NYMEX Light Sweet Crude Oil Future October 2016

Trading Metrics calculated at close of trading on 27-Jul-2016

Day Change Summary
	Previous	Current
	26-Jul-2016	27-Jul-2016	Change	Change %	Previous Week
Open	43.80	43.41	-0.39	-0.9%	47.23
High	44.11	43.92	-0.19	-0.4%	47.41
Low	43.13	42.39	-0.74	-1.7%	44.42
Close	43.68	42.61	-1.07	-2.4%	44.88
Range	0.98	1.53	0.55	56.1%	2.99
ATR	1.57	1.56	0.00	-0.2%	0.00
Volume	103,915	132,822	28,907	27.8%	361,628

Daily Pivots for day following 27-Jul-2016
	Classic	Woodie	Camarilla	DeMark
R4	47.56	46.62	43.45
R3	46.03	45.09	43.03
R2	44.50	44.50	42.89
R1	43.56	43.56	42.75	43.27
PP	42.97	42.97	42.97	42.83
S1	42.03	42.03	42.47	41.74
S2	41.44	41.44	42.33
S3	39.91	40.50	42.19
S4	38.38	38.97	41.77

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	46.80	42.39	4.41	10.3%	1.33	3.1%	5%	False	True	90,874
10	47.67	42.39	5.28	12.4%	1.26	3.0%	4%	False	True	77,286
20	51.27	42.39	8.88	20.8%	1.63	3.8%	2%	False	True	71,557
40	53.02	42.39	10.63	24.9%	1.58	3.7%	2%	False	True	50,788
60	53.02	42.39	10.63	24.9%	1.51	3.5%	2%	False	True	40,695
80	53.02	39.08	13.94	32.7%	1.50	3.5%	25%	False	False	34,767
100	53.02	39.08	13.94	32.7%	1.45	3.4%	25%	False	False	30,331
120	53.02	35.44	17.58	41.3%	1.46	3.4%	41%	False	False	27,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.36
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	50.42
2.618	47.93
1.618	46.40
1.000	45.45
0.618	44.87
HIGH	43.92
0.618	43.34
0.500	43.16
0.382	42.97
LOW	42.39
0.618	41.44
1.000	40.86
1.618	39.91
2.618	38.38
4.250	35.89

Fisher Pivots for day following 27-Jul-2016
Pivot	1 day	3 day
R1	43.16	43.72
PP	42.97	43.35
S1	42.79	42.98

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

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