NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 05-Aug-2016

Day Change Summary
	Previous	Current
	04-Aug-2016	05-Aug-2016	Change	Change %	Previous Week
Open	41.16	41.84	0.68	1.7%	41.35
High	42.08	42.10	0.02	0.0%	42.10
Low	40.43	41.06	0.63	1.6%	39.19
Close	41.93	41.80	-0.13	-0.3%	41.80
Range	1.65	1.04	-0.61	-37.0%	2.91
ATR	1.61	1.57	-0.04	-2.5%	0.00
Volume	598,836	550,189	-48,647	-8.1%	2,871,743

Daily Pivots for day following 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	44.77	44.33	42.37
R3	43.73	43.29	42.09
R2	42.69	42.69	41.99
R1	42.25	42.25	41.90	41.95
PP	41.65	41.65	41.65	41.51
S1	41.21	41.21	41.70	40.91
S2	40.61	40.61	41.61
S3	39.57	40.17	41.51
S4	38.53	39.13	41.23

Weekly Pivots for week ending 05-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	49.76	48.69	43.40
R3	46.85	45.78	42.60
R2	43.94	43.94	42.33
R1	42.87	42.87	42.07	43.41
PP	41.03	41.03	41.03	41.30
S1	39.96	39.96	41.53	40.50
S2	38.12	38.12	41.27
S3	35.21	37.05	41.00
S4	32.30	34.14	40.20

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	42.10	39.19	2.91	7.0%	1.68	4.0%	90%	True	False	574,348
10	44.37	39.19	5.18	12.4%	1.46	3.5%	50%	False	False	518,697
20	47.69	39.19	8.50	20.3%	1.47	3.5%	31%	False	False	445,693
40	51.84	39.19	12.65	30.3%	1.67	4.0%	21%	False	False	286,100
60	52.73	39.19	13.54	32.4%	1.52	3.6%	19%	False	False	208,295
80	52.73	39.19	13.54	32.4%	1.58	3.8%	19%	False	False	166,136
100	52.73	38.67	14.06	33.6%	1.54	3.7%	22%	False	False	139,443
120	52.73	36.21	16.52	39.5%	1.54	3.7%	34%	False	False	120,481

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	0.47
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	46.52
2.618	44.82
1.618	43.78
1.000	43.14
0.618	42.74
HIGH	42.10
0.618	41.70
0.500	41.58
0.382	41.46
LOW	41.06
0.618	40.42
1.000	40.02
1.618	39.38
2.618	38.34
4.250	36.64

Fisher Pivots for day following 05-Aug-2016
Pivot	1 day	3 day
R1	41.73	41.42
PP	41.65	41.03
S1	41.58	40.65

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

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