NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 25-Jul-2016

Day Change Summary
	Previous	Current
	22-Jul-2016	25-Jul-2016	Change	Change %	Previous Week
Open	44.60	44.20	-0.40	-0.9%	46.83
High	44.97	44.37	-0.60	-1.3%	46.84
Low	43.74	42.97	-0.77	-1.8%	43.74
Close	44.19	43.13	-1.06	-2.4%	44.19
Range	1.23	1.40	0.17	13.8%	3.10
ATR	1.67	1.65	-0.02	-1.1%	0.00
Volume	428,407	389,837	-38,570	-9.0%	2,218,670

Daily Pivots for day following 25-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.69	46.81	43.90
R3	46.29	45.41	43.52
R2	44.89	44.89	43.39
R1	44.01	44.01	43.26	43.75
PP	43.49	43.49	43.49	43.36
S1	42.61	42.61	43.00	42.35
S2	42.09	42.09	42.87
S3	40.69	41.21	42.75
S4	39.29	39.81	42.36

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.22	52.31	45.90
R3	51.12	49.21	45.04
R2	48.02	48.02	44.76
R1	46.11	46.11	44.47	45.52
PP	44.92	44.92	44.92	44.63
S1	43.01	43.01	43.91	42.42
S2	41.82	41.82	43.62
S3	38.72	39.91	43.34
S4	35.62	36.81	42.49

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.38	42.97	3.41	7.9%	1.38	3.2%	5%	False	True	454,787
10	47.69	42.97	4.72	10.9%	1.49	3.4%	3%	False	True	386,682
20	50.70	42.97	7.73	17.9%	1.72	4.0%	2%	False	True	279,421
40	52.73	42.97	9.76	22.6%	1.62	3.7%	2%	False	True	180,669
60	52.73	42.97	9.76	22.6%	1.57	3.6%	2%	False	True	135,035
80	52.73	38.67	14.06	32.6%	1.59	3.7%	32%	False	False	110,472
100	52.73	38.67	14.06	32.6%	1.54	3.6%	32%	False	False	94,083
120	52.73	34.69	18.04	41.8%	1.57	3.6%	47%	False	False	82,742

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.30
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	50.32
2.618	48.04
1.618	46.64
1.000	45.77
0.618	45.24
HIGH	44.37
0.618	43.84
0.500	43.67
0.382	43.50
LOW	42.97
0.618	42.10
1.000	41.57
1.618	40.70
2.618	39.30
4.250	37.02

Fisher Pivots for day following 25-Jul-2016
Pivot	1 day	3 day
R1	43.67	44.53
PP	43.49	44.06
S1	43.31	43.60

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

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