NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	43.07	42.66	-0.41	-1.0%	46.83
High	43.39	43.20	-0.19	-0.4%	46.84
Low	42.36	41.68	-0.68	-1.6%	43.74
Close	42.92	41.92	-1.00	-2.3%	44.19
Range	1.03	1.52	0.49	47.6%	3.10
ATR	1.60	1.60	-0.01	-0.4%	0.00
Volume	461,324	537,390	76,066	16.5%	2,218,670

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.83	45.89	42.76
R3	45.31	44.37	42.34
R2	43.79	43.79	42.20
R1	42.85	42.85	42.06	42.56
PP	42.27	42.27	42.27	42.12
S1	41.33	41.33	41.78	41.04
S2	40.75	40.75	41.64
S3	39.23	39.81	41.50
S4	37.71	38.29	41.08

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	46.09	41.68	4.41	10.5%	1.35	3.2%	5%	False	True	449,986
10	47.05	41.68	5.37	12.8%	1.29	3.1%	4%	False	True	418,502
20	50.70	41.68	9.02	21.5%	1.66	4.0%	3%	False	True	317,525
40	52.73	41.68	11.05	26.4%	1.63	3.9%	2%	False	True	203,748
60	52.73	41.68	11.05	26.4%	1.57	3.7%	2%	False	True	150,513
80	52.73	38.67	14.06	33.5%	1.58	3.8%	23%	False	False	122,191
100	52.73	38.67	14.06	33.5%	1.54	3.7%	23%	False	False	103,579
120	52.73	34.69	18.04	43.0%	1.56	3.7%	40%	False	False	90,612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.37
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	49.66
2.618	47.18
1.618	45.66
1.000	44.72
0.618	44.14
HIGH	43.20
0.618	42.62
0.500	42.44
0.382	42.26
LOW	41.68
0.618	40.74
1.000	40.16
1.618	39.22
2.618	37.70
4.250	35.22

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	42.44	43.03
PP	42.27	42.66
S1	42.09	42.29

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

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