NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 30-Jun-2016

Day Change Summary
	Previous	Current
	29-Jun-2016	30-Jun-2016	Change	Change %	Previous Week
Open	48.06	49.55	1.49	3.1%	49.09
High	50.00	49.62	-0.38	-0.8%	50.54
Low	47.98	48.17	0.19	0.4%	46.70
Close	49.88	48.33	-1.55	-3.1%	47.64
Range	2.02	1.45	-0.57	-28.2%	3.84
ATR	1.76	1.75	0.00	-0.2%	0.00
Volume	511,476	508,736	-2,740	-0.5%	2,550,287

Daily Pivots for day following 30-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.06	52.14	49.13
R3	51.61	50.69	48.73
R2	50.16	50.16	48.60
R1	49.24	49.24	48.46	48.98
PP	48.71	48.71	48.71	48.57
S1	47.79	47.79	48.20	47.53
S2	47.26	47.26	48.06
S3	45.81	46.34	47.93
S4	44.36	44.89	47.53

Weekly Pivots for week ending 24-Jun-2016
	Classic	Woodie	Camarilla	DeMark
R4	59.81	57.57	49.75
R3	55.97	53.73	48.70
R2	52.13	52.13	48.34
R1	49.89	49.89	47.99	49.09
PP	48.29	48.29	48.29	47.90
S1	46.05	46.05	47.29	45.25
S2	44.45	44.45	46.94
S3	40.61	42.21	46.58
S4	36.77	38.37	45.53

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.45	45.83	4.62	9.6%	2.20	4.5%	54%	False	False	534,624
10	50.54	45.83	4.71	9.7%	1.96	4.1%	53%	False	False	499,133
20	52.28	45.83	6.45	13.3%	1.65	3.4%	39%	False	False	361,885
40	52.28	44.12	8.16	16.9%	1.56	3.2%	52%	False	False	221,845
60	52.28	39.48	12.80	26.5%	1.61	3.3%	69%	False	False	161,638
80	52.28	38.14	14.14	29.3%	1.53	3.2%	72%	False	False	127,452
100	52.28	33.98	18.30	37.9%	1.58	3.3%	78%	False	False	106,135
120	52.28	32.22	20.06	41.5%	1.63	3.4%	80%	False	False	90,965

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.19
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	55.78
2.618	53.42
1.618	51.97
1.000	51.07
0.618	50.52
HIGH	49.62
0.618	49.07
0.500	48.90
0.382	48.72
LOW	48.17
0.618	47.27
1.000	46.72
1.618	45.82
2.618	44.37
4.250	42.01

Fisher Pivots for day following 30-Jun-2016
Pivot	1 day	3 day
R1	48.90	48.31
PP	48.71	48.29
S1	48.52	48.27

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

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