NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 17-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    16-Jul-2015 | 
                    17-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        53.27 | 
                        52.74 | 
                        -0.53 | 
                        -1.0% | 
                        54.25 | 
                     
                    
                        | High | 
                        53.94 | 
                        53.03 | 
                        -0.91 | 
                        -1.7% | 
                        55.30 | 
                     
                    
                        | Low | 
                        52.67 | 
                        52.00 | 
                        -0.67 | 
                        -1.3% | 
                        52.00 | 
                     
                    
                        | Close | 
                        52.74 | 
                        52.70 | 
                        -0.04 | 
                        -0.1% | 
                        52.70 | 
                     
                    
                        | Range | 
                        1.27 | 
                        1.03 | 
                        -0.24 | 
                        -18.9% | 
                        3.30 | 
                     
                    
                        | ATR | 
                        1.89 | 
                        1.83 | 
                        -0.06 | 
                        -3.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        62,598 | 
                        53,546 | 
                        -9,052 | 
                        -14.5% | 
                        314,021 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 17-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.67 | 
                55.21 | 
                53.27 | 
                 | 
             
            
                | R3 | 
                54.64 | 
                54.18 | 
                52.98 | 
                 | 
             
            
                | R2 | 
                53.61 | 
                53.61 | 
                52.89 | 
                 | 
             
            
                | R1 | 
                53.15 | 
                53.15 | 
                52.79 | 
                52.87 | 
             
            
                | PP | 
                52.58 | 
                52.58 | 
                52.58 | 
                52.43 | 
             
            
                | S1 | 
                52.12 | 
                52.12 | 
                52.61 | 
                51.84 | 
             
            
                | S2 | 
                51.55 | 
                51.55 | 
                52.51 | 
                 | 
             
            
                | S3 | 
                50.52 | 
                51.09 | 
                52.42 | 
                 | 
             
            
                | S4 | 
                49.49 | 
                50.06 | 
                52.13 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 17-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                63.23 | 
                61.27 | 
                54.52 | 
                 | 
             
            
                | R3 | 
                59.93 | 
                57.97 | 
                53.61 | 
                 | 
             
            
                | R2 | 
                56.63 | 
                56.63 | 
                53.31 | 
                 | 
             
            
                | R1 | 
                54.67 | 
                54.67 | 
                53.00 | 
                54.00 | 
             
            
                | PP | 
                53.33 | 
                53.33 | 
                53.33 | 
                53.00 | 
             
            
                | S1 | 
                51.37 | 
                51.37 | 
                52.40 | 
                50.70 | 
             
            
                | S2 | 
                50.03 | 
                50.03 | 
                52.10 | 
                 | 
             
            
                | S3 | 
                46.73 | 
                48.07 | 
                51.79 | 
                 | 
             
            
                | S4 | 
                43.43 | 
                44.77 | 
                50.89 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                55.30 | 
                52.00 | 
                3.30 | 
                6.3% | 
                1.75 | 
                3.3% | 
                21% | 
                False | 
                True | 
                62,804 | 
                 
                
                | 10 | 
                56.92 | 
                52.00 | 
                4.92 | 
                9.3% | 
                2.03 | 
                3.9% | 
                14% | 
                False | 
                True | 
                68,611 | 
                 
                
                | 20 | 
                62.80 | 
                52.00 | 
                10.80 | 
                20.5% | 
                1.76 | 
                3.3% | 
                6% | 
                False | 
                True | 
                56,579 | 
                 
                
                | 40 | 
                63.12 | 
                52.00 | 
                11.12 | 
                21.1% | 
                1.68 | 
                3.2% | 
                6% | 
                False | 
                True | 
                54,321 | 
                 
                
                | 60 | 
                65.38 | 
                52.00 | 
                13.38 | 
                25.4% | 
                1.64 | 
                3.1% | 
                5% | 
                False | 
                True | 
                53,727 | 
                 
                
                | 80 | 
                65.38 | 
                52.00 | 
                13.38 | 
                25.4% | 
                1.70 | 
                3.2% | 
                5% | 
                False | 
                True | 
                53,275 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            57.41 | 
         
        
            | 
2.618             | 
            55.73 | 
         
        
            | 
1.618             | 
            54.70 | 
         
        
            | 
1.000             | 
            54.06 | 
         
        
            | 
0.618             | 
            53.67 | 
         
        
            | 
HIGH             | 
            53.03 | 
         
        
            | 
0.618             | 
            52.64 | 
         
        
            | 
0.500             | 
            52.52 | 
         
        
            | 
0.382             | 
            52.39 | 
         
        
            | 
LOW             | 
            52.00 | 
         
        
            | 
0.618             | 
            51.36 | 
         
        
            | 
1.000             | 
            50.97 | 
         
        
            | 
1.618             | 
            50.33 | 
         
        
            | 
2.618             | 
            49.30 | 
         
        
            | 
4.250             | 
            47.62 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 17-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                52.64 | 
                                53.65 | 
                             
                            
                                | PP | 
                                52.58 | 
                                53.33 | 
                             
                            
                                | S1 | 
                                52.52 | 
                                53.02 | 
                             
             
         |