NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	44.20	43.07	-1.13	-2.6%	46.83
High	44.37	43.39	-0.98	-2.2%	46.84
Low	42.97	42.36	-0.61	-1.4%	43.74
Close	43.13	42.92	-0.21	-0.5%	44.19
Range	1.40	1.03	-0.37	-26.4%	3.10
ATR	1.65	1.60	-0.04	-2.7%	0.00
Volume	389,837	461,324	71,487	18.3%	2,218,670

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	45.98	45.48	43.49
R3	44.95	44.45	43.20
R2	43.92	43.92	43.11
R1	43.42	43.42	43.01	43.16
PP	42.89	42.89	42.89	42.76
S1	42.39	42.39	42.83	42.13
S2	41.86	41.86	42.73
S3	40.83	41.36	42.64
S4	39.80	40.33	42.35

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	46.13	42.36	3.77	8.8%	1.36	3.2%	15%	False	True	450,710
10	47.41	42.36	5.05	11.8%	1.35	3.1%	11%	False	True	402,448
20	50.70	42.36	8.34	19.4%	1.67	3.9%	7%	False	True	297,223
40	52.73	42.36	10.37	24.2%	1.62	3.8%	5%	False	True	191,267
60	52.73	42.36	10.37	24.2%	1.57	3.7%	5%	False	True	142,044
80	52.73	38.67	14.06	32.8%	1.58	3.7%	30%	False	False	115,887
100	52.73	38.67	14.06	32.8%	1.54	3.6%	30%	False	False	98,399
120	52.73	34.69	18.04	42.0%	1.56	3.6%	46%	False	False	86,346

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.32
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	47.77
2.618	46.09
1.618	45.06
1.000	44.42
0.618	44.03
HIGH	43.39
0.618	43.00
0.500	42.88
0.382	42.75
LOW	42.36
0.618	41.72
1.000	41.33
1.618	40.69
2.618	39.66
4.250	37.98

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	42.91	43.67
PP	42.89	43.42
S1	42.88	43.17

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

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