NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Jul-2015 | 
                    14-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        54.25 | 
                        54.04 | 
                        -0.21 | 
                        -0.4% | 
                        56.85 | 
                     
                    
                        | High | 
                        55.12 | 
                        55.27 | 
                        0.15 | 
                        0.3% | 
                        56.92 | 
                     
                    
                        | Low | 
                        53.21 | 
                        52.97 | 
                        -0.24 | 
                        -0.5% | 
                        52.13 | 
                     
                    
                        | Close | 
                        54.27 | 
                        54.98 | 
                        0.71 | 
                        1.3% | 
                        54.68 | 
                     
                    
                        | Range | 
                        1.91 | 
                        2.30 | 
                        0.39 | 
                        20.4% | 
                        4.79 | 
                     
                    
                        | ATR | 
                        1.88 | 
                        1.91 | 
                        0.03 | 
                        1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        57,775 | 
                        55,282 | 
                        -2,493 | 
                        -4.3% | 
                        372,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                61.31 | 
                60.44 | 
                56.25 | 
                 | 
             
            
                | R3 | 
                59.01 | 
                58.14 | 
                55.61 | 
                 | 
             
            
                | R2 | 
                56.71 | 
                56.71 | 
                55.40 | 
                 | 
             
            
                | R1 | 
                55.84 | 
                55.84 | 
                55.19 | 
                56.28 | 
             
            
                | PP | 
                54.41 | 
                54.41 | 
                54.41 | 
                54.62 | 
             
            
                | S1 | 
                53.54 | 
                53.54 | 
                54.77 | 
                53.98 | 
             
            
                | S2 | 
                52.11 | 
                52.11 | 
                54.56 | 
                 | 
             
            
                | S3 | 
                49.81 | 
                51.24 | 
                54.35 | 
                 | 
             
            
                | S4 | 
                47.51 | 
                48.94 | 
                53.72 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                52.69 | 
                3.01 | 
                5.5% | 
                1.99 | 
                3.6% | 
                76% | 
                False | 
                False | 
                68,532 | 
                 
                
                | 10 | 
                61.00 | 
                52.13 | 
                8.87 | 
                16.1% | 
                2.09 | 
                3.8% | 
                32% | 
                False | 
                False | 
                64,730 | 
                 
                
                | 20 | 
                62.98 | 
                52.13 | 
                10.85 | 
                19.7% | 
                1.77 | 
                3.2% | 
                26% | 
                False | 
                False | 
                54,376 | 
                 
                
                | 40 | 
                63.39 | 
                52.13 | 
                11.26 | 
                20.5% | 
                1.69 | 
                3.1% | 
                25% | 
                False | 
                False | 
                52,148 | 
                 
                
                | 60 | 
                65.38 | 
                52.13 | 
                13.25 | 
                24.1% | 
                1.65 | 
                3.0% | 
                22% | 
                False | 
                False | 
                52,662 | 
                 
                
                | 80 | 
                65.38 | 
                52.13 | 
                13.25 | 
                24.1% | 
                1.71 | 
                3.1% | 
                22% | 
                False | 
                False | 
                51,946 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            65.05 | 
         
        
            | 
2.618             | 
            61.29 | 
         
        
            | 
1.618             | 
            58.99 | 
         
        
            | 
1.000             | 
            57.57 | 
         
        
            | 
0.618             | 
            56.69 | 
         
        
            | 
HIGH             | 
            55.27 | 
         
        
            | 
0.618             | 
            54.39 | 
         
        
            | 
0.500             | 
            54.12 | 
         
        
            | 
0.382             | 
            53.85 | 
         
        
            | 
LOW             | 
            52.97 | 
         
        
            | 
0.618             | 
            51.55 | 
         
        
            | 
1.000             | 
            50.67 | 
         
        
            | 
1.618             | 
            49.25 | 
         
        
            | 
2.618             | 
            46.95 | 
         
        
            | 
4.250             | 
            43.20 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                54.69 | 
                                54.77 | 
                             
                            
                                | PP | 
                                54.41 | 
                                54.55 | 
                             
                            
                                | S1 | 
                                54.12 | 
                                54.34 | 
                             
             
         |