NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 04-Aug-2016

Day Change Summary
	Previous	Current
	03-Aug-2016	04-Aug-2016	Change	Change %	Previous Week
Open	39.70	41.16	1.46	3.7%	44.20
High	41.20	42.08	0.88	2.1%	44.37
Low	39.19	40.43	1.24	3.2%	40.57
Close	40.83	41.93	1.10	2.7%	41.60
Range	2.01	1.65	-0.36	-17.9%	3.80
ATR	1.61	1.61	0.00	0.2%	0.00
Volume	655,186	598,836	-56,350	-8.6%	2,315,227

Daily Pivots for day following 04-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.43	45.83	42.84
R3	44.78	44.18	42.38
R2	43.13	43.13	42.23
R1	42.53	42.53	42.08	42.83
PP	41.48	41.48	41.48	41.63
S1	40.88	40.88	41.78	41.18
S2	39.83	39.83	41.63
S3	38.18	39.23	41.48
S4	36.53	37.58	41.02

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	42.08	39.19	2.89	6.9%	1.69	4.0%	95%	True	False	560,063
10	44.97	39.19	5.78	13.8%	1.48	3.5%	47%	False	False	506,518
20	47.69	39.19	8.50	20.3%	1.48	3.5%	32%	False	False	430,170
40	52.73	39.19	13.54	32.3%	1.68	4.0%	20%	False	False	274,727
60	52.73	39.19	13.54	32.3%	1.54	3.7%	20%	False	False	200,063
80	52.73	39.19	13.54	32.3%	1.58	3.8%	20%	False	False	159,839
100	52.73	38.67	14.06	33.5%	1.54	3.7%	23%	False	False	134,164
120	52.73	36.18	16.55	39.5%	1.56	3.7%	35%	False	False	116,082

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.48
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	49.09
2.618	46.40
1.618	44.75
1.000	43.73
0.618	43.10
HIGH	42.08
0.618	41.45
0.500	41.26
0.382	41.06
LOW	40.43
0.618	39.41
1.000	38.78
1.618	37.76
2.618	36.11
4.250	33.42

Fisher Pivots for day following 04-Aug-2016
Pivot	1 day	3 day
R1	41.71	41.50
PP	41.48	41.07
S1	41.26	40.64

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

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