NYMEX Light Sweet Crude Oil Future September 2016

Trading Metrics calculated at close of trading on 12-Aug-2016

Day Change Summary
	Previous	Current
	11-Aug-2016	12-Aug-2016	Change	Change %	Previous Week
Open	41.48	43.46	1.98	4.8%	41.99
High	43.86	44.78	0.92	2.1%	44.78
Low	41.10	43.31	2.21	5.4%	41.10
Close	43.49	44.49	1.00	2.3%	44.49
Range	2.76	1.47	-1.29	-46.7%	3.68
ATR	1.65	1.64	-0.01	-0.8%	0.00
Volume	682,235	536,081	-146,154	-21.4%	3,081,697

Daily Pivots for day following 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	48.60	48.02	45.30
R3	47.13	46.55	44.89
R2	45.66	45.66	44.76
R1	45.08	45.08	44.62	45.37
PP	44.19	44.19	44.19	44.34
S1	43.61	43.61	44.36	43.90
S2	42.72	42.72	44.22
S3	41.25	42.14	44.09
S4	39.78	40.67	43.68

Weekly Pivots for week ending 12-Aug-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.50	53.17	46.51
R3	50.82	49.49	45.50
R2	47.14	47.14	45.16
R1	45.81	45.81	44.83	46.48
PP	43.46	43.46	43.46	43.79
S1	42.13	42.13	44.15	42.80
S2	39.78	39.78	43.82
S3	36.10	38.45	43.48
S4	32.42	34.77	42.47

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	44.78	41.10	3.68	8.3%	1.77	4.0%	92%	True	False	616,339
10	44.78	39.19	5.59	12.6%	1.72	3.9%	95%	True	False	595,344
20	46.84	39.19	7.65	17.2%	1.51	3.4%	69%	False	False	524,366
40	51.11	39.19	11.92	26.8%	1.72	3.9%	44%	False	False	352,215
60	52.73	39.19	13.54	30.4%	1.57	3.5%	39%	False	False	255,938
80	52.73	39.19	13.54	30.4%	1.56	3.5%	39%	False	False	202,198
100	52.73	38.67	14.06	31.6%	1.57	3.5%	41%	False	False	168,424
120	52.73	36.21	16.52	37.1%	1.54	3.5%	50%	False	False	145,336

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	0.46
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	51.03
2.618	48.63
1.618	47.16
1.000	46.25
0.618	45.69
HIGH	44.78
0.618	44.22
0.500	44.05
0.382	43.87
LOW	43.31
0.618	42.40
1.000	41.84
1.618	40.93
2.618	39.46
4.250	37.06

Fisher Pivots for day following 12-Aug-2016
Pivot	1 day	3 day
R1	44.34	43.97
PP	44.19	43.46
S1	44.05	42.94

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

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