NYMEX Light Sweet Crude Oil Future December 2015
            
            
                
    
    
        | Trading Metrics calculated at close of trading on 19-Nov-2015 | 
    
    
        
            
                
                    | Day Change Summary | 
                 
                
                     | 
                    Previous | 
                    Current | 
                     | 
                     | 
                     | 
                 
                
                     | 
                    18-Nov-2015 | 
                    19-Nov-2015 | 
                    Change | 
                    Change % | 
                    Previous Week | 
                 
                    
                        | Open | 
                        41.11 | 
                        40.72 | 
                        -0.39 | 
                        -0.9% | 
                        44.52 | 
                     
                    
                        | High | 
                        41.55 | 
                        41.05 | 
                        -0.50 | 
                        -1.2% | 
                        45.12 | 
                     
                    
                        | Low | 
                        39.91 | 
                        39.89 | 
                        -0.02 | 
                        -0.1% | 
                        40.22 | 
                     
                    
                        | Close | 
                        40.75 | 
                        40.54 | 
                        -0.21 | 
                        -0.5% | 
                        40.74 | 
                     
                    
                        | Range | 
                        1.64 | 
                        1.16 | 
                        -0.48 | 
                        -29.3% | 
                        4.90 | 
                     
                    
                        | ATR | 
                        1.74 | 
                        1.69 | 
                        -0.04 | 
                        -2.4% | 
                        0.00 | 
                     
                    
                        | Volume | 
                        251,518 | 
                        131,356 | 
                        -120,162 | 
                        -47.8% | 
                        2,462,580 | 
                     
             
         | 
    
    
    
        
            | Daily Pivots for day following 19-Nov-2015 | 
         
        
             | 
            Classic | 
            Woodie | 
            Camarilla | 
            DeMark | 
         
            
                | R4 | 
                43.97 | 
                43.42 | 
                41.18 | 
                 | 
             
            
                | R3 | 
                42.81 | 
                42.26 | 
                40.86 | 
                 | 
             
            
                | R2 | 
                41.65 | 
                41.65 | 
                40.75 | 
                 | 
             
            
                | R1 | 
                41.10 | 
                41.10 | 
                40.65 | 
                40.80 | 
             
            
                | PP | 
                40.49 | 
                40.49 | 
                40.49 | 
                40.34 | 
             
            
                | S1 | 
                39.94 | 
                39.94 | 
                40.43 | 
                39.64 | 
             
            
                | S2 | 
                39.33 | 
                39.33 | 
                40.33 | 
                 | 
             
            
                | S3 | 
                38.17 | 
                38.78 | 
                40.22 | 
                 | 
             
            
                | S4 | 
                37.01 | 
                37.62 | 
                39.90 | 
                 | 
             
     
 | 
    
        
            | 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 | 
                42.25 | 
                39.89 | 
                2.36 | 
                5.8% | 
                1.69 | 
                4.2% | 
                28% | 
                False | 
                True | 
                352,532 | 
                 
                
                | 10 | 
                45.64 | 
                39.89 | 
                5.75 | 
                14.2% | 
                1.59 | 
                3.9% | 
                11% | 
                False | 
                True | 
                419,248 | 
                 
                
                | 20 | 
                48.36 | 
                39.89 | 
                8.47 | 
                20.9% | 
                1.68 | 
                4.1% | 
                8% | 
                False | 
                True | 
                411,517 | 
                 
                
                | 40 | 
                51.42 | 
                39.89 | 
                11.53 | 
                28.4% | 
                1.71 | 
                4.2% | 
                6% | 
                False | 
                True | 
                318,136 | 
                 
                
                | 60 | 
                51.42 | 
                39.89 | 
                11.53 | 
                28.4% | 
                1.99 | 
                4.9% | 
                6% | 
                False | 
                True | 
                249,159 | 
                 
                
                | 80 | 
                51.42 | 
                39.22 | 
                12.20 | 
                30.1% | 
                1.87 | 
                4.6% | 
                11% | 
                False | 
                False | 
                210,953 | 
                 
                
                | 100 | 
                60.26 | 
                39.22 | 
                21.04 | 
                51.9% | 
                1.85 | 
                4.6% | 
                6% | 
                False | 
                False | 
                181,656 | 
                 
                
                | 120 | 
                63.12 | 
                39.22 | 
                23.90 | 
                59.0% | 
                1.79 | 
                4.4% | 
                6% | 
                False | 
                False | 
                159,167 | 
                 
         
     | 
    
    
        
        | 
         | 
        
    
        | Fibonacci Retracements and Extensions  | 
     
        
            | 
4.250             | 
            45.98 | 
         
        
            | 
2.618             | 
            44.09 | 
         
        
            | 
1.618             | 
            42.93 | 
         
        
            | 
1.000             | 
            42.21 | 
         
        
            | 
0.618             | 
            41.77 | 
         
        
            | 
HIGH             | 
            41.05 | 
         
        
            | 
0.618             | 
            40.61 | 
         
        
            | 
0.500             | 
            40.47 | 
         
        
            | 
0.382             | 
            40.33 | 
         
        
            | 
LOW             | 
            39.89 | 
         
        
            | 
0.618             | 
            39.17 | 
         
        
            | 
1.000             | 
            38.73 | 
         
        
            | 
1.618             | 
            38.01 | 
         
        
            | 
2.618             | 
            36.85 | 
         
        
            | 
4.250             | 
            34.96 | 
         
    
         | 
     
 
         | 
    
    
        
            
                
                    | Fisher Pivots for day following 19-Nov-2015 | 
                 
                
                    | Pivot | 
                    1 day | 
                    3 day | 
                 
                            
                                | R1 | 
                                40.52 | 
                                40.96 | 
                             
                            
                                | PP | 
                                40.49 | 
                                40.82 | 
                             
                            
                                | S1 | 
                                40.47 | 
                                40.68 | 
                             
             
         |