NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 12-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    11-Nov-2015 | 
                    12-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.63 | 
                        43.05 | 
                        -0.58 | 
                        -1.3% | 
                        46.43 | 
                     
                    
                        | High | 
                        44.11 | 
                        43.33 | 
                        -0.78 | 
                        -1.8% | 
                        48.36 | 
                     
                    
                        | Low | 
                        42.62 | 
                        41.54 | 
                        -1.08 | 
                        -2.5% | 
                        44.11 | 
                     
                    
                        | Close | 
                        42.93 | 
                        41.75 | 
                        -1.18 | 
                        -2.7% | 
                        44.29 | 
                     
                    
                        | Range | 
                        1.49 | 
                        1.79 | 
                        0.30 | 
                        20.1% | 
                        4.25 | 
                     
                    
                        | ATR | 
                        1.71 | 
                        1.71 | 
                        0.01 | 
                        0.3% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        502,371 | 
                        545,351 | 
                        42,980 | 
                        8.6% | 
                        2,085,178 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 12-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.58 | 
                46.45 | 
                42.73 | 
                 | 
             
            
                | R3 | 
                45.79 | 
                44.66 | 
                42.24 | 
                 | 
             
            
                | R2 | 
                44.00 | 
                44.00 | 
                42.08 | 
                 | 
             
            
                | R1 | 
                42.87 | 
                42.87 | 
                41.91 | 
                42.54 | 
             
            
                | PP | 
                42.21 | 
                42.21 | 
                42.21 | 
                42.04 | 
             
            
                | S1 | 
                41.08 | 
                41.08 | 
                41.59 | 
                40.75 | 
             
            
                | S2 | 
                40.42 | 
                40.42 | 
                41.42 | 
                 | 
             
            
                | S3 | 
                38.63 | 
                39.29 | 
                41.26 | 
                 | 
             
            
                | S4 | 
                36.84 | 
                37.50 | 
                40.77 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 06-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                58.34 | 
                55.56 | 
                46.63 | 
                 | 
             
            
                | R3 | 
                54.09 | 
                51.31 | 
                45.46 | 
                 | 
             
            
                | R2 | 
                49.84 | 
                49.84 | 
                45.07 | 
                 | 
             
            
                | R1 | 
                47.06 | 
                47.06 | 
                44.68 | 
                46.33 | 
             
            
                | PP | 
                45.59 | 
                45.59 | 
                45.59 | 
                45.22 | 
             
            
                | S1 | 
                42.81 | 
                42.81 | 
                43.90 | 
                42.08 | 
             
            
                | S2 | 
                41.34 | 
                41.34 | 
                43.51 | 
                 | 
             
            
                | S3 | 
                37.09 | 
                38.56 | 
                43.12 | 
                 | 
             
            
                | S4 | 
                32.84 | 
                34.31 | 
                41.95 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                45.64 | 
                41.54 | 
                4.10 | 
                9.8% | 
                1.50 | 
                3.6% | 
                5% | 
                False | 
                True | 
                485,964 | 
                 
                
                | 10 | 
                48.36 | 
                41.54 | 
                6.82 | 
                16.3% | 
                1.62 | 
                3.9% | 
                3% | 
                False | 
                True | 
                443,017 | 
                 
                
                | 20 | 
                48.36 | 
                41.54 | 
                6.82 | 
                16.3% | 
                1.59 | 
                3.8% | 
                3% | 
                False | 
                True | 
                410,797 | 
                 
                
                | 40 | 
                51.42 | 
                41.54 | 
                9.88 | 
                23.7% | 
                1.75 | 
                4.2% | 
                2% | 
                False | 
                True | 
                285,996 | 
                 
                
                | 60 | 
                51.42 | 
                39.22 | 
                12.20 | 
                29.2% | 
                1.99 | 
                4.8% | 
                21% | 
                False | 
                False | 
                229,841 | 
                 
                
                | 80 | 
                51.43 | 
                39.22 | 
                12.21 | 
                29.2% | 
                1.86 | 
                4.5% | 
                21% | 
                False | 
                False | 
                193,066 | 
                 
                
                | 100 | 
                62.80 | 
                39.22 | 
                23.58 | 
                56.5% | 
                1.83 | 
                4.4% | 
                11% | 
                False | 
                False | 
                166,066 | 
                 
                
                | 120 | 
                63.12 | 
                39.22 | 
                23.90 | 
                57.2% | 
                1.79 | 
                4.3% | 
                11% | 
                False | 
                False | 
                146,886 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.94 | 
         
        
            | 
2.618             | 
            48.02 | 
         
        
            | 
1.618             | 
            46.23 | 
         
        
            | 
1.000             | 
            45.12 | 
         
        
            | 
0.618             | 
            44.44 | 
         
        
            | 
HIGH             | 
            43.33 | 
         
        
            | 
0.618             | 
            42.65 | 
         
        
            | 
0.500             | 
            42.44 | 
         
        
            | 
0.382             | 
            42.22 | 
         
        
            | 
LOW             | 
            41.54 | 
         
        
            | 
0.618             | 
            40.43 | 
         
        
            | 
1.000             | 
            39.75 | 
         
        
            | 
1.618             | 
            38.64 | 
         
        
            | 
2.618             | 
            36.85 | 
         
        
            | 
4.250             | 
            33.93 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 12-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                42.44 | 
                                43.15 | 
                             
                            
                                | PP | 
                                42.21 | 
                                42.68 | 
                             
                            
                                | S1 | 
                                41.98 | 
                                42.22 | 
                             
             
         |