NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 31-Jul-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    30-Jul-2015 | 
                    31-Jul-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        50.41 | 
                        50.10 | 
                        -0.31 | 
                        -0.6% | 
                        49.72 | 
                     
                    
                        | High | 
                        50.88 | 
                        50.33 | 
                        -0.55 | 
                        -1.1% | 
                        51.08 | 
                     
                    
                        | Low | 
                        49.98 | 
                        48.47 | 
                        -1.51 | 
                        -3.0% | 
                        48.41 | 
                     
                    
                        | Close | 
                        50.18 | 
                        48.92 | 
                        -1.26 | 
                        -2.5% | 
                        48.92 | 
                     
                    
                        | Range | 
                        0.90 | 
                        1.86 | 
                        0.96 | 
                        106.7% | 
                        2.67 | 
                     
                    
                        | ATR | 
                        1.62 | 
                        1.64 | 
                        0.02 | 
                        1.0% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        75,214 | 
                        51,164 | 
                        -24,050 | 
                        -32.0% | 
                        312,863 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 31-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.82 | 
                53.73 | 
                49.94 | 
                 | 
             
            
                | R3 | 
                52.96 | 
                51.87 | 
                49.43 | 
                 | 
             
            
                | R2 | 
                51.10 | 
                51.10 | 
                49.26 | 
                 | 
             
            
                | R1 | 
                50.01 | 
                50.01 | 
                49.09 | 
                49.63 | 
             
            
                | PP | 
                49.24 | 
                49.24 | 
                49.24 | 
                49.05 | 
             
            
                | S1 | 
                48.15 | 
                48.15 | 
                48.75 | 
                47.77 | 
             
            
                | S2 | 
                47.38 | 
                47.38 | 
                48.58 | 
                 | 
             
            
                | S3 | 
                45.52 | 
                46.29 | 
                48.41 | 
                 | 
             
            
                | S4 | 
                43.66 | 
                44.43 | 
                47.90 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 31-Jul-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                57.48 | 
                55.87 | 
                50.39 | 
                 | 
             
            
                | R3 | 
                54.81 | 
                53.20 | 
                49.65 | 
                 | 
             
            
                | R2 | 
                52.14 | 
                52.14 | 
                49.41 | 
                 | 
             
            
                | R1 | 
                50.53 | 
                50.53 | 
                49.16 | 
                50.00 | 
             
            
                | PP | 
                49.47 | 
                49.47 | 
                49.47 | 
                49.21 | 
             
            
                | S1 | 
                47.86 | 
                47.86 | 
                48.68 | 
                47.33 | 
             
            
                | S2 | 
                46.80 | 
                46.80 | 
                48.43 | 
                 | 
             
            
                | S3 | 
                44.13 | 
                45.19 | 
                48.19 | 
                 | 
             
            
                | S4 | 
                41.46 | 
                42.52 | 
                47.45 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                51.08 | 
                48.41 | 
                2.67 | 
                5.5% | 
                1.56 | 
                3.2% | 
                19% | 
                False | 
                False | 
                62,572 | 
                 
                
                | 10 | 
                53.06 | 
                48.41 | 
                4.65 | 
                9.5% | 
                1.43 | 
                2.9% | 
                11% | 
                False | 
                False | 
                59,843 | 
                 
                
                | 20 | 
                56.92 | 
                48.41 | 
                8.51 | 
                17.4% | 
                1.73 | 
                3.5% | 
                6% | 
                False | 
                False | 
                64,227 | 
                 
                
                | 40 | 
                63.12 | 
                48.41 | 
                14.71 | 
                30.1% | 
                1.60 | 
                3.3% | 
                3% | 
                False | 
                False | 
                55,816 | 
                 
                
                | 60 | 
                64.39 | 
                48.41 | 
                15.98 | 
                32.7% | 
                1.63 | 
                3.3% | 
                3% | 
                False | 
                False | 
                54,221 | 
                 
                
                | 80 | 
                65.38 | 
                48.41 | 
                16.97 | 
                34.7% | 
                1.61 | 
                3.3% | 
                3% | 
                False | 
                False | 
                54,850 | 
                 
                
                | 100 | 
                65.38 | 
                48.41 | 
                16.97 | 
                34.7% | 
                1.70 | 
                3.5% | 
                3% | 
                False | 
                False | 
                52,772 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            58.24 | 
         
        
            | 
2.618             | 
            55.20 | 
         
        
            | 
1.618             | 
            53.34 | 
         
        
            | 
1.000             | 
            52.19 | 
         
        
            | 
0.618             | 
            51.48 | 
         
        
            | 
HIGH             | 
            50.33 | 
         
        
            | 
0.618             | 
            49.62 | 
         
        
            | 
0.500             | 
            49.40 | 
         
        
            | 
0.382             | 
            49.18 | 
         
        
            | 
LOW             | 
            48.47 | 
         
        
            | 
0.618             | 
            47.32 | 
         
        
            | 
1.000             | 
            46.61 | 
         
        
            | 
1.618             | 
            45.46 | 
         
        
            | 
2.618             | 
            43.60 | 
         
        
            | 
4.250             | 
            40.57 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 31-Jul-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                49.40 | 
                                49.78 | 
                             
                            
                                | PP | 
                                49.24 | 
                                49.49 | 
                             
                            
                                | S1 | 
                                49.08 | 
                                49.21 | 
                             
             
         |