NYMEX Light Sweet Crude Oil Future December 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 | 
                        54.50 | 
                        54.25 | 
                        -0.25 | 
                        -0.5% | 
                        56.85 | 
                     
                    
                        | High | 
                        55.70 | 
                        55.12 | 
                        -0.58 | 
                        -1.0% | 
                        56.92 | 
                     
                    
                        | Low | 
                        53.76 | 
                        53.21 | 
                        -0.55 | 
                        -1.0% | 
                        52.13 | 
                     
                    
                        | Close | 
                        54.68 | 
                        54.27 | 
                        -0.41 | 
                        -0.7% | 
                        54.68 | 
                     
                    
                        | Range | 
                        1.94 | 
                        1.91 | 
                        -0.03 | 
                        -1.5% | 
                        4.79 | 
                     
                    
                        | ATR | 
                        1.88 | 
                        1.88 | 
                        0.00 | 
                        0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        65,163 | 
                        57,775 | 
                        -7,388 | 
                        -11.3% | 
                        372,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                59.93 | 
                59.01 | 
                55.32 | 
                 | 
             
            
                | R3 | 
                58.02 | 
                57.10 | 
                54.80 | 
                 | 
             
            
                | R2 | 
                56.11 | 
                56.11 | 
                54.62 | 
                 | 
             
            
                | R1 | 
                55.19 | 
                55.19 | 
                54.45 | 
                55.65 | 
             
            
                | PP | 
                54.20 | 
                54.20 | 
                54.20 | 
                54.43 | 
             
            
                | S1 | 
                53.28 | 
                53.28 | 
                54.09 | 
                53.74 | 
             
            
                | S2 | 
                52.29 | 
                52.29 | 
                53.92 | 
                 | 
             
            
                | S3 | 
                50.38 | 
                51.37 | 
                53.74 | 
                 | 
             
            
                | S4 | 
                48.47 | 
                49.46 | 
                53.22 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                55.70 | 
                52.13 | 
                3.57 | 
                6.6% | 
                2.08 | 
                3.8% | 
                60% | 
                False | 
                False | 
                74,313 | 
                 
                
                | 10 | 
                61.00 | 
                52.13 | 
                8.87 | 
                16.3% | 
                1.97 | 
                3.6% | 
                24% | 
                False | 
                False | 
                62,362 | 
                 
                
                | 20 | 
                62.98 | 
                52.13 | 
                10.85 | 
                20.0% | 
                1.71 | 
                3.1% | 
                20% | 
                False | 
                False | 
                53,399 | 
                 
                
                | 40 | 
                63.39 | 
                52.13 | 
                11.26 | 
                20.7% | 
                1.67 | 
                3.1% | 
                19% | 
                False | 
                False | 
                51,818 | 
                 
                
                | 60 | 
                65.38 | 
                52.13 | 
                13.25 | 
                24.4% | 
                1.63 | 
                3.0% | 
                16% | 
                False | 
                False | 
                52,814 | 
                 
                
                | 80 | 
                65.38 | 
                52.13 | 
                13.25 | 
                24.4% | 
                1.71 | 
                3.1% | 
                16% | 
                False | 
                False | 
                52,160 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            63.24 | 
         
        
            | 
2.618             | 
            60.12 | 
         
        
            | 
1.618             | 
            58.21 | 
         
        
            | 
1.000             | 
            57.03 | 
         
        
            | 
0.618             | 
            56.30 | 
         
        
            | 
HIGH             | 
            55.12 | 
         
        
            | 
0.618             | 
            54.39 | 
         
        
            | 
0.500             | 
            54.17 | 
         
        
            | 
0.382             | 
            53.94 | 
         
        
            | 
LOW             | 
            53.21 | 
         
        
            | 
0.618             | 
            52.03 | 
         
        
            | 
1.000             | 
            51.30 | 
         
        
            | 
1.618             | 
            50.12 | 
         
        
            | 
2.618             | 
            48.21 | 
         
        
            | 
4.250             | 
            45.09 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                54.24 | 
                                54.46 | 
                             
                            
                                | PP | 
                                54.20 | 
                                54.39 | 
                             
                            
                                | S1 | 
                                54.17 | 
                                54.33 | 
                             
             
         |