NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 14-Jul-2016

Day Change Summary
	Previous	Current
	13-Jul-2016	14-Jul-2016	Change	Change %	Previous Week
Open	46.58	45.14	-1.44	-3.1%	49.11
High	46.71	45.80	-0.91	-1.9%	49.35
Low	44.56	44.95	0.39	0.9%	44.77
Close	44.75	45.68	0.93	2.1%	45.41
Range	2.15	0.85	-1.30	-60.5%	4.58
ATR	1.92	1.86	-0.06	-3.2%	0.00
Volume	686,245	573,761	-112,484	-16.4%	2,510,828

Daily Pivots for day following 14-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.03	47.70	46.15
R3	47.18	46.85	45.91
R2	46.33	46.33	45.84
R1	46.00	46.00	45.76	46.17
PP	45.48	45.48	45.48	45.56
S1	45.15	45.15	45.60	45.32
S2	44.63	44.63	45.52
S3	43.78	44.30	45.45
S4	42.93	43.45	45.21

Weekly Pivots for week ending 08-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	60.25	57.41	47.93
R3	55.67	52.83	46.67
R2	51.09	51.09	46.25
R1	48.25	48.25	45.83	47.38
PP	46.51	46.51	46.51	46.08
S1	43.67	43.67	44.99	42.80
S2	41.93	41.93	44.57
S3	37.35	39.09	44.15
S4	32.77	34.51	42.89

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.93	44.42	2.51	5.5%	1.59	3.5%	50%	False	False	606,999
10	49.62	44.42	5.20	11.4%	1.93	4.2%	24%	False	False	587,667
20	50.54	44.42	6.12	13.4%	1.96	4.3%	21%	False	False	536,500
40	52.28	44.42	7.86	17.2%	1.62	3.5%	16%	False	False	340,747
60	52.28	42.70	9.58	21.0%	1.64	3.6%	31%	False	False	245,175
80	52.28	38.14	14.14	31.0%	1.61	3.5%	53%	False	False	191,595
100	52.28	35.52	16.76	36.7%	1.59	3.5%	61%	False	False	158,027
120	52.28	33.98	18.30	40.1%	1.64	3.6%	64%	False	False	134,936

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.35
Narrowest range in 42 trading days

Fibonacci Retracements and Extensions
4.250	49.41
2.618	48.03
1.618	47.18
1.000	46.65
0.618	46.33
HIGH	45.80
0.618	45.48
0.500	45.38
0.382	45.27
LOW	44.95
0.618	44.42
1.000	44.10
1.618	43.57
2.618	42.72
4.250	41.34

Fisher Pivots for day following 14-Jul-2016
Pivot	1 day	3 day
R1	45.58	45.72
PP	45.48	45.71
S1	45.38	45.69

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

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