NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 13-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    12-Nov-2015 | 
                    13-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        43.05 | 
                        41.61 | 
                        -1.44 | 
                        -3.3% | 
                        44.52 | 
                     
                    
                        | High | 
                        43.33 | 
                        42.21 | 
                        -1.12 | 
                        -2.6% | 
                        45.12 | 
                     
                    
                        | Low | 
                        41.54 | 
                        40.22 | 
                        -1.32 | 
                        -3.2% | 
                        40.22 | 
                     
                    
                        | Close | 
                        41.75 | 
                        40.74 | 
                        -1.01 | 
                        -2.4% | 
                        40.74 | 
                     
                    
                        | Range | 
                        1.79 | 
                        1.99 | 
                        0.20 | 
                        11.2% | 
                        4.90 | 
                     
                    
                        | ATR | 
                        1.71 | 
                        1.73 | 
                        0.02 | 
                        1.2% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        545,351 | 
                        480,893 | 
                        -64,458 | 
                        -11.8% | 
                        2,462,580 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 13-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                47.03 | 
                45.87 | 
                41.83 | 
                 | 
             
            
                | R3 | 
                45.04 | 
                43.88 | 
                41.29 | 
                 | 
             
            
                | R2 | 
                43.05 | 
                43.05 | 
                41.10 | 
                 | 
             
            
                | R1 | 
                41.89 | 
                41.89 | 
                40.92 | 
                41.48 | 
             
            
                | PP | 
                41.06 | 
                41.06 | 
                41.06 | 
                40.85 | 
             
            
                | S1 | 
                39.90 | 
                39.90 | 
                40.56 | 
                39.49 | 
             
            
                | S2 | 
                39.07 | 
                39.07 | 
                40.38 | 
                 | 
             
            
                | S3 | 
                37.08 | 
                37.91 | 
                40.19 | 
                 | 
             
            
                | S4 | 
                35.09 | 
                35.92 | 
                39.65 | 
                 | 
             
     
 | 
    
        
            | Weekly Pivots for week ending 13-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                56.73 | 
                53.63 | 
                43.44 | 
                 | 
             
            
                | R3 | 
                51.83 | 
                48.73 | 
                42.09 | 
                 | 
             
            
                | R2 | 
                46.93 | 
                46.93 | 
                41.64 | 
                 | 
             
            
                | R1 | 
                43.83 | 
                43.83 | 
                41.19 | 
                42.93 | 
             
            
                | PP | 
                42.03 | 
                42.03 | 
                42.03 | 
                41.58 | 
             
            
                | S1 | 
                38.93 | 
                38.93 | 
                40.29 | 
                38.03 | 
             
            
                | S2 | 
                37.13 | 
                37.13 | 
                39.84 | 
                 | 
             
            
                | S3 | 
                32.23 | 
                34.03 | 
                39.39 | 
                 | 
             
            
                | S4 | 
                27.33 | 
                29.13 | 
                38.05 | 
                 | 
             
     
 | 
    
    
    
        
            
                | High/Low/Range Statistics | 
             
            
                | Trading Days | 
                High | 
                Low | 
                Range | 
                Range % | 
                Average Range | 
                Average Range % | 
                Close % | 
                New High | 
                New Low | 
                Average Volume | 
             
                
                | 5 | 
                45.12 | 
                40.22 | 
                4.90 | 
                12.0% | 
                1.59 | 
                3.9% | 
                11% | 
                False | 
                True | 
                492,516 | 
                 
                
                | 10 | 
                48.36 | 
                40.22 | 
                8.14 | 
                20.0% | 
                1.67 | 
                4.1% | 
                6% | 
                False | 
                True | 
                454,775 | 
                 
                
                | 20 | 
                48.36 | 
                40.22 | 
                8.14 | 
                20.0% | 
                1.63 | 
                4.0% | 
                6% | 
                False | 
                True | 
                420,626 | 
                 
                
                | 40 | 
                51.42 | 
                40.22 | 
                11.20 | 
                27.5% | 
                1.74 | 
                4.3% | 
                5% | 
                False | 
                True | 
                295,472 | 
                 
                
                | 60 | 
                51.42 | 
                39.22 | 
                12.20 | 
                29.9% | 
                2.00 | 
                4.9% | 
                12% | 
                False | 
                False | 
                235,942 | 
                 
                
                | 80 | 
                51.42 | 
                39.22 | 
                12.20 | 
                29.9% | 
                1.87 | 
                4.6% | 
                12% | 
                False | 
                False | 
                198,207 | 
                 
                
                | 100 | 
                61.70 | 
                39.22 | 
                22.48 | 
                55.2% | 
                1.84 | 
                4.5% | 
                7% | 
                False | 
                False | 
                170,281 | 
                 
                
                | 120 | 
                63.12 | 
                39.22 | 
                23.90 | 
                58.7% | 
                1.79 | 
                4.4% | 
                6% | 
                False | 
                False | 
                150,531 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            50.67 | 
         
        
            | 
2.618             | 
            47.42 | 
         
        
            | 
1.618             | 
            45.43 | 
         
        
            | 
1.000             | 
            44.20 | 
         
        
            | 
0.618             | 
            43.44 | 
         
        
            | 
HIGH             | 
            42.21 | 
         
        
            | 
0.618             | 
            41.45 | 
         
        
            | 
0.500             | 
            41.22 | 
         
        
            | 
0.382             | 
            40.98 | 
         
        
            | 
LOW             | 
            40.22 | 
         
        
            | 
0.618             | 
            38.99 | 
         
        
            | 
1.000             | 
            38.23 | 
         
        
            | 
1.618             | 
            37.00 | 
         
        
            | 
2.618             | 
            35.01 | 
         
        
            | 
4.250             | 
            31.76 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 13-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                41.22 | 
                                42.17 | 
                             
                            
                                | PP | 
                                41.06 | 
                                41.69 | 
                             
                            
                                | S1 | 
                                40.90 | 
                                41.22 | 
                             
             
         |