NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 14-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    13-Aug-2015 | 
                    14-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        46.02 | 
                        45.19 | 
                        -0.83 | 
                        -1.8% | 
                        45.50 | 
                     
                    
                        | High | 
                        46.40 | 
                        45.58 | 
                        -0.82 | 
                        -1.8% | 
                        47.71 | 
                     
                    
                        | Low | 
                        44.83 | 
                        44.34 | 
                        -0.49 | 
                        -1.1% | 
                        44.34 | 
                     
                    
                        | Close | 
                        45.16 | 
                        45.24 | 
                        0.08 | 
                        0.2% | 
                        45.24 | 
                     
                    
                        | Range | 
                        1.57 | 
                        1.24 | 
                        -0.33 | 
                        -21.0% | 
                        3.37 | 
                     
                    
                        | ATR | 
                        1.60 | 
                        1.57 | 
                        -0.03 | 
                        -1.6% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        137,673 | 
                        128,188 | 
                        -9,485 | 
                        -6.9% | 
                        562,746 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 14-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.77 | 
                48.25 | 
                45.92 | 
                 | 
             
            
                | R3 | 
                47.53 | 
                47.01 | 
                45.58 | 
                 | 
             
            
                | R2 | 
                46.29 | 
                46.29 | 
                45.47 | 
                 | 
             
            
                | R1 | 
                45.77 | 
                45.77 | 
                45.35 | 
                46.03 | 
             
            
                | PP | 
                45.05 | 
                45.05 | 
                45.05 | 
                45.19 | 
             
            
                | S1 | 
                44.53 | 
                44.53 | 
                45.13 | 
                44.79 | 
             
            
                | S2 | 
                43.81 | 
                43.81 | 
                45.01 | 
                 | 
             
            
                | S3 | 
                42.57 | 
                43.29 | 
                44.90 | 
                 | 
             
            
                | S4 | 
                41.33 | 
                42.05 | 
                44.56 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 14-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                55.87 | 
                53.93 | 
                47.09 | 
                 | 
             
            
                | R3 | 
                52.50 | 
                50.56 | 
                46.17 | 
                 | 
             
            
                | R2 | 
                49.13 | 
                49.13 | 
                45.86 | 
                 | 
             
            
                | R1 | 
                47.19 | 
                47.19 | 
                45.55 | 
                46.48 | 
             
            
                | PP | 
                45.76 | 
                45.76 | 
                45.76 | 
                45.41 | 
             
            
                | S1 | 
                43.82 | 
                43.82 | 
                44.93 | 
                43.11 | 
             
            
                | S2 | 
                42.39 | 
                42.39 | 
                44.62 | 
                 | 
             
            
                | S3 | 
                39.02 | 
                40.45 | 
                44.31 | 
                 | 
             
            
                | S4 | 
                35.65 | 
                37.08 | 
                43.39 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                47.71 | 
                44.34 | 
                3.37 | 
                7.4% | 
                1.63 | 
                3.6% | 
                27% | 
                False | 
                True | 
                112,549 | 
                 
                
                | 10 | 
                48.69 | 
                44.34 | 
                4.35 | 
                9.6% | 
                1.49 | 
                3.3% | 
                21% | 
                False | 
                True | 
                94,049 | 
                 
                
                | 20 | 
                53.06 | 
                44.34 | 
                8.72 | 
                19.3% | 
                1.46 | 
                3.2% | 
                10% | 
                False | 
                True | 
                76,946 | 
                 
                
                | 40 | 
                62.80 | 
                44.34 | 
                18.46 | 
                40.8% | 
                1.61 | 
                3.6% | 
                5% | 
                False | 
                True | 
                66,762 | 
                 
                
                | 60 | 
                63.12 | 
                44.34 | 
                18.78 | 
                41.5% | 
                1.61 | 
                3.6% | 
                5% | 
                False | 
                True | 
                61,862 | 
                 
                
                | 80 | 
                65.38 | 
                44.34 | 
                21.04 | 
                46.5% | 
                1.59 | 
                3.5% | 
                4% | 
                False | 
                True | 
                59,532 | 
                 
                
                | 100 | 
                65.38 | 
                44.34 | 
                21.04 | 
                46.5% | 
                1.65 | 
                3.7% | 
                4% | 
                False | 
                True | 
                58,009 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.85 | 
         
        
            | 
2.618             | 
            48.83 | 
         
        
            | 
1.618             | 
            47.59 | 
         
        
            | 
1.000             | 
            46.82 | 
         
        
            | 
0.618             | 
            46.35 | 
         
        
            | 
HIGH             | 
            45.58 | 
         
        
            | 
0.618             | 
            45.11 | 
         
        
            | 
0.500             | 
            44.96 | 
         
        
            | 
0.382             | 
            44.81 | 
         
        
            | 
LOW             | 
            44.34 | 
         
        
            | 
0.618             | 
            43.57 | 
         
        
            | 
1.000             | 
            43.10 | 
         
        
            | 
1.618             | 
            42.33 | 
         
        
            | 
2.618             | 
            41.09 | 
         
        
            | 
4.250             | 
            39.07 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 14-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                45.15 | 
                                45.37 | 
                             
                            
                                | PP | 
                                45.05 | 
                                45.33 | 
                             
                            
                                | S1 | 
                                44.96 | 
                                45.28 | 
                             
             
         |