NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 26-Jul-2016

Day Change Summary
	Previous	Current
	25-Jul-2016	26-Jul-2016	Change	Change %	Previous Week
Open	44.88	43.80	-1.08	-2.4%	47.23
High	45.05	44.11	-0.94	-2.1%	47.41
Low	43.69	43.13	-0.56	-1.3%	44.42
Close	43.87	43.68	-0.19	-0.4%	44.88
Range	1.36	0.98	-0.38	-27.9%	2.99
ATR	1.61	1.57	-0.05	-2.8%	0.00
Volume	71,819	103,915	32,096	44.7%	361,628

Daily Pivots for day following 26-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	46.58	46.11	44.22
R3	45.60	45.13	43.95
R2	44.62	44.62	43.86
R1	44.15	44.15	43.77	43.90
PP	43.64	43.64	43.64	43.51
S1	43.17	43.17	43.59	42.92
S2	42.66	42.66	43.50
S3	41.68	42.19	43.41
S4	40.70	41.21	43.14

Weekly Pivots for week ending 22-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	54.54	52.70	46.52
R3	51.55	49.71	45.70
R2	48.56	48.56	45.43
R1	46.72	46.72	45.15	46.15
PP	45.57	45.57	45.57	45.28
S1	43.73	43.73	44.61	43.16
S2	42.58	42.58	44.33
S3	39.59	40.74	44.06
S4	36.60	37.75	43.24

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	46.82	43.13	3.69	8.4%	1.34	3.1%	15%	False	True	84,037
10	48.06	43.13	4.93	11.3%	1.33	3.0%	11%	False	True	74,676
20	51.27	43.13	8.14	18.6%	1.64	3.8%	7%	False	True	66,944
40	53.02	43.13	9.89	22.6%	1.57	3.6%	6%	False	True	47,788
60	53.02	43.13	9.89	22.6%	1.51	3.5%	6%	False	True	38,768
80	53.02	39.08	13.94	31.9%	1.50	3.4%	33%	False	False	33,282
100	53.02	39.08	13.94	31.9%	1.45	3.3%	33%	False	False	29,069
120	53.02	35.44	17.58	40.2%	1.46	3.3%	47%	False	False	26,060

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.32
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	48.28
2.618	46.68
1.618	45.70
1.000	45.09
0.618	44.72
HIGH	44.11
0.618	43.74
0.500	43.62
0.382	43.50
LOW	43.13
0.618	42.52
1.000	42.15
1.618	41.54
2.618	40.56
4.250	38.97

Fisher Pivots for day following 26-Jul-2016
Pivot	1 day	3 day
R1	43.66	44.39
PP	43.64	44.15
S1	43.62	43.92

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

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