NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 01-Aug-2016

Day Change Summary
	Previous	Current
	29-Jul-2016	01-Aug-2016	Change	Change %	Previous Week
Open	41.12	41.35	0.23	0.6%	44.20
High	41.67	41.88	0.21	0.5%	44.37
Low	40.57	39.82	-0.75	-1.8%	40.57
Close	41.60	40.06	-1.54	-3.7%	41.60
Range	1.10	2.06	0.96	87.3%	3.80
ATR	1.53	1.57	0.04	2.5%	0.00
Volume	478,763	533,020	54,257	11.3%	2,315,227

Daily Pivots for day following 01-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.77	45.47	41.19
R3	44.71	43.41	40.63
R2	42.65	42.65	40.44
R1	41.35	41.35	40.25	40.97
PP	40.59	40.59	40.59	40.40
S1	39.29	39.29	39.87	38.91
S2	38.53	38.53	39.68
S3	36.47	37.23	39.49
S4	34.41	35.17	38.93

Weekly Pivots for week ending 29-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	53.58	51.39	43.69
R3	49.78	47.59	42.65
R2	45.98	45.98	42.30
R1	43.79	43.79	41.95	42.99
PP	42.18	42.18	42.18	41.78
S1	39.99	39.99	41.25	39.19
S2	38.38	38.38	40.90
S3	34.58	36.19	40.56
S4	30.78	32.39	39.51

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	43.39	39.82	3.57	8.9%	1.38	3.4%	7%	False	True	491,682
10	46.38	39.82	6.56	16.4%	1.38	3.4%	4%	False	True	473,234
20	50.03	39.82	10.21	25.5%	1.63	4.1%	2%	False	True	370,046
40	52.73	39.82	12.91	32.2%	1.64	4.1%	2%	False	True	236,349
60	52.73	39.82	12.91	32.2%	1.55	3.9%	2%	False	True	172,612
80	52.73	39.82	12.91	32.2%	1.58	4.0%	2%	False	True	139,231
100	52.73	38.67	14.06	35.1%	1.52	3.8%	10%	False	False	117,211
120	52.73	34.69	18.04	45.0%	1.55	3.9%	30%	False	False	101,959

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.44
Widest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	50.64
2.618	47.27
1.618	45.21
1.000	43.94
0.618	43.15
HIGH	41.88
0.618	41.09
0.500	40.85
0.382	40.61
LOW	39.82
0.618	38.55
1.000	37.76
1.618	36.49
2.618	34.43
4.250	31.07

Fisher Pivots for day following 01-Aug-2016
Pivot	1 day	3 day
R1	40.85	41.02
PP	40.59	40.70
S1	40.32	40.38

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

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