NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Aug-2015 | 
                    13-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        45.71 | 
                        46.02 | 
                        0.31 | 
                        0.7% | 
                        48.65 | 
                     
                    
                        | High | 
                        46.36 | 
                        46.40 | 
                        0.04 | 
                        0.1% | 
                        48.69 | 
                     
                    
                        | Low | 
                        45.27 | 
                        44.83 | 
                        -0.44 | 
                        -1.0% | 
                        45.69 | 
                     
                    
                        | Close | 
                        45.94 | 
                        45.16 | 
                        -0.78 | 
                        -1.7% | 
                        45.85 | 
                     
                    
                        | Range | 
                        1.09 | 
                        1.57 | 
                        0.48 | 
                        44.0% | 
                        3.00 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.60 | 
                        0.00 | 
                        -0.1% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        122,619 | 
                        137,673 | 
                        15,054 | 
                        12.3% | 
                        377,745 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                50.17 | 
                49.24 | 
                46.02 | 
                 | 
             
            
                | R3 | 
                48.60 | 
                47.67 | 
                45.59 | 
                 | 
             
            
                | R2 | 
                47.03 | 
                47.03 | 
                45.45 | 
                 | 
             
            
                | R1 | 
                46.10 | 
                46.10 | 
                45.30 | 
                45.78 | 
             
            
                | PP | 
                45.46 | 
                45.46 | 
                45.46 | 
                45.31 | 
             
            
                | S1 | 
                44.53 | 
                44.53 | 
                45.02 | 
                44.21 | 
             
            
                | S2 | 
                43.89 | 
                43.89 | 
                44.87 | 
                 | 
             
            
                | S3 | 
                42.32 | 
                42.96 | 
                44.73 | 
                 | 
             
            
                | S4 | 
                40.75 | 
                41.39 | 
                44.30 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 07-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.74 | 
                53.80 | 
                47.50 | 
                 | 
             
            
                | R3 | 
                52.74 | 
                50.80 | 
                46.68 | 
                 | 
             
            
                | R2 | 
                49.74 | 
                49.74 | 
                46.40 | 
                 | 
             
            
                | R1 | 
                47.80 | 
                47.80 | 
                46.13 | 
                47.27 | 
             
            
                | PP | 
                46.74 | 
                46.74 | 
                46.74 | 
                46.48 | 
             
            
                | S1 | 
                44.80 | 
                44.80 | 
                45.58 | 
                44.27 | 
             
            
                | S2 | 
                43.74 | 
                43.74 | 
                45.30 | 
                 | 
             
            
                | S3 | 
                40.74 | 
                41.80 | 
                45.03 | 
                 | 
             
            
                | S4 | 
                37.74 | 
                38.80 | 
                44.20 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                47.71 | 
                44.83 | 
                2.88 | 
                6.4% | 
                1.64 | 
                3.6% | 
                11% | 
                False | 
                True | 
                107,322 | 
                 
                
                | 10 | 
                50.33 | 
                44.83 | 
                5.50 | 
                12.2% | 
                1.55 | 
                3.4% | 
                6% | 
                False | 
                True | 
                86,346 | 
                 
                
                | 20 | 
                53.06 | 
                44.83 | 
                8.23 | 
                18.2% | 
                1.45 | 
                3.2% | 
                4% | 
                False | 
                True | 
                73,214 | 
                 
                
                | 40 | 
                62.80 | 
                44.83 | 
                17.97 | 
                39.8% | 
                1.62 | 
                3.6% | 
                2% | 
                False | 
                True | 
                65,524 | 
                 
                
                | 60 | 
                63.12 | 
                44.83 | 
                18.29 | 
                40.5% | 
                1.60 | 
                3.5% | 
                2% | 
                False | 
                True | 
                60,518 | 
                 
                
                | 80 | 
                65.38 | 
                44.83 | 
                20.55 | 
                45.5% | 
                1.60 | 
                3.5% | 
                2% | 
                False | 
                True | 
                58,418 | 
                 
                
                | 100 | 
                65.38 | 
                44.83 | 
                20.55 | 
                45.5% | 
                1.66 | 
                3.7% | 
                2% | 
                False | 
                True | 
                56,932 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            53.07 | 
         
        
            | 
2.618             | 
            50.51 | 
         
        
            | 
1.618             | 
            48.94 | 
         
        
            | 
1.000             | 
            47.97 | 
         
        
            | 
0.618             | 
            47.37 | 
         
        
            | 
HIGH             | 
            46.40 | 
         
        
            | 
0.618             | 
            45.80 | 
         
        
            | 
0.500             | 
            45.62 | 
         
        
            | 
0.382             | 
            45.43 | 
         
        
            | 
LOW             | 
            44.83 | 
         
        
            | 
0.618             | 
            43.86 | 
         
        
            | 
1.000             | 
            43.26 | 
         
        
            | 
1.618             | 
            42.29 | 
         
        
            | 
2.618             | 
            40.72 | 
         
        
            | 
4.250             | 
            38.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.62 | 
                                46.27 | 
                             
                            
                                | PP | 
                                45.46 | 
                                45.90 | 
                             
                            
                                | S1 | 
                                45.31 | 
                                45.53 | 
                             
             
         |