NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 08-Feb-2016

Day Change Summary
	Previous	Current
	05-Feb-2016	08-Feb-2016	Change	Change %	Previous Week
Open	38.86	38.10	-0.76	-2.0%	39.77
High	39.71	38.61	-1.10	-2.8%	40.07
Low	38.56	37.60	-0.96	-2.5%	36.90
Close	38.69	37.77	-0.92	-2.4%	38.69
Range	1.15	1.01	-0.14	-12.2%	3.17
ATR	1.80	1.75	-0.05	-2.8%	0.00
Volume	27,062	34,082	7,020	25.9%	132,312

Daily Pivots for day following 08-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	41.02	40.41	38.33
R3	40.01	39.40	38.05
R2	39.00	39.00	37.96
R1	38.39	38.39	37.86	38.19
PP	37.99	37.99	37.99	37.90
S1	37.38	37.38	37.68	37.18
S2	36.98	36.98	37.58
S3	35.97	36.37	37.49
S4	34.96	35.36	37.21

Weekly Pivots for week ending 05-Feb-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.06	46.55	40.43
R3	44.89	43.38	39.56
R2	41.72	41.72	39.27
R1	40.21	40.21	38.98	39.38
PP	38.55	38.55	38.55	38.14
S1	37.04	37.04	38.40	36.21
S2	35.38	35.38	38.11
S3	32.21	33.87	37.82
S4	29.04	30.70	36.95

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	39.79	36.90	2.89	7.7%	1.48	3.9%	30%	False	False	27,816
10	40.50	35.29	5.21	13.8%	1.80	4.8%	48%	False	False	23,835
20	40.50	32.85	7.65	20.3%	1.84	4.9%	64%	False	False	19,425

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.33
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	42.90
2.618	41.25
1.618	40.24
1.000	39.62
0.618	39.23
HIGH	38.61
0.618	38.22
0.500	38.11
0.382	37.99
LOW	37.60
0.618	36.98
1.000	36.59
1.618	35.97
2.618	34.96
4.250	33.31

Fisher Pivots for day following 08-Feb-2016
Pivot	1 day	3 day
R1	38.11	38.70
PP	37.99	38.39
S1	37.88	38.08

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

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