NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 25-Aug-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    24-Aug-2015 | 
                    25-Aug-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.71 | 
                        39.64 | 
                        -2.07 | 
                        -5.0% | 
                        44.93 | 
                     
                    
                        | High | 
                        41.95 | 
                        41.26 | 
                        -0.69 | 
                        -1.6% | 
                        45.27 | 
                     
                    
                        | Low | 
                        39.22 | 
                        39.59 | 
                        0.37 | 
                        0.9% | 
                        41.38 | 
                     
                    
                        | Close | 
                        39.65 | 
                        40.64 | 
                        0.99 | 
                        2.5% | 
                        41.91 | 
                     
                    
                        | Range | 
                        2.73 | 
                        1.67 | 
                        -1.06 | 
                        -38.8% | 
                        3.89 | 
                     
                    
                        | ATR | 
                        1.62 | 
                        1.62 | 
                        0.00 | 
                        0.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        118,962 | 
                        125,946 | 
                        6,984 | 
                        5.9% | 
                        507,046 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 25-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                45.51 | 
                44.74 | 
                41.56 | 
                 | 
             
            
                | R3 | 
                43.84 | 
                43.07 | 
                41.10 | 
                 | 
             
            
                | R2 | 
                42.17 | 
                42.17 | 
                40.95 | 
                 | 
             
            
                | R1 | 
                41.40 | 
                41.40 | 
                40.79 | 
                41.79 | 
             
            
                | PP | 
                40.50 | 
                40.50 | 
                40.50 | 
                40.69 | 
             
            
                | S1 | 
                39.73 | 
                39.73 | 
                40.49 | 
                40.12 | 
             
            
                | S2 | 
                38.83 | 
                38.83 | 
                40.33 | 
                 | 
             
            
                | S3 | 
                37.16 | 
                38.06 | 
                40.18 | 
                 | 
             
            
                | S4 | 
                35.49 | 
                36.39 | 
                39.72 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 21-Aug-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                54.52 | 
                52.11 | 
                44.05 | 
                 | 
             
            
                | R3 | 
                50.63 | 
                48.22 | 
                42.98 | 
                 | 
             
            
                | R2 | 
                46.74 | 
                46.74 | 
                42.62 | 
                 | 
             
            
                | R1 | 
                44.33 | 
                44.33 | 
                42.27 | 
                43.59 | 
             
            
                | PP | 
                42.85 | 
                42.85 | 
                42.85 | 
                42.49 | 
             
            
                | S1 | 
                40.44 | 
                40.44 | 
                41.55 | 
                39.70 | 
             
            
                | S2 | 
                38.96 | 
                38.96 | 
                41.20 | 
                 | 
             
            
                | S3 | 
                35.07 | 
                36.55 | 
                40.84 | 
                 | 
             
            
                | S4 | 
                31.18 | 
                32.66 | 
                39.77 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                44.88 | 
                39.22 | 
                5.66 | 
                13.9% | 
                1.87 | 
                4.6% | 
                25% | 
                False | 
                False | 
                117,801 | 
                 
                
                | 10 | 
                46.40 | 
                39.22 | 
                7.18 | 
                17.7% | 
                1.53 | 
                3.8% | 
                20% | 
                False | 
                False | 
                114,043 | 
                 
                
                | 20 | 
                51.08 | 
                39.22 | 
                11.86 | 
                29.2% | 
                1.55 | 
                3.8% | 
                12% | 
                False | 
                False | 
                94,555 | 
                 
                
                | 40 | 
                61.00 | 
                39.22 | 
                21.78 | 
                53.6% | 
                1.65 | 
                4.1% | 
                7% | 
                False | 
                False | 
                78,478 | 
                 
                
                | 60 | 
                63.12 | 
                39.22 | 
                23.90 | 
                58.8% | 
                1.59 | 
                3.9% | 
                6% | 
                False | 
                False | 
                68,250 | 
                 
                
                | 80 | 
                65.38 | 
                39.22 | 
                26.16 | 
                64.4% | 
                1.61 | 
                4.0% | 
                5% | 
                False | 
                False | 
                63,644 | 
                 
                
                | 100 | 
                65.38 | 
                39.22 | 
                26.16 | 
                64.4% | 
                1.62 | 
                4.0% | 
                5% | 
                False | 
                False | 
                62,643 | 
                 
                
                | 120 | 
                65.38 | 
                39.22 | 
                26.16 | 
                64.4% | 
                1.68 | 
                4.1% | 
                5% | 
                False | 
                False | 
                59,136 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            48.36 | 
         
        
            | 
2.618             | 
            45.63 | 
         
        
            | 
1.618             | 
            43.96 | 
         
        
            | 
1.000             | 
            42.93 | 
         
        
            | 
0.618             | 
            42.29 | 
         
        
            | 
HIGH             | 
            41.26 | 
         
        
            | 
0.618             | 
            40.62 | 
         
        
            | 
0.500             | 
            40.43 | 
         
        
            | 
0.382             | 
            40.23 | 
         
        
            | 
LOW             | 
            39.59 | 
         
        
            | 
0.618             | 
            38.56 | 
         
        
            | 
1.000             | 
            37.92 | 
         
        
            | 
1.618             | 
            36.89 | 
         
        
            | 
2.618             | 
            35.22 | 
         
        
            | 
4.250             | 
            32.49 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 25-Aug-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.57 | 
                                41.01 | 
                             
                            
                                | PP | 
                                40.50 | 
                                40.89 | 
                             
                            
                                | S1 | 
                                40.43 | 
                                40.76 | 
                             
             
         |