NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 18-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    17-Aug-2015 | 
                    18-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        44.93 | 
                        44.41 | 
                        -0.52 | 
                        -1.2% | 
                        45.50 | 
                     
                    
                        | High | 
                        45.27 | 
                        45.14 | 
                        -0.13 | 
                        -0.3% | 
                        47.71 | 
                     
                    
                        | Low | 
                        44.35 | 
                        44.00 | 
                        -0.35 | 
                        -0.8% | 
                        44.34 | 
                     
                    
                        | Close | 
                        44.47 | 
                        44.91 | 
                        0.44 | 
                        1.0% | 
                        45.24 | 
                     
                    
                        | Range | 
                        0.92 | 
                        1.14 | 
                        0.22 | 
                        23.9% | 
                        3.37 | 
                     
                    
                        | ATR | 
                        1.53 | 
                        1.50 | 
                        -0.03 | 
                        -1.8% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        90,597 | 
                        72,351 | 
                        -18,246 | 
                        -20.1% | 
                        562,746 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 18-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                48.10 | 
                47.65 | 
                45.54 | 
                 | 
             
            
                | R3 | 
                46.96 | 
                46.51 | 
                45.22 | 
                 | 
             
            
                | R2 | 
                45.82 | 
                45.82 | 
                45.12 | 
                 | 
             
            
                | R1 | 
                45.37 | 
                45.37 | 
                45.01 | 
                45.60 | 
             
            
                | PP | 
                44.68 | 
                44.68 | 
                44.68 | 
                44.80 | 
             
            
                | S1 | 
                44.23 | 
                44.23 | 
                44.81 | 
                44.46 | 
             
            
                | S2 | 
                43.54 | 
                43.54 | 
                44.70 | 
                 | 
             
            
                | S3 | 
                42.40 | 
                43.09 | 
                44.60 | 
                 | 
             
            
                | S4 | 
                41.26 | 
                41.95 | 
                44.28 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                46.40 | 
                44.00 | 
                2.40 | 
                5.3% | 
                1.19 | 
                2.7% | 
                38% | 
                False | 
                True | 
                110,285 | 
                 
                
                | 10 | 
                48.25 | 
                44.00 | 
                4.25 | 
                9.5% | 
                1.42 | 
                3.2% | 
                21% | 
                False | 
                True | 
                95,665 | 
                 
                
                | 20 | 
                52.42 | 
                44.00 | 
                8.42 | 
                18.7% | 
                1.44 | 
                3.2% | 
                11% | 
                False | 
                True | 
                80,616 | 
                 
                
                | 40 | 
                62.80 | 
                44.00 | 
                18.80 | 
                41.9% | 
                1.59 | 
                3.5% | 
                5% | 
                False | 
                True | 
                69,122 | 
                 
                
                | 60 | 
                63.12 | 
                44.00 | 
                19.12 | 
                42.6% | 
                1.59 | 
                3.5% | 
                5% | 
                False | 
                True | 
                63,000 | 
                 
                
                | 80 | 
                65.38 | 
                44.00 | 
                21.38 | 
                47.6% | 
                1.58 | 
                3.5% | 
                4% | 
                False | 
                True | 
                59,929 | 
                 
                
                | 100 | 
                65.38 | 
                44.00 | 
                21.38 | 
                47.6% | 
                1.62 | 
                3.6% | 
                4% | 
                False | 
                True | 
                59,031 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            49.99 | 
         
        
            | 
2.618             | 
            48.12 | 
         
        
            | 
1.618             | 
            46.98 | 
         
        
            | 
1.000             | 
            46.28 | 
         
        
            | 
0.618             | 
            45.84 | 
         
        
            | 
HIGH             | 
            45.14 | 
         
        
            | 
0.618             | 
            44.70 | 
         
        
            | 
0.500             | 
            44.57 | 
         
        
            | 
0.382             | 
            44.44 | 
         
        
            | 
LOW             | 
            44.00 | 
         
        
            | 
0.618             | 
            43.30 | 
         
        
            | 
1.000             | 
            42.86 | 
         
        
            | 
1.618             | 
            42.16 | 
         
        
            | 
2.618             | 
            41.02 | 
         
        
            | 
4.250             | 
            39.16 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 18-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                44.80 | 
                                44.87 | 
                             
                            
                                | PP | 
                                44.68 | 
                                44.83 | 
                             
                            
                                | S1 | 
                                44.57 | 
                                44.79 | 
                             
             
         |