NYMEX Light Sweet Crude Oil Future August 2016

Trading Metrics calculated at close of trading on 19-Jul-2016

Day Change Summary
	Previous	Current
	18-Jul-2016	19-Jul-2016	Change	Change %	Previous Week
Open	46.12	45.23	-0.89	-1.9%	45.07
High	46.14	45.67	-0.47	-1.0%	46.93
Low	44.86	44.53	-0.33	-0.7%	44.42
Close	45.24	44.65	-0.59	-1.3%	45.95
Range	1.28	1.14	-0.14	-10.9%	2.51
ATR	1.78	1.73	-0.05	-2.6%	0.00
Volume	211,393	128,127	-83,266	-39.4%	2,882,176

Daily Pivots for day following 19-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.37	47.65	45.28
R3	47.23	46.51	44.96
R2	46.09	46.09	44.86
R1	45.37	45.37	44.75	45.16
PP	44.95	44.95	44.95	44.85
S1	44.23	44.23	44.55	44.02
S2	43.81	43.81	44.44
S3	42.67	43.09	44.34
S4	41.53	41.95	44.02

Weekly Pivots for week ending 15-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.30	52.13	47.33
R3	50.79	49.62	46.64
R2	48.28	48.28	46.41
R1	47.11	47.11	46.18	47.70
PP	45.77	45.77	45.77	46.06
S1	44.60	44.60	45.72	45.19
S2	43.26	43.26	45.49
S3	40.75	42.09	45.26
S4	38.24	39.58	44.57

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.71	44.53	2.18	4.9%	1.34	3.0%	6%	False	True	405,956
10	48.25	44.42	3.83	8.6%	1.71	3.8%	6%	False	False	512,333
20	50.54	44.42	6.12	13.7%	1.87	4.2%	4%	False	False	512,903
40	52.28	44.42	7.86	17.6%	1.61	3.6%	3%	False	False	354,254
60	52.28	44.00	8.28	18.5%	1.61	3.6%	8%	False	False	256,377
80	52.28	38.14	14.14	31.7%	1.61	3.6%	46%	False	False	200,338
100	52.28	37.15	15.13	33.9%	1.57	3.5%	50%	False	False	165,202
120	52.28	33.98	18.30	41.0%	1.61	3.6%	58%	False	False	140,958

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.37
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	50.52
2.618	48.65
1.618	47.51
1.000	46.81
0.618	46.37
HIGH	45.67
0.618	45.23
0.500	45.10
0.382	44.97
LOW	44.53
0.618	43.83
1.000	43.39
1.618	42.69
2.618	41.55
4.250	39.69

Fisher Pivots for day following 19-Jul-2016
Pivot	1 day	3 day
R1	45.10	45.43
PP	44.95	45.17
S1	44.80	44.91

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

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