NYMEX Light Sweet Crude Oil Future March 2016

Trading Metrics calculated at close of trading on 04-Aug-2015

Day Change Summary
	Previous	Current
	03-Aug-2015	04-Aug-2015	Change	Change %	Previous Week
Open	50.47	49.15	-1.32	-2.6%	51.40
High	50.65	49.66	-0.99	-2.0%	52.66
Low	48.80	48.91	0.11	0.2%	50.35
Close	48.85	49.23	0.38	0.8%	50.91
Range	1.85	0.75	-1.10	-59.5%	2.31
ATR	1.46	1.41	-0.05	-3.2%	0.00
Volume	13,581	10,670	-2,911	-21.4%	59,175

Daily Pivots for day following 04-Aug-2015
	Classic	Woodie	Camarilla	DeMark
R4	51.52	51.12	49.64
R3	50.77	50.37	49.44
R2	50.02	50.02	49.37
R1	49.62	49.62	49.30	49.82
PP	49.27	49.27	49.27	49.37
S1	48.87	48.87	49.16	49.07
S2	48.52	48.52	49.09
S3	47.77	48.12	49.02
S4	47.02	47.37	48.82

Weekly Pivots for week ending 31-Jul-2015
	Classic	Woodie	Camarilla	DeMark
R4	58.24	56.88	52.18
R3	55.93	54.57	51.55
R2	53.62	53.62	51.33
R1	52.26	52.26	51.12	51.79
PP	51.31	51.31	51.31	51.07
S1	49.95	49.95	50.70	49.48
S2	49.00	49.00	50.49
S3	46.69	47.64	50.27
S4	44.38	45.33	49.64

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	52.66	48.80	3.86	7.8%	1.29	2.6%	11%	False	False	12,364
10	53.88	48.80	5.08	10.3%	1.24	2.5%	8%	False	False	11,542
20	56.63	48.80	7.83	15.9%	1.31	2.7%	5%	False	False	10,645

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.20
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	52.85
2.618	51.62
1.618	50.87
1.000	50.41
0.618	50.12
HIGH	49.66
0.618	49.37
0.500	49.29
0.382	49.20
LOW	48.91
0.618	48.45
1.000	48.16
1.618	47.70
2.618	46.95
4.250	45.72

Fisher Pivots for day following 04-Aug-2015
Pivot	1 day	3 day
R1	49.29	50.41
PP	49.27	50.01
S1	49.25	49.62

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These figures are updated between 7pm and 10pm EST after a trading day.

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