                52,438 | 
                 
                
                | 40 | 
                63.65 | 
                52.13 | 
                11.52 | 
                21.1% | 
                1.65 | 
                3.0% | 
                22% | 
                False | 
                False | 
                51,871 | 
                 
                
                | 60 | 
                65.38 | 
                52.13 | 
                13.25 | 
                24.2% | 
                1.64 | 
                3.0% | 
                19% | 
                False | 
                False | 
                53,597 | 
                 
                
                | 80 | 
                65.38 | 
                51.95 | 
                13.43 | 
                24.6% | 
                1.73 | 
                3.2% | 
                20% | 
                False | 
                False | 
                51,894 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            63.95 | 
         
        
            | 
2.618             | 
            60.78 | 
         
        
            | 
1.618             | 
            58.84 | 
         
        
            | 
1.000             | 
            57.64 | 
         
        
            | 
0.618             | 
            56.90 | 
         
        
            | 
HIGH             | 
            55.70 | 
         
        
            | 
0.618             | 
            54.96 | 
         
        
            | 
0.500             | 
            54.73 | 
         
        
            | 
0.382             | 
            54.50 | 
         
        
            | 
LOW             | 
            53.76 | 
         
        
            | 
0.618             | 
            52.56 | 
         
        
            | 
1.000             | 
            51.82 | 
         
        
            | 
1.618             | 
            50.62 | 
         
        
            | 
2.618             | 
            48.68 | 
         
        
            | 
4.250             | 
            45.52 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 10-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                54.73 | 
                                54.52 | 
                             
                            
                                | PP | 
                                54.71 | 
                                54.36 | 
                             
                            
                                | S1 | 
                                54.70 | 
                                54.20 | 
                             
             
         |