NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 06-Jul-2016

Day Change Summary
	Previous	Current
	05-Jul-2016	06-Jul-2016	Change	Change %	Previous Week
Open	49.11	46.83	-2.28	-4.6%	47.81
High	49.35	47.95	-1.40	-2.8%	50.00
Low	46.33	45.92	-0.41	-0.9%	45.83
Close	46.60	47.43	0.83	1.8%	48.99
Range	3.02	2.03	-0.99	-32.8%	4.17
ATR	1.82	1.84	0.01	0.8%	0.00
Volume	609,194	607,663	-1,531	-0.3%	2,428,863

Daily Pivots for day following 06-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.19	52.34	48.55
R3	51.16	50.31	47.99
R2	49.13	49.13	47.80
R1	48.28	48.28	47.62	48.71
PP	47.10	47.10	47.10	47.31
S1	46.25	46.25	47.24	46.68
S2	45.07	45.07	47.06
S3	43.04	44.22	46.87
S4	41.01	42.19	46.31

Weekly Pivots for week ending 01-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.78	59.06	51.28
R3	56.61	54.89	50.14
R2	52.44	52.44	49.75
R1	50.72	50.72	49.37	51.58
PP	48.27	48.27	48.27	48.71
S1	46.55	46.55	48.61	47.41
S2	44.10	44.10	48.23
S3	39.93	42.38	47.84
S4	35.76	38.21	46.70

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	50.00	45.92	4.08	8.6%	1.98	4.2%	37%	False	True	528,451
10	50.54	45.83	4.71	9.9%	2.07	4.4%	34%	False	False	526,699
20	52.28	45.83	6.45	13.6%	1.80	3.8%	25%	False	False	421,514
40	52.28	44.12	8.16	17.2%	1.57	3.3%	41%	False	False	256,951
60	52.28	40.29	11.99	25.3%	1.63	3.4%	60%	False	False	186,745
80	52.28	38.14	14.14	29.8%	1.57	3.3%	66%	False	False	146,596
100	52.28	35.07	17.21	36.3%	1.59	3.4%	72%	False	False	121,663
120	52.28	32.22	20.06	42.3%	1.64	3.4%	76%	False	False	104,263

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.25
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	56.58
2.618	53.26
1.618	51.23
1.000	49.98
0.618	49.20
HIGH	47.95
0.618	47.17
0.500	46.94
0.382	46.70
LOW	45.92
0.618	44.67
1.000	43.89
1.618	42.64
2.618	40.61
4.250	37.29

Fisher Pivots for day following 06-Jul-2016
Pivot	1 day	3 day
R1	47.27	47.64
PP	47.10	47.57
S1	46.94	47.50

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

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