NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 16-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    15-Jul-2015 | 
                    16-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        55.14 | 
                        53.27 | 
                        -1.87 | 
                        -3.4% | 
                        56.85 | 
                     
                    
                        | High | 
                        55.30 | 
                        53.94 | 
                        -1.36 | 
                        -2.5% | 
                        56.92 | 
                     
                    
                        | Low | 
                        53.06 | 
                        52.67 | 
                        -0.39 | 
                        -0.7% | 
                        52.13 | 
                     
                    
                        | Close | 
                        53.27 | 
                        52.74 | 
                        -0.53 | 
                        -1.0% | 
                        54.68 | 
                     
                    
                        | Range | 
                        2.24 | 
                        1.27 | 
                        -0.97 | 
                        -43.3% | 
                        4.79 | 
                     
                    
                        | ATR | 
                        1.94 | 
                        1.89 | 
                        -0.05 | 
                        -2.5% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        84,820 | 
                        62,598 | 
                        -22,222 | 
                        -26.2% | 
                        372,091 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 16-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.93 | 
                56.10 | 
                53.44 | 
                 | 
             
            
                | R3 | 
                55.66 | 
                54.83 | 
                53.09 | 
                 | 
             
            
                | R2 | 
                54.39 | 
                54.39 | 
                52.97 | 
                 | 
             
            
                | R1 | 
                53.56 | 
                53.56 | 
                52.86 | 
                53.34 | 
             
            
                | PP | 
                53.12 | 
                53.12 | 
                53.12 | 
                53.01 | 
             
            
                | S1 | 
                52.29 | 
                52.29 | 
                52.62 | 
                52.07 | 
             
            
                | S2 | 
                51.85 | 
                51.85 | 
                52.51 | 
                 | 
             
            
                | S3 | 
                50.58 | 
                51.02 | 
                52.39 | 
                 | 
             
            
                | S4 | 
                49.31 | 
                49.75 | 
                52.04 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                52.67 | 
                3.03 | 
                5.7% | 
                1.93 | 
                3.7% | 
                2% | 
                False | 
                True | 
                65,127 | 
                 
                
                | 10 | 
                59.42 | 
                52.13 | 
                7.29 | 
                13.8% | 
                2.07 | 
                3.9% | 
                8% | 
                False | 
                False | 
                71,247 | 
                 
                
                | 20 | 
                62.80 | 
                52.13 | 
                10.67 | 
                20.2% | 
                1.78 | 
                3.4% | 
                6% | 
                False | 
                False | 
                57,834 | 
                 
                
                | 40 | 
                63.12 | 
                52.13 | 
                10.99 | 
                20.8% | 
                1.68 | 
                3.2% | 
                6% | 
                False | 
                False | 
                54,170 | 
                 
                
                | 60 | 
                65.38 | 
                52.13 | 
                13.25 | 
                25.1% | 
                1.65 | 
                3.1% | 
                5% | 
                False | 
                False | 
                53,486 | 
                 
                
                | 80 | 
                65.38 | 
                52.13 | 
                13.25 | 
                25.1% | 
                1.71 | 
                3.2% | 
                5% | 
                False | 
                False | 
                52,862 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            59.34 | 
         
        
            | 
2.618             | 
            57.26 | 
         
        
            | 
1.618             | 
            55.99 | 
         
        
            | 
1.000             | 
            55.21 | 
         
        
            | 
0.618             | 
            54.72 | 
         
        
            | 
HIGH             | 
            53.94 | 
         
        
            | 
0.618             | 
            53.45 | 
         
        
            | 
0.500             | 
            53.31 | 
         
        
            | 
0.382             | 
            53.16 | 
         
        
            | 
LOW             | 
            52.67 | 
         
        
            | 
0.618             | 
            51.89 | 
         
        
            | 
1.000             | 
            51.40 | 
         
        
            | 
1.618             | 
            50.62 | 
         
        
            | 
2.618             | 
            49.35 | 
         
        
            | 
4.250             | 
            47.27 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 16-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                53.31 | 
                                53.99 | 
                             
                            
                                | PP | 
                                53.12 | 
                                53.57 | 
                             
                            
                                | S1 | 
                                52.93 | 
                                53.16 | 
                             
             
         |